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-1x Short VIX Futures ETF SVIX

i

Market dataready · fetched 2026-11-10T22:30:30.115Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T22:22:26.725237502Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-10T22:30:29.526622+00:00

Share price$23.10
1D+3.0%
AH$21.95$22.28$22.62$22.96$23.295:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSVIX
Sold putSold callAH

-1x Short VIX Futures ETF options

Live interpolated SVIX call and put midpoint premiums by absolute delta.-1x Short VIX Futures ETF$0.07$1.56$3.06$4.55$6.04$20.80$21.87$22.94$24.01$25.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SVIX spot · $23.10SVIX PRICE$0.26$0.32$0.38$0.50$0.63$0.74$0.81$0.89$1.07$1.36$1.50$0.23$0.30$0.38$0.45$0.52$0.59$0.80$1.06$1.13$1.19$1.30$5.61
Puts——
Calls——
Skew——
Implied moveBearish±$1.43
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.5596.2%7.7%
25Δ21.9093.2%6.5%
30Δ23.8965.8%4.5%22.2090.0%5.5%
35Δ23.6965.5%3.9%22.4986.6%4.6%
40Δ23.5065.3%3.4%22.7282.8%3.9%
45Δ23.3270.7%3.1%22.9579.0%3.2%
50Δ23.1476.1%2.9%23.2188.7%3.0%
55Δ22.9679.6%2.6%23.48101.7%2.9%
60Δ22.7875.5%2.1%23.6894.9%2.4%
65Δ22.5971.4%1.7%23.8786.6%1.8%
70Δ22.3473.8%1.3%24.1081.6%1.3%
75Δ22.0283.3%1.2%
80Δ21.8178.8%0.9%28.22235.3%2.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.55
IV
96.2%
B/E move
7.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.90
IV
93.2%
B/E move
6.5%

30Δ

Calls
Pseudo strike
23.89
IV
65.8%
B/E move
4.5%
Puts
Pseudo strike
22.20
IV
90.0%
B/E move
5.5%

35Δ

Calls
Pseudo strike
23.69
IV
65.5%
B/E move
3.9%
Puts
Pseudo strike
22.49
IV
86.6%
B/E move
4.6%

40Δ

Calls
Pseudo strike
23.50
IV
65.3%
B/E move
3.4%
Puts
Pseudo strike
22.72
IV
82.8%
B/E move
3.9%

45Δ

Calls
Pseudo strike
23.32
IV
70.7%
B/E move
3.1%
Puts
Pseudo strike
22.95
IV
79.0%
B/E move
3.2%

50Δ

Calls
Pseudo strike
23.14
IV
76.1%
B/E move
2.9%
Puts
Pseudo strike
23.21
IV
88.7%
B/E move
3.0%

55Δ

Calls
Pseudo strike
22.96
IV
79.6%
B/E move
2.6%
Puts
Pseudo strike
23.48
IV
101.7%
B/E move
2.9%

60Δ

Calls
Pseudo strike
22.78
IV
75.5%
B/E move
2.1%
Puts
Pseudo strike
23.68
IV
94.9%
B/E move
2.4%

65Δ

Calls
Pseudo strike
22.59
IV
71.4%
B/E move
1.7%
Puts
Pseudo strike
23.87
IV
86.6%
B/E move
1.8%

70Δ

Calls
Pseudo strike
22.34
IV
73.8%
B/E move
1.3%
Puts
Pseudo strike
24.10
IV
81.6%
B/E move
1.3%

75Δ

Calls
Pseudo strike
22.02
IV
83.3%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
21.81
IV
78.8%
B/E move
0.9%
Puts
Pseudo strike
28.22
IV
235.3%
B/E move
2.1%

Options history

IV · four-Friday blend85.30%
Daily close
SVIX27.6%58.6%89.6%2026-08-12: 45.73%2026-08-13: 38.60%2026-08-14: 35.79%2026-08-17: 43.49%2026-08-18: 41.03%2026-08-19: 42.96%2026-08-20: 46.74%2026-08-21: 41.57%2026-08-24: 43.38%2026-08-25: 46.42%2026-08-26: 47.80%2026-08-27: 56.59%2026-08-28: 39.23%2026-08-31: 42.76%2026-09-01: 46.97%2026-09-02: 39.56%2026-09-03: 45.55%2026-09-04: 40.18%2026-09-08: 50.44%2026-09-09: 48.56%2026-09-10: 56.47%2026-09-11: 45.87%2026-09-14: 50.74%2026-09-15: 45.33%2026-09-16: 52.88%2026-09-17: 42.08%2026-09-18: 40.93%2026-09-21: 43.90%2026-09-22: 37.84%2026-09-23: 43.36%2026-09-24: 67.83%2026-09-25: 43.93%2026-09-28: 43.90%2026-09-29: 43.18%2026-09-30: 39.05%2026-10-01: 37.85%2026-10-02: 40.48%2026-10-05: 42.65%2026-10-06: 31.85%2026-10-07: 40.26%2026-10-08: 38.29%2026-10-09: 39.07%2026-10-12: 38.41%2026-10-13: 40.90%2026-10-14: 49.33%2026-10-15: 59.41%2026-10-16: 82.44%2026-10-19: 65.78%2026-10-20: 62.52%2026-10-21: 65.69%2026-10-22: 78.77%2026-10-23: 74.03%2026-10-26: 70.12%2026-10-27: 64.37%2026-10-28: 59.18%2026-10-29: 57.33%2026-10-30: 85.30%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
45.73%
38.60%
35.79%
43.49%
41.03%
42.96%
46.74%
41.57%
43.38%
46.42%
47.80%
56.59%
39.23%
42.76%
46.97%
39.56%
45.55%
40.18%
50.44%
48.56%
56.47%
45.87%
50.74%
45.33%
52.88%
42.08%
40.93%
43.90%
37.84%
43.36%
67.83%
43.93%
43.90%
43.18%
39.05%
37.85%
40.48%
42.65%
31.85%
40.26%
38.29%
39.07%
38.41%
40.90%
49.33%
59.41%
82.44%
65.78%
62.52%
65.69%
78.77%
74.03%
70.12%
64.37%
59.18%
57.33%
85.30%