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-1x Short VIX Futures ETF SVIX

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Market dataready · fetched 2026-10-21T17:52:24.101Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

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 · 2026-10-21T17:52:10.786144095Z

FundamentalsAlpha Vantage · ready

Share price$28.56
1D+0.1%
$27.91$28.13$28.34$28.55$28.775:30 AM6:30 AM9:00 AM1:00 PMSVIX
Sold putSold call

-1x Short VIX Futures ETF options

Live interpolated SVIX call and put midpoint premiums by absolute delta.-1x Short VIX Futures ETF$0.22$0.54$0.87$1.19$1.52$26.36$27.61$28.86$30.10$31.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SVIX spot · $28.56SVIX PRICE$0.46$1.07$0.84$0.27$0.31$0.37$0.44$0.52$0.63$0.75$0.87$1.02$1.17$0.38$0.25$0.33$0.40$0.47$0.54$0.63$0.72$0.81$0.95$1.10$1.26$1.42
PutsExpensive1.38×
CallsExpensive1.66×
SkewBullish-27.55 pp
Implied moveBearish±$1.06
TiltBearish3.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.92204.2%16.9%25.77166.0%11.1%
25Δ36.23383.0%30.6%27.5278.3%4.5%
30Δ32.56246.3%17.0%27.7577.7%4.0%
35Δ29.1157.0%2.9%27.9977.1%3.4%
40Δ28.8751.3%2.2%28.2075.1%2.9%
45Δ28.7351.7%1.9%28.4173.0%2.4%
50Δ28.5952.1%1.6%28.6071.4%2.0%
55Δ28.4453.1%1.4%28.7970.1%1.7%
60Δ28.2855.2%1.2%28.9768.7%1.4%
65Δ28.1157.3%1.0%29.1868.9%1.2%
70Δ27.9458.9%0.9%29.3969.3%0.9%
75Δ27.7459.3%0.7%29.6168.6%0.7%
80Δ27.5459.7%0.5%29.8366.9%0.5%

20Δ

Calls
Pseudo strike
32.92
IV
204.2%
B/E move
16.9%
Puts
Pseudo strike
25.77
IV
166.0%
B/E move
11.1%

25Δ

Calls
Pseudo strike
36.23
IV
383.0%
B/E move
30.6%
Puts
Pseudo strike
27.52
IV
78.3%
B/E move
4.5%

30Δ

Calls
Pseudo strike
32.56
IV
246.3%
B/E move
17.0%
Puts
Pseudo strike
27.75
IV
77.7%
B/E move
4.0%

35Δ

Calls
Pseudo strike
29.11
IV
57.0%
B/E move
2.9%
Puts
Pseudo strike
27.99
IV
77.1%
B/E move
3.4%

40Δ

Calls
Pseudo strike
28.87
IV
51.3%
B/E move
2.2%
Puts
Pseudo strike
28.20
IV
75.1%
B/E move
2.9%

45Δ

Calls
Pseudo strike
28.73
IV
51.7%
B/E move
1.9%
Puts
Pseudo strike
28.41
IV
73.0%
B/E move
2.4%

50Δ

Calls
Pseudo strike
28.59
IV
52.1%
B/E move
1.6%
Puts
Pseudo strike
28.60
IV
71.4%
B/E move
2.0%

55Δ

Calls
Pseudo strike
28.44
IV
53.1%
B/E move
1.4%
Puts
Pseudo strike
28.79
IV
70.1%
B/E move
1.7%

60Δ

Calls
Pseudo strike
28.28
IV
55.2%
B/E move
1.2%
Puts
Pseudo strike
28.97
IV
68.7%
B/E move
1.4%

65Δ

Calls
Pseudo strike
28.11
IV
57.3%
B/E move
1.0%
Puts
Pseudo strike
29.18
IV
68.9%
B/E move
1.2%

70Δ

Calls
Pseudo strike
27.94
IV
58.9%
B/E move
0.9%
Puts
Pseudo strike
29.39
IV
69.3%
B/E move
0.9%

75Δ

Calls
Pseudo strike
27.74
IV
59.3%
B/E move
0.7%
Puts
Pseudo strike
29.61
IV
68.6%
B/E move
0.7%

80Δ

Calls
Pseudo strike
27.54
IV
59.7%
B/E move
0.5%
Puts
Pseudo strike
29.83
IV
66.9%
B/E move
0.5%

Options history

SVIX64.2164.7165.212026-10-19: 65.14%2026-10-20: 64.28%Oct 19Oct 20
Table
DateIV
65.14%
64.28%