IntraAlpha
Create free account Start free

Leverage Shares 2X Short SPCX Daily ETF SSPC

i

Market datapartial · fetched 2026-10-22T22:07:18.803Z

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 · 2026-10-22T22:06:58.458521084Z

FundamentalsAlpha Vantage · unavailable

Share price$8.47
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$0.18$1.18$2.18$3.18$4.18$4.75$6.58$8.40$10.23$12.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SSPC spot · $8.47SSPC PRICE$0.29$0.37$0.46$0.56$0.67$0.80$0.93$1.09$1.26$1.44$1.69$1.93$2.18$0.33$0.44$0.56$0.67$0.84$1.02$1.20$1.54$1.99$2.57$3.22$3.87$3.89
PutsCheap0.89×
CallsExpensive1.22×
SkewBullish-8.02 pp
Implied moveBearish±$2.13
TiltBearish23.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.26126.3%48.2%6.90105.2%22.4%
25Δ11.35120.3%38.2%7.26104.0%19.5%
30Δ10.71117.8%31.9%7.59102.5%17.0%
35Δ10.21117.1%27.1%7.92101.0%14.4%
40Δ9.77117.3%23.3%8.24101.1%12.6%
45Δ9.38118.0%20.2%8.55101.8%11.0%
50Δ8.99118.7%17.1%8.87102.5%9.5%
55Δ8.62119.4%14.7%9.30108.7%8.4%
60Δ8.26120.1%12.4%9.82119.1%7.6%
65Δ7.89121.3%10.2%10.48126.7%6.6%
70Δ7.50123.9%8.5%11.22132.9%5.5%
75Δ7.11126.5%6.7%11.96139.1%4.4%
80Δ6.72123.5%5.1%12.13121.3%2.7%

20Δ

Calls
Pseudo strike
12.26
IV
126.3%
B/E move
48.2%
Puts
Pseudo strike
6.90
IV
105.2%
B/E move
22.4%

25Δ

Calls
Pseudo strike
11.35
IV
120.3%
B/E move
38.2%
Puts
Pseudo strike
7.26
IV
104.0%
B/E move
19.5%

30Δ

Calls
Pseudo strike
10.71
IV
117.8%
B/E move
31.9%
Puts
Pseudo strike
7.59
IV
102.5%
B/E move
17.0%

35Δ

Calls
Pseudo strike
10.21
IV
117.1%
B/E move
27.1%
Puts
Pseudo strike
7.92
IV
101.0%
B/E move
14.4%

40Δ

Calls
Pseudo strike
9.77
IV
117.3%
B/E move
23.3%
Puts
Pseudo strike
8.24
IV
101.1%
B/E move
12.6%

45Δ

Calls
Pseudo strike
9.38
IV
118.0%
B/E move
20.2%
Puts
Pseudo strike
8.55
IV
101.8%
B/E move
11.0%

50Δ

Calls
Pseudo strike
8.99
IV
118.7%
B/E move
17.1%
Puts
Pseudo strike
8.87
IV
102.5%
B/E move
9.5%

55Δ

Calls
Pseudo strike
8.62
IV
119.4%
B/E move
14.7%
Puts
Pseudo strike
9.30
IV
108.7%
B/E move
8.4%

60Δ

Calls
Pseudo strike
8.26
IV
120.1%
B/E move
12.4%
Puts
Pseudo strike
9.82
IV
119.1%
B/E move
7.6%

65Δ

Calls
Pseudo strike
7.89
IV
121.3%
B/E move
10.2%
Puts
Pseudo strike
10.48
IV
126.7%
B/E move
6.6%

70Δ

Calls
Pseudo strike
7.50
IV
123.9%
B/E move
8.5%
Puts
Pseudo strike
11.22
IV
132.9%
B/E move
5.5%

75Δ

Calls
Pseudo strike
7.11
IV
126.5%
B/E move
6.7%
Puts
Pseudo strike
11.96
IV
139.1%
B/E move
4.4%

80Δ

Calls
Pseudo strike
6.72
IV
123.5%
B/E move
5.1%
Puts
Pseudo strike
12.13
IV
121.3%
B/E move
2.7%

Options history

No recorded observations