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Leverage Shares 2X Long STX Daily ETF STXU

i

Market dataready · fetched 2026-11-06T20:50:53.904Z

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 · 2026-11-06T20:50:49.861125562Z

FundamentalsLeverage Shares · ready · as of 2026-11-06 · fetched 2026-11-06T20:50:53.411142+00:00

Share price$3.08
1D-14.4%
$2.83$3.06$3.30$3.53$3.765:30 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$0.37$0.64$0.91$1.18$1.46$0.76$2.72$4.68$6.65$8.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive STXU spot · $3.08STXU PRICE$0.42$0.40$0.42$0.47$0.53$0.59$0.65$0.49$0.60$0.71$0.82$0.93$1.04$1.20$1.38
Puts——
Calls——
Skew——
Implied moveBearish±$1.12
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ12.42622.9%317.2%
35Δ5.87413.6%103.7%
40Δ4.68348.6%65.8%
45Δ4.08319.8%47.6%3.16176.5%13.2%
50Δ3.74303.9%38.5%3.32176.9%11.7%
55Δ3.44289.9%30.8%3.48177.3%10.1%
60Δ3.14275.9%23.1%3.64177.7%8.6%
65Δ3.79178.2%7.0%
70Δ3.95178.6%5.5%
75Δ4.15172.2%4.3%
80Δ4.36163.1%3.3%

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
12.42
IV
622.9%
B/E move
317.2%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
5.87
IV
413.6%
B/E move
103.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
4.68
IV
348.6%
B/E move
65.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
4.08
IV
319.8%
B/E move
47.6%
Puts
Pseudo strike
3.16
IV
176.5%
B/E move
13.2%

50Δ

Calls
Pseudo strike
3.74
IV
303.9%
B/E move
38.5%
Puts
Pseudo strike
3.32
IV
176.9%
B/E move
11.7%

55Δ

Calls
Pseudo strike
3.44
IV
289.9%
B/E move
30.8%
Puts
Pseudo strike
3.48
IV
177.3%
B/E move
10.1%

60Δ

Calls
Pseudo strike
3.14
IV
275.9%
B/E move
23.1%
Puts
Pseudo strike
3.64
IV
177.7%
B/E move
8.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.79
IV
178.2%
B/E move
7.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.95
IV
178.6%
B/E move
5.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.15
IV
172.2%
B/E move
4.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.36
IV
163.1%
B/E move
3.3%

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%