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Listed Funds Trust Spear Alpha ETF SPRX

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Market datapartial · fetched 2026-10-22T21:13:02.117Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:00.096670937Z

FundamentalsAlpha Vantage · unavailable

Share price$36.97
1D-3.8%
AH$36.48$37.12$37.75$38.39$39.035:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPRX
Sold putSold callAH

Listed Funds Trust Spear Alpha ETF options

Live interpolated SPRX call and put midpoint premiums by absolute delta.Listed Funds Trust Spear Alpha ETF$0.72$2.52$4.32$6.12$7.92$25.54$33.19$40.85$48.51$56.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPRX spot · $36.97SPRX PRICE$0.92$1.08$1.24$1.43$1.70$2.03$2.40$2.80$3.25$3.75$4.20$1.47$1.78$2.13$2.35$2.93$3.49$4.04$4.70$5.44$6.30$7.41
PutsCheap0.78×
CallsExpensive1.10×
SkewBullish-4.62 pp
Implied moveBearish±$5.33
TiltBearish25.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.2388.5%30.2%
25Δ43.9776.9%21.9%
30Δ41.8869.0%16.6%34.2166.7%11.4%
35Δ40.4564.3%13.3%35.1465.2%9.8%
40Δ39.4263.1%11.2%36.0164.3%8.4%
45Δ38.5563.6%9.8%36.8259.9%6.8%
50Δ37.6964.1%8.4%37.6962.5%6.0%
55Δ36.8564.8%7.3%38.5563.6%5.2%
60Δ36.0065.4%6.2%39.4363.2%4.3%
65Δ35.1265.8%5.2%40.3863.4%3.5%
70Δ34.2964.1%4.1%41.3963.4%2.8%
75Δ42.5063.2%2.1%
80Δ43.8363.6%1.5%

20Δ

Calls
Pseudo strike
47.23
IV
88.5%
B/E move
30.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
43.97
IV
76.9%
B/E move
21.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
41.88
IV
69.0%
B/E move
16.6%
Puts
Pseudo strike
34.21
IV
66.7%
B/E move
11.4%

35Δ

Calls
Pseudo strike
40.45
IV
64.3%
B/E move
13.3%
Puts
Pseudo strike
35.14
IV
65.2%
B/E move
9.8%

40Δ

Calls
Pseudo strike
39.42
IV
63.1%
B/E move
11.2%
Puts
Pseudo strike
36.01
IV
64.3%
B/E move
8.4%

45Δ

Calls
Pseudo strike
38.55
IV
63.6%
B/E move
9.8%
Puts
Pseudo strike
36.82
IV
59.9%
B/E move
6.8%

50Δ

Calls
Pseudo strike
37.69
IV
64.1%
B/E move
8.4%
Puts
Pseudo strike
37.69
IV
62.5%
B/E move
6.0%

55Δ

Calls
Pseudo strike
36.85
IV
64.8%
B/E move
7.3%
Puts
Pseudo strike
38.55
IV
63.6%
B/E move
5.2%

60Δ

Calls
Pseudo strike
36.00
IV
65.4%
B/E move
6.2%
Puts
Pseudo strike
39.43
IV
63.2%
B/E move
4.3%

65Δ

Calls
Pseudo strike
35.12
IV
65.8%
B/E move
5.2%
Puts
Pseudo strike
40.38
IV
63.4%
B/E move
3.5%

70Δ

Calls
Pseudo strike
34.29
IV
64.1%
B/E move
4.1%
Puts
Pseudo strike
41.39
IV
63.4%
B/E move
2.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.50
IV
63.2%
B/E move
2.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.83
IV
63.6%
B/E move
1.5%

Options history

No recorded observations