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Leverage Shares 2X Long STX Daily ETF STXU

i

Market dataready · fetched 2026-11-06T14:32:26.496Z

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 · 2026-11-06T14:32:16.106786263Z

FundamentalsLeverage Shares · ready · as of 2026-11-06 · fetched 2026-11-06T14:32:25.611051+00:00

Share price$3.35
1D-5.8%
$3.38$3.46$3.55$3.64$3.725:30 AM6:30 AM9:00 AM1:00 PMSTXU
Sold putSold call

Leverage Shares 2X Long STX Daily ETF options

Live interpolated STXU call and put midpoint premiums by absolute delta.Leverage Shares 2X Long STX Daily ETF$0.35$0.64$0.93$1.21$1.50$1.01$2.90$4.80$6.69$8.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive STXU spot · $3.35STXU PRICE$0.41$0.38$0.47$0.55$0.64$0.72$0.82$0.96$1.10$0.46$0.50$0.54$0.58$0.62$0.67$0.71$0.76$0.80$0.84$1.02$1.22$1.42
PutsFair0.98×
Calls——
Skew——
Implied moveBearish±$1.18
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.29424.8%45.5%
25Δ2.60365.9%37.4%
30Δ9.30504.3%189.9%2.91306.9%29.3%
35Δ3.10276.1%24.7%
40Δ3.25257.3%21.7%
45Δ3.68181.5%21.3%3.40238.4%18.6%
50Δ3.53192.8%19.4%3.54219.5%15.5%
55Δ3.39204.2%17.6%3.69200.6%12.5%
60Δ3.24215.5%15.7%3.84181.8%9.4%
65Δ3.09226.9%13.9%3.98162.9%6.3%
70Δ2.92233.7%11.9%4.20159.8%5.1%
75Δ2.71232.4%9.6%4.44158.9%4.0%
80Δ2.49231.1%7.4%4.67158.0%3.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.29
IV
424.8%
B/E move
45.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.60
IV
365.9%
B/E move
37.4%

30Δ

Calls
Pseudo strike
9.30
IV
504.3%
B/E move
189.9%
Puts
Pseudo strike
2.91
IV
306.9%
B/E move
29.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.10
IV
276.1%
B/E move
24.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.25
IV
257.3%
B/E move
21.7%

45Δ

Calls
Pseudo strike
3.68
IV
181.5%
B/E move
21.3%
Puts
Pseudo strike
3.40
IV
238.4%
B/E move
18.6%

50Δ

Calls
Pseudo strike
3.53
IV
192.8%
B/E move
19.4%
Puts
Pseudo strike
3.54
IV
219.5%
B/E move
15.5%

55Δ

Calls
Pseudo strike
3.39
IV
204.2%
B/E move
17.6%
Puts
Pseudo strike
3.69
IV
200.6%
B/E move
12.5%

60Δ

Calls
Pseudo strike
3.24
IV
215.5%
B/E move
15.7%
Puts
Pseudo strike
3.84
IV
181.8%
B/E move
9.4%

65Δ

Calls
Pseudo strike
3.09
IV
226.9%
B/E move
13.9%
Puts
Pseudo strike
3.98
IV
162.9%
B/E move
6.3%

70Δ

Calls
Pseudo strike
2.92
IV
233.7%
B/E move
11.9%
Puts
Pseudo strike
4.20
IV
159.8%
B/E move
5.1%

75Δ

Calls
Pseudo strike
2.71
IV
232.4%
B/E move
9.6%
Puts
Pseudo strike
4.44
IV
158.9%
B/E move
4.0%

80Δ

Calls
Pseudo strike
2.49
IV
231.1%
B/E move
7.4%
Puts
Pseudo strike
4.67
IV
158.0%
B/E move
3.0%

Options history

IV · four-Friday blend196.33%
Daily EOD
STXU192.2%206.4%220.7%2026-10-20: 194.13%2026-10-21: 218.72%2026-10-30: 196.33%Oct 20Oct 21Oct 30
3 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
194.13%
218.72%
196.33%