IntraAlpha
Create free account Start free

Leverage Shares 2X Short SPCX Daily ETF SSPC

i

Market datapartial · fetched 2026-10-22T23:53:00.064Z

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 · 2026-10-22T23:52:59.228537588Z

FundamentalsAlpha Vantage · unavailable

Share price$8.56
1D+10.1%
AH$7.69$7.98$8.26$8.54$8.835:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSSPC
Sold putSold callAH

Leverage Shares 2X Short SPCX Daily ETF options

Live interpolated SSPC call and put midpoint premiums by absolute delta.Leverage Shares 2X Short SPCX Daily ETF$0.13$1.56$2.98$4.41$5.83$4.82$6.62$8.43$10.24$12.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SSPC spot · $8.56SSPC PRICE$0.28$0.36$0.45$0.55$0.66$0.79$0.91$1.06$1.22$1.38$1.62$1.85$2.19$0.34$0.46$0.58$0.70$0.89$1.08$1.27$1.73$2.22$2.90$3.57$3.30$5.42
PutsCheap0.94×
CallsExpensive1.17×
SkewBearish+3.12 pp
Implied moveBearish±$2.18
TiltBearish29.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.30123.9%47.0%6.96107.9%22.7%
25Δ11.38117.6%37.1%7.31106.7%19.9%
30Δ10.74114.6%30.8%7.66105.4%17.3%
35Δ10.25113.7%26.2%8.01104.2%14.7%
40Δ9.81113.4%22.3%8.33105.3%13.1%
45Δ9.43113.7%19.3%8.66106.4%11.4%
50Δ9.04114.0%16.3%8.99107.5%9.8%
55Δ8.69114.1%14.0%9.52118.5%9.0%
60Δ8.34114.2%11.7%10.08129.2%8.2%
65Δ7.99114.3%9.5%10.85136.7%7.0%
70Δ7.62115.5%7.8%11.63144.2%5.9%
75Δ7.24116.8%6.2%11.53120.8%3.8%
80Δ6.77121.1%4.7%13.69154.6%3.4%

20Δ

Calls
Pseudo strike
12.30
IV
123.9%
B/E move
47.0%
Puts
Pseudo strike
6.96
IV
107.9%
B/E move
22.7%

25Δ

Calls
Pseudo strike
11.38
IV
117.6%
B/E move
37.1%
Puts
Pseudo strike
7.31
IV
106.7%
B/E move
19.9%

30Δ

Calls
Pseudo strike
10.74
IV
114.6%
B/E move
30.8%
Puts
Pseudo strike
7.66
IV
105.4%
B/E move
17.3%

35Δ

Calls
Pseudo strike
10.25
IV
113.7%
B/E move
26.2%
Puts
Pseudo strike
8.01
IV
104.2%
B/E move
14.7%

40Δ

Calls
Pseudo strike
9.81
IV
113.4%
B/E move
22.3%
Puts
Pseudo strike
8.33
IV
105.3%
B/E move
13.1%

45Δ

Calls
Pseudo strike
9.43
IV
113.7%
B/E move
19.3%
Puts
Pseudo strike
8.66
IV
106.4%
B/E move
11.4%

50Δ

Calls
Pseudo strike
9.04
IV
114.0%
B/E move
16.3%
Puts
Pseudo strike
8.99
IV
107.5%
B/E move
9.8%

55Δ

Calls
Pseudo strike
8.69
IV
114.1%
B/E move
14.0%
Puts
Pseudo strike
9.52
IV
118.5%
B/E move
9.0%

60Δ

Calls
Pseudo strike
8.34
IV
114.2%
B/E move
11.7%
Puts
Pseudo strike
10.08
IV
129.2%
B/E move
8.2%

65Δ

Calls
Pseudo strike
7.99
IV
114.3%
B/E move
9.5%
Puts
Pseudo strike
10.85
IV
136.7%
B/E move
7.0%

70Δ

Calls
Pseudo strike
7.62
IV
115.5%
B/E move
7.8%
Puts
Pseudo strike
11.63
IV
144.2%
B/E move
5.9%

75Δ

Calls
Pseudo strike
7.24
IV
116.8%
B/E move
6.2%
Puts
Pseudo strike
11.53
IV
120.8%
B/E move
3.8%

80Δ

Calls
Pseudo strike
6.77
IV
121.1%
B/E move
4.7%
Puts
Pseudo strike
13.69
IV
154.6%
B/E move
3.4%

Options history

No recorded observations