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Leverage Shares 2X Long STX Daily ETF STXU

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Market datapartial · fetched 2026-10-22T18:47:14.181Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T18:46:08.629386058Z

FundamentalsAlpha Vantage · unavailable

Share price$6.32
1D-8.7%
$6.01$6.27$6.54$6.80$7.065:30 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$1.34$4.78$8.22$11.66$15.10$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESTXU PRICE$1.71$2.16$3.04$3.60$4.45$5.56$6.77$9.49$14.11
PutsCheap0.83×
CallsExpensive1.15×
SkewBullish-31.17 pp
Implied move——
TiltBearish84.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ7.65140.5%27.0%
45Δ8.46137.7%23.1%
50Δ9.53138.9%19.7%
55Δ9.53156.3%77.9%10.83141.9%16.6%
60Δ11.22198.3%111.9%12.24142.7%13.4%
65Δ15.15153.7%10.4%
70Δ19.98167.8%7.0%
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
7.65
IV
140.5%
B/E move
27.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.46
IV
137.7%
B/E move
23.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.53
IV
138.9%
B/E move
19.7%

55Δ

Calls
Pseudo strike
9.53
IV
156.3%
B/E move
77.9%
Puts
Pseudo strike
10.83
IV
141.9%
B/E move
16.6%

60Δ

Calls
Pseudo strike
11.22
IV
198.3%
B/E move
111.9%
Puts
Pseudo strike
12.24
IV
142.7%
B/E move
13.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.15
IV
153.7%
B/E move
10.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.98
IV
167.8%
B/E move
7.0%

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

No recorded observations