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Leverage Shares 2X Long STX Daily ETF STXU

i

Market dataready · fetched 2026-11-11T14:56:37.031Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T14:56:15.983064429Z

FundamentalsLeverage Shares · ready · as of 2026-11-11 · fetched 2026-11-11T14:56:34.768205+00:00

Share price$4.14
1D-2.6%
$4.06$4.10$4.15$4.20$4.245:30 AM6:30 AM9:00 AM1:00 PMSTXU
Sold putSold call

Leverage Shares 2X Long STX Daily ETF options

Live interpolated STXU call and put midpoint premiums by absolute delta.Leverage Shares 2X Long STX Daily ETF$0.86$1.97$3.09$4.21$5.32$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICESTXU PRICE$0.98$1.14$1.30$1.46$1.62$1.78$3.07$4.85$4.90$4.95$5.00
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ10.99213.6%189.1%6.16170.4%25.3%
50Δ9.77211.1%163.5%
55Δ8.55208.7%137.9%8.21177.9%19.0%
60Δ7.33206.2%112.3%8.41164.3%15.3%
65Δ6.11203.8%86.7%8.61150.6%11.7%
70Δ4.89201.3%61.1%8.81137.0%8.1%
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
10.99
IV
213.6%
B/E move
189.1%
Puts
Pseudo strike
6.16
IV
170.4%
B/E move
25.3%

50Δ

Calls
Pseudo strike
9.77
IV
211.1%
B/E move
163.5%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
8.55
IV
208.7%
B/E move
137.9%
Puts
Pseudo strike
8.21
IV
177.9%
B/E move
19.0%

60Δ

Calls
Pseudo strike
7.33
IV
206.2%
B/E move
112.3%
Puts
Pseudo strike
8.41
IV
164.3%
B/E move
15.3%

65Δ

Calls
Pseudo strike
6.11
IV
203.8%
B/E move
86.7%
Puts
Pseudo strike
8.61
IV
150.6%
B/E move
11.7%

70Δ

Calls
Pseudo strike
4.89
IV
201.3%
B/E move
61.1%
Puts
Pseudo strike
8.81
IV
137.0%
B/E move
8.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend196.33%
Daily EOD
STXU192.2%206.4%220.7%2026-10-20: 194.13%2026-10-21: 218.72%2026-10-30: 196.33%Oct 20Oct 21Oct 30
3 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
194.13%
218.72%
196.33%