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Space Exploration Technologies Corp. Class A Common Stock SPCX

i

Market datapartial · fetched 2026-11-05T17:12:48.461Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-05T17:12:51.631439042Z

FundamentalsAlpha Vantage · unavailable

NewsAlpha Vantage · collected 2026-11-04T03:10:25.665977+00:00

Earnings observationsAlpha Vantage · collected 2026-11-04T03:09:49.605179+00:00

Share price$123.57
1D-6.3%
$120$123$127$130$1335:30 AM6:30 AM9:00 AM1:00 PMSPCX
Sold putSold call

Space Exploration Technologies Corp. Class A Common Stock options

Live interpolated SPCX call and put midpoint premiums by absolute delta.Space Exploration Technologies Corp. Class A Common Stock$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICESPCX PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend65.17%
Daily close
SPCX38.2%67.0%95.8%2026-08-07: 91.80%2026-08-10: 85.58%2026-08-11: 74.09%2026-08-12: 79.71%2026-08-13: 71.45%2026-08-14: 63.09%2026-08-17: 68.98%2026-08-18: 67.24%2026-08-19: 65.66%2026-08-20: 65.16%2026-08-21: 57.61%2026-08-24: 59.66%2026-08-25: 57.07%2026-08-26: 56.79%2026-08-27: 50.09%2026-08-28: 47.00%2026-08-31: 50.22%2026-09-01: 49.30%2026-09-02: 47.51%2026-09-03: 53.19%2026-09-04: 48.11%2026-09-08: 58.26%2026-09-09: 55.19%2026-09-10: 56.63%2026-09-11: 49.86%2026-09-14: 53.57%2026-09-15: 54.86%2026-09-16: 57.49%2026-09-17: 51.51%2026-09-18: 47.65%2026-09-21: 51.97%2026-09-22: 50.68%2026-09-23: 50.05%2026-09-24: 46.83%2026-09-25: 44.88%2026-09-28: 47.32%2026-09-29: 46.30%2026-09-30: 43.67%2026-10-01: 42.51%2026-10-02: 42.15%2026-10-05: 49.64%2026-10-06: 47.31%2026-10-07: 46.00%2026-10-08: 46.75%2026-10-09: 44.81%2026-10-12: 47.04%2026-10-13: 48.16%2026-10-14: 51.56%2026-10-15: 55.26%2026-10-16: 66.27%2026-10-19: 72.13%2026-10-20: 77.83%2026-10-21: 58.75%2026-10-22: 63.19%2026-10-23: 53.08%2026-10-26: 53.89%2026-10-27: 52.44%2026-10-28: 53.36%2026-10-29: 51.93%2026-10-30: 57.02%2026-11-03: 65.17%Aug 7Sep 21Nov 3
61 observations2026-08-07 — 2026-11-03
Table
DateIV (%)
91.80%
85.58%
74.09%
79.71%
71.45%
63.09%
68.98%
67.24%
65.66%
65.16%
57.61%
59.66%
57.07%
56.79%
50.09%
47.00%
50.22%
49.30%
47.51%
53.19%
48.11%
58.26%
55.19%
56.63%
49.86%
53.57%
54.86%
57.49%
51.51%
47.65%
51.97%
50.68%
50.05%
46.83%
44.88%
47.32%
46.30%
43.67%
42.51%
42.15%
49.64%
47.31%
46.00%
46.75%
44.81%
47.04%
48.16%
51.56%
55.26%
66.27%
72.13%
77.83%
58.75%
63.19%
53.08%
53.89%
52.44%
53.36%
51.93%
57.02%
65.17%

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