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Tuttle Capital Space Industry Income Blast ETF SPCI

i

Market dataready · fetched 2026-11-04T04:04:33.525Z

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: 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 · 2026-11-04T01:00:07.097154113Z

FundamentalsTuttle Capital · ready · as of 2026-11-02 · fetched 2026-11-04T04:04:32.539866+00:00

Share price$15.18
1D+2.7%
AH$14.66$14.81$14.97$15.12$15.275:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPCI
Sold putSold callAH

Tuttle Capital Space Industry Income Blast ETF options

Live interpolated SPCI call and put midpoint premiums by absolute delta.Tuttle Capital Space Industry Income Blast ETF$0.46$1.74$3.03$4.31$5.60$11.14$12.90$14.65$16.40$18.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SPCI spot · $15.18SPCI PRICE$0.60$0.63$0.68$0.76$0.83$0.90$0.98$1.05$1.13$1.21$1.28$1.36$0.68$0.73$0.80$0.89$0.99$1.10$1.25$1.40$1.64$2.09$2.57$3.12$5.23
PutsExpensive1.43×
Calls——
Skew——
Implied moveBearish±$2.15
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.10158.6%24.8%
25Δ19.72144.4%33.9%13.08131.1%18.6%
30Δ17.88115.8%21.9%13.76114.3%14.6%
35Δ16.92100.4%16.0%14.28103.1%11.8%
40Δ16.3491.7%12.6%14.7295.1%9.6%
45Δ15.8584.0%9.9%15.1188.5%7.7%
50Δ15.4977.7%7.9%15.4585.0%6.5%
55Δ15.1271.4%6.0%15.7881.5%5.3%
60Δ14.8666.1%4.8%16.1781.1%4.3%
65Δ14.6661.4%4.0%16.6987.5%3.8%
70Δ14.4556.8%3.1%17.2692.9%3.2%
75Δ14.2552.1%2.3%17.9196.8%2.6%
80Δ14.0447.4%1.4%20.03129.8%2.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.10
IV
158.6%
B/E move
24.8%

25Δ

Calls
Pseudo strike
19.72
IV
144.4%
B/E move
33.9%
Puts
Pseudo strike
13.08
IV
131.1%
B/E move
18.6%

30Δ

Calls
Pseudo strike
17.88
IV
115.8%
B/E move
21.9%
Puts
Pseudo strike
13.76
IV
114.3%
B/E move
14.6%

35Δ

Calls
Pseudo strike
16.92
IV
100.4%
B/E move
16.0%
Puts
Pseudo strike
14.28
IV
103.1%
B/E move
11.8%

40Δ

Calls
Pseudo strike
16.34
IV
91.7%
B/E move
12.6%
Puts
Pseudo strike
14.72
IV
95.1%
B/E move
9.6%

45Δ

Calls
Pseudo strike
15.85
IV
84.0%
B/E move
9.9%
Puts
Pseudo strike
15.11
IV
88.5%
B/E move
7.7%

50Δ

Calls
Pseudo strike
15.49
IV
77.7%
B/E move
7.9%
Puts
Pseudo strike
15.45
IV
85.0%
B/E move
6.5%

55Δ

Calls
Pseudo strike
15.12
IV
71.4%
B/E move
6.0%
Puts
Pseudo strike
15.78
IV
81.5%
B/E move
5.3%

60Δ

Calls
Pseudo strike
14.86
IV
66.1%
B/E move
4.8%
Puts
Pseudo strike
16.17
IV
81.1%
B/E move
4.3%

65Δ

Calls
Pseudo strike
14.66
IV
61.4%
B/E move
4.0%
Puts
Pseudo strike
16.69
IV
87.5%
B/E move
3.8%

70Δ

Calls
Pseudo strike
14.45
IV
56.8%
B/E move
3.1%
Puts
Pseudo strike
17.26
IV
92.9%
B/E move
3.2%

75Δ

Calls
Pseudo strike
14.25
IV
52.1%
B/E move
2.3%
Puts
Pseudo strike
17.91
IV
96.8%
B/E move
2.6%

80Δ

Calls
Pseudo strike
14.04
IV
47.4%
B/E move
1.4%
Puts
Pseudo strike
20.03
IV
129.8%
B/E move
2.5%

Options history

IV · four-Friday blend63.74%
Daily EOD
SPCI52.0%114.5%177.0%2026-10-19: 168.40%2026-10-20: 64.57%2026-10-21: 99.58%2026-10-22: 92.92%2026-10-23: 111.40%2026-10-26: 74.15%2026-10-27: 78.90%2026-10-28: 87.61%2026-10-29: 60.66%2026-10-30: 63.74%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
168.40%
64.57%
99.58%
92.92%
111.40%
74.15%
78.90%
87.61%
60.66%
63.74%