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Leverage Shares 2X Long STX Daily ETF STXU

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Market datapartial · fetched 2026-10-22T20:31:43.014Z

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 · 2026-10-22T20:29:49.190046517Z

FundamentalsAlpha Vantage · unavailable

Share price$6.53
1D-5.6%
AH$6.01$6.27$6.54$6.80$7.065:30 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$0.82$2.63$4.44$6.24$8.05$1.06$4.80$8.55$12.29$16.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive STXU spot · $6.53STXU PRICE$1.02$1.07$1.13$1.20$1.02$1.23$1.44$1.66$1.89$2.17$1.11$1.18$1.26$1.34$1.43$1.51$3.68$2.89$2.10$2.92$3.79$4.69$7.53
PutsExpensive1.28×
CallsExpensive1.71×
SkewBullish-2.23 pp
Implied moveBearish±$4.89
TiltBearish43.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.58326.7%46.9%
25Δ5.22276.7%38.2%
30Δ5.75242.2%31.3%
35Δ18.11387.1%193.0%6.19215.1%25.7%
40Δ12.15314.1%102.5%6.56195.0%21.3%
45Δ9.57265.9%63.8%6.94174.8%16.9%
50Δ8.20236.3%44.1%8.89278.3%20.2%
55Δ6.77150.5%19.3%8.45215.5%14.8%
60Δ6.43160.5%17.3%8.01152.8%9.4%
65Δ6.10170.4%15.4%8.92166.8%8.2%
70Δ5.71173.6%12.8%9.86183.1%7.1%
75Δ5.30174.0%10.0%10.85189.5%5.7%
80Δ4.85174.8%7.5%13.76223.8%4.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.58
IV
326.7%
B/E move
46.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.22
IV
276.7%
B/E move
38.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.75
IV
242.2%
B/E move
31.3%

35Δ

Calls
Pseudo strike
18.11
IV
387.1%
B/E move
193.0%
Puts
Pseudo strike
6.19
IV
215.1%
B/E move
25.7%

40Δ

Calls
Pseudo strike
12.15
IV
314.1%
B/E move
102.5%
Puts
Pseudo strike
6.56
IV
195.0%
B/E move
21.3%

45Δ

Calls
Pseudo strike
9.57
IV
265.9%
B/E move
63.8%
Puts
Pseudo strike
6.94
IV
174.8%
B/E move
16.9%

50Δ

Calls
Pseudo strike
8.20
IV
236.3%
B/E move
44.1%
Puts
Pseudo strike
8.89
IV
278.3%
B/E move
20.2%

55Δ

Calls
Pseudo strike
6.77
IV
150.5%
B/E move
19.3%
Puts
Pseudo strike
8.45
IV
215.5%
B/E move
14.8%

60Δ

Calls
Pseudo strike
6.43
IV
160.5%
B/E move
17.3%
Puts
Pseudo strike
8.01
IV
152.8%
B/E move
9.4%

65Δ

Calls
Pseudo strike
6.10
IV
170.4%
B/E move
15.4%
Puts
Pseudo strike
8.92
IV
166.8%
B/E move
8.2%

70Δ

Calls
Pseudo strike
5.71
IV
173.6%
B/E move
12.8%
Puts
Pseudo strike
9.86
IV
183.1%
B/E move
7.1%

75Δ

Calls
Pseudo strike
5.30
IV
174.0%
B/E move
10.0%
Puts
Pseudo strike
10.85
IV
189.5%
B/E move
5.7%

80Δ

Calls
Pseudo strike
4.85
IV
174.8%
B/E move
7.5%
Puts
Pseudo strike
13.76
IV
223.8%
B/E move
4.6%

Options history

No recorded observations