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Space Exploration Technologies Corp. Class A Common Stock SPCX

INDUSTRIALS · AEROSPACE & DEFENSE
i

Market dataready · fetched 2026-11-06T22:12:17.421Z

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 · 2026-11-06T22:12:15.676576452Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-01T23:53:15.673188+00:00

NewsAlpha Vantage · collected 2026-11-06T06:32:08.138575+00:00

Earnings observationsAlpha Vantage · collected 2026-11-06T06:31:31.427254+00:00

Share price$135.06
1D+3.4%
AH$128$130$132$134$1365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPCX
Sold putSold callAH

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$0.81$4.98$9.16$13.34$17.51$117.65$127.18$136.71$146.23$155.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive SPCX spot · $135.06SPCX PRICE$1.26$1.68$2.14$2.66$3.23$3.88$4.54$5.25$6.12$7.05$7.98$10.21$1.76$2.31$2.91$3.56$4.30$5.09$6.00$7.09$8.11$9.15$16.31
Puts——
Calls——
Skew——
Implied moveBearish±$10.54
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ145.9862.8%9.0%123.8880.0%9.6%
25Δ143.8862.8%7.8%126.3678.3%8.2%
30Δ142.0263.0%6.7%128.5377.1%7.0%
35Δ140.3563.3%5.9%130.5076.2%6.0%
40Δ138.7663.7%5.1%132.3475.9%5.2%
45Δ137.2364.4%4.5%134.1375.2%4.5%
50Δ135.7064.3%3.8%135.9075.2%3.8%
55Δ134.1963.8%3.2%137.7375.9%3.3%
60Δ132.6764.5%2.8%139.5174.8%2.7%
65Δ131.1064.6%2.3%141.2673.1%2.2%
70Δ129.5663.6%1.8%
75Δ
80Δ126.3161.5%1.1%149.8382.9%1.1%

20Δ

Calls
Pseudo strike
145.98
IV
62.8%
B/E move
9.0%
Puts
Pseudo strike
123.88
IV
80.0%
B/E move
9.6%

25Δ

Calls
Pseudo strike
143.88
IV
62.8%
B/E move
7.8%
Puts
Pseudo strike
126.36
IV
78.3%
B/E move
8.2%

30Δ

Calls
Pseudo strike
142.02
IV
63.0%
B/E move
6.7%
Puts
Pseudo strike
128.53
IV
77.1%
B/E move
7.0%

35Δ

Calls
Pseudo strike
140.35
IV
63.3%
B/E move
5.9%
Puts
Pseudo strike
130.50
IV
76.2%
B/E move
6.0%

40Δ

Calls
Pseudo strike
138.76
IV
63.7%
B/E move
5.1%
Puts
Pseudo strike
132.34
IV
75.9%
B/E move
5.2%

45Δ

Calls
Pseudo strike
137.23
IV
64.4%
B/E move
4.5%
Puts
Pseudo strike
134.13
IV
75.2%
B/E move
4.5%

50Δ

Calls
Pseudo strike
135.70
IV
64.3%
B/E move
3.8%
Puts
Pseudo strike
135.90
IV
75.2%
B/E move
3.8%

55Δ

Calls
Pseudo strike
134.19
IV
63.8%
B/E move
3.2%
Puts
Pseudo strike
137.73
IV
75.9%
B/E move
3.3%

60Δ

Calls
Pseudo strike
132.67
IV
64.5%
B/E move
2.8%
Puts
Pseudo strike
139.51
IV
74.8%
B/E move
2.7%

65Δ

Calls
Pseudo strike
131.10
IV
64.6%
B/E move
2.3%
Puts
Pseudo strike
141.26
IV
73.1%
B/E move
2.2%

70Δ

Calls
Pseudo strike
129.56
IV
63.6%
B/E move
1.8%
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
126.31
IV
61.5%
B/E move
1.1%
Puts
Pseudo strike
149.83
IV
82.9%
B/E move
1.1%

Options history

IV · four-Friday blend65.17%
Daily close
SPCX38.7%63.9%89.1%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 10Sep 21Nov 3
60 observations2026-08-10 — 2026-11-03
Table
DateIV (%)
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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