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Listed Funds Trust Spear Alpha ETF SPRX

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Market datapartial · fetched 2026-11-07T08:05:52.254Z

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 · 2026-11-06T23:41:59.439966672Z

FundamentalsAlpha Vantage · unavailable

Share price$30.33
1D-1.6%
AH$29.74$30.10$30.47$30.83$31.195:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPRX
Sold putSold callAH

Listed Funds Trust Spear Alpha ETF options

Live interpolated SPRX call and put midpoint premiums by absolute delta.Listed Funds Trust Spear Alpha ETF$0.49$1.67$2.86$4.04$5.22$22.28$27.53$32.79$38.05$43.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPRX spot · $30.33SPRX PRICE$0.62$0.71$0.86$1.06$1.28$1.52$1.76$1.99$2.30$2.64$3.11$3.60$4.14$0.73$0.86$1.04$1.29$1.51$1.77$2.13$2.50$2.88$3.26$3.70$4.24$4.88
PutsCheap0.82×
CallsExpensive1.13×
SkewBullish-1.59 pp
Implied moveBearish±$3.89
TiltBearish9.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.68103.7%23.0%26.26101.4%15.8%
25Δ34.5888.9%16.3%27.4091.2%12.5%
30Δ33.5185.6%13.3%28.2486.9%10.3%
35Δ32.7485.2%11.4%28.9086.8%9.0%
40Δ32.0685.8%9.9%29.5384.1%7.6%
45Δ31.4185.7%8.6%30.1582.2%6.4%
50Δ30.7784.8%7.3%30.7683.8%5.6%
55Δ30.1582.5%6.0%31.3884.1%4.8%
60Δ29.5582.1%5.0%32.0083.5%4.0%
65Δ28.9582.5%4.1%32.6181.5%3.2%
70Δ28.2785.0%3.5%33.2680.0%2.5%
75Δ27.5785.9%2.8%33.9879.4%1.9%
80Δ26.8286.2%2.1%34.7978.4%1.4%

20Δ

Calls
Pseudo strike
36.68
IV
103.7%
B/E move
23.0%
Puts
Pseudo strike
26.26
IV
101.4%
B/E move
15.8%

25Δ

Calls
Pseudo strike
34.58
IV
88.9%
B/E move
16.3%
Puts
Pseudo strike
27.40
IV
91.2%
B/E move
12.5%

30Δ

Calls
Pseudo strike
33.51
IV
85.6%
B/E move
13.3%
Puts
Pseudo strike
28.24
IV
86.9%
B/E move
10.3%

35Δ

Calls
Pseudo strike
32.74
IV
85.2%
B/E move
11.4%
Puts
Pseudo strike
28.90
IV
86.8%
B/E move
9.0%

40Δ

Calls
Pseudo strike
32.06
IV
85.8%
B/E move
9.9%
Puts
Pseudo strike
29.53
IV
84.1%
B/E move
7.6%

45Δ

Calls
Pseudo strike
31.41
IV
85.7%
B/E move
8.6%
Puts
Pseudo strike
30.15
IV
82.2%
B/E move
6.4%

50Δ

Calls
Pseudo strike
30.77
IV
84.8%
B/E move
7.3%
Puts
Pseudo strike
30.76
IV
83.8%
B/E move
5.6%

55Δ

Calls
Pseudo strike
30.15
IV
82.5%
B/E move
6.0%
Puts
Pseudo strike
31.38
IV
84.1%
B/E move
4.8%

60Δ

Calls
Pseudo strike
29.55
IV
82.1%
B/E move
5.0%
Puts
Pseudo strike
32.00
IV
83.5%
B/E move
4.0%

65Δ

Calls
Pseudo strike
28.95
IV
82.5%
B/E move
4.1%
Puts
Pseudo strike
32.61
IV
81.5%
B/E move
3.2%

70Δ

Calls
Pseudo strike
28.27
IV
85.0%
B/E move
3.5%
Puts
Pseudo strike
33.26
IV
80.0%
B/E move
2.5%

75Δ

Calls
Pseudo strike
27.57
IV
85.9%
B/E move
2.8%
Puts
Pseudo strike
33.98
IV
79.4%
B/E move
1.9%

80Δ

Calls
Pseudo strike
26.82
IV
86.2%
B/E move
2.1%
Puts
Pseudo strike
34.79
IV
78.4%
B/E move
1.4%

Options history

IV · four-Friday blend63.48%
Daily EOD
SPRX49.7%69.7%89.8%2026-10-19: 55.50%2026-10-20: 52.47%2026-10-21: 78.29%2026-10-22: 57.38%2026-10-23: 59.54%2026-10-26: 86.99%2026-10-27: 53.56%2026-10-28: 61.78%2026-10-29: 80.47%2026-10-30: 63.48%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
55.50%
52.47%
78.29%
57.38%
59.54%
86.99%
53.56%
61.78%
80.47%
63.48%