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Leverage Shares 2X Long STX Daily ETF STXU

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Market datapartial · fetched 2026-10-22T23:09:14.229Z

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 · 2026-10-22T23:04:45.248980353Z

FundamentalsAlpha Vantage · unavailable

Share price$5.91
1D-15.0%
AH$5.59$5.96$6.34$6.72$7.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSTXU
Sold putSold callAH

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$0.97$1.75$2.52$3.30$4.08$1.15$4.87$8.58$12.30$16.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive STXU spot · $5.91STXU PRICE$1.05$1.13$1.17$1.33$1.45$1.65$1.92$2.19$2.48$1.07$1.12$1.18$1.24$1.30$1.92$2.56$3.21$3.85$1.57$1.65$1.73$1.81
PutsExpensive1.12×
CallsExpensive2.03×
SkewBullish-72.54 pp
Implied moveBearish±$3.74
TiltBearish25.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.16338.0%47.6%
25Δ4.73287.5%39.0%
30Δ5.20248.8%31.9%
35Δ5.59220.9%26.3%
40Δ12.83360.3%135.0%5.99192.9%20.7%
45Δ9.72310.7%83.6%6.72204.8%18.7%
50Δ7.85264.4%52.7%7.47218.2%16.9%
55Δ7.22260.6%44.6%8.22231.6%15.1%
60Δ6.37242.1%32.4%8.97245.0%13.3%
65Δ5.73240.4%24.8%7.09117.6%6.7%
70Δ5.24252.2%21.1%7.23107.7%5.6%
75Δ4.73259.4%17.1%7.3797.8%4.5%
80Δ4.18261.9%12.7%7.5287.9%3.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.16
IV
338.0%
B/E move
47.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.73
IV
287.5%
B/E move
39.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.20
IV
248.8%
B/E move
31.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.59
IV
220.9%
B/E move
26.3%

40Δ

Calls
Pseudo strike
12.83
IV
360.3%
B/E move
135.0%
Puts
Pseudo strike
5.99
IV
192.9%
B/E move
20.7%

45Δ

Calls
Pseudo strike
9.72
IV
310.7%
B/E move
83.6%
Puts
Pseudo strike
6.72
IV
204.8%
B/E move
18.7%

50Δ

Calls
Pseudo strike
7.85
IV
264.4%
B/E move
52.7%
Puts
Pseudo strike
7.47
IV
218.2%
B/E move
16.9%

55Δ

Calls
Pseudo strike
7.22
IV
260.6%
B/E move
44.6%
Puts
Pseudo strike
8.22
IV
231.6%
B/E move
15.1%

60Δ

Calls
Pseudo strike
6.37
IV
242.1%
B/E move
32.4%
Puts
Pseudo strike
8.97
IV
245.0%
B/E move
13.3%

65Δ

Calls
Pseudo strike
5.73
IV
240.4%
B/E move
24.8%
Puts
Pseudo strike
7.09
IV
117.6%
B/E move
6.7%

70Δ

Calls
Pseudo strike
5.24
IV
252.2%
B/E move
21.1%
Puts
Pseudo strike
7.23
IV
107.7%
B/E move
5.6%

75Δ

Calls
Pseudo strike
4.73
IV
259.4%
B/E move
17.1%
Puts
Pseudo strike
7.37
IV
97.8%
B/E move
4.5%

80Δ

Calls
Pseudo strike
4.18
IV
261.9%
B/E move
12.7%
Puts
Pseudo strike
7.52
IV
87.9%
B/E move
3.4%

Options history

No recorded observations