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Leverage Shares 2X Short SPCX Daily ETF SSPC

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Market dataready · fetched 2026-10-22T23:55:19.846Z

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 · 2026-10-22T23:53:46.355294171Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:52:59.656229+00:00

Share price$8.54
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$0.14$1.47$2.79$4.11$5.44$4.80$6.61$8.42$10.23$12.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SSPC spot · $8.54SSPC PRICE$0.29$0.36$0.45$0.55$0.66$0.79$0.91$1.07$1.23$1.40$1.63$1.87$2.10$0.34$0.45$0.58$0.70$0.88$1.07$1.25$1.69$2.16$2.83$3.50$3.00$5.06
PutsCheap0.92×
CallsExpensive1.17×
SkewNeutral+0.22 pp
Implied moveBearish±$2.17
TiltBearish27.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.29124.5%47.3%6.94107.3%22.6%
25Δ11.37118.2%37.4%7.30106.1%19.8%
30Δ10.74115.3%31.0%7.64104.8%17.2%
35Δ10.24114.5%26.4%7.99103.4%14.6%
40Δ9.80114.2%22.6%8.31104.4%13.0%
45Δ9.42114.6%19.5%8.64105.4%11.3%
50Δ9.03115.0%16.5%8.96106.4%9.7%
55Δ8.67115.3%14.1%9.47116.3%8.9%
60Δ8.32115.5%11.8%10.01127.2%8.1%
65Δ7.97115.8%9.6%10.77134.4%6.9%
70Δ7.59117.4%8.0%11.54141.6%5.8%
75Δ7.21119.0%6.3%11.23113.4%3.7%
80Δ6.85116.6%4.8%13.31148.2%3.3%

20Δ

Calls
Pseudo strike
12.29
IV
124.5%
B/E move
47.3%
Puts
Pseudo strike
6.94
IV
107.3%
B/E move
22.6%

25Δ

Calls
Pseudo strike
11.37
IV
118.2%
B/E move
37.4%
Puts
Pseudo strike
7.30
IV
106.1%
B/E move
19.8%

30Δ

Calls
Pseudo strike
10.74
IV
115.3%
B/E move
31.0%
Puts
Pseudo strike
7.64
IV
104.8%
B/E move
17.2%

35Δ

Calls
Pseudo strike
10.24
IV
114.5%
B/E move
26.4%
Puts
Pseudo strike
7.99
IV
103.4%
B/E move
14.6%

40Δ

Calls
Pseudo strike
9.80
IV
114.2%
B/E move
22.6%
Puts
Pseudo strike
8.31
IV
104.4%
B/E move
13.0%

45Δ

Calls
Pseudo strike
9.42
IV
114.6%
B/E move
19.5%
Puts
Pseudo strike
8.64
IV
105.4%
B/E move
11.3%

50Δ

Calls
Pseudo strike
9.03
IV
115.0%
B/E move
16.5%
Puts
Pseudo strike
8.96
IV
106.4%
B/E move
9.7%

55Δ

Calls
Pseudo strike
8.67
IV
115.3%
B/E move
14.1%
Puts
Pseudo strike
9.47
IV
116.3%
B/E move
8.9%

60Δ

Calls
Pseudo strike
8.32
IV
115.5%
B/E move
11.8%
Puts
Pseudo strike
10.01
IV
127.2%
B/E move
8.1%

65Δ

Calls
Pseudo strike
7.97
IV
115.8%
B/E move
9.6%
Puts
Pseudo strike
10.77
IV
134.4%
B/E move
6.9%

70Δ

Calls
Pseudo strike
7.59
IV
117.4%
B/E move
8.0%
Puts
Pseudo strike
11.54
IV
141.6%
B/E move
5.8%

75Δ

Calls
Pseudo strike
7.21
IV
119.0%
B/E move
6.3%
Puts
Pseudo strike
11.23
IV
113.4%
B/E move
3.7%

80Δ

Calls
Pseudo strike
6.85
IV
116.6%
B/E move
4.8%
Puts
Pseudo strike
13.31
IV
148.2%
B/E move
3.3%

Options history

No recorded observations