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ProShares Ultra Bloomberg Natural Gas BOIL

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Market dataready · fetched 2026-11-04T00:19:57.587Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-04T00:19:38.068402144Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T00:19:57.341177+00:00

Share price$16.38
1D+1.2%
AH$15.74$15.95$16.16$16.36$16.575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBOIL
Sold putSold callAH

ProShares Ultra Bloomberg Natural Gas options

Live interpolated BOIL call and put midpoint premiums by absolute delta.ProShares Ultra Bloomberg Natural Gas$0.12$0.75$1.39$2.03$2.67$15.08$15.89$16.70$17.51$18.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive BOIL spot · $16.38BOIL PRICE$0.19$0.24$0.31$0.38$0.45$0.52$0.60$0.72$0.83$0.96$1.09$1.27$1.51$0.19$0.25$0.31$0.37$0.45$0.56$0.67$0.81$0.95$1.63$1.76$2.48
Puts——
CallsExpensive1.87×
Skew——
Implied moveBearish±$1.27
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.03117.9%11.2%15.12110.7%8.9%
25Δ17.70115.7%9.5%15.41106.7%7.4%
30Δ17.40114.1%8.1%15.66103.1%6.3%
35Δ17.14113.0%7.0%15.8899.6%5.3%
40Δ16.90111.6%5.9%16.0999.2%4.5%
45Δ16.68109.5%5.0%16.27102.4%4.1%
50Δ16.46108.0%4.2%16.46105.6%3.6%
55Δ16.26108.9%3.6%16.68107.8%3.1%
60Δ16.05109.8%3.1%16.89109.8%2.7%
65Δ15.84109.9%2.5%
70Δ15.62109.7%2.1%17.64139.4%2.3%
75Δ15.37111.3%1.6%17.86130.3%1.7%
80Δ15.08115.1%1.3%18.62155.5%1.5%

20Δ

Calls
Pseudo strike
18.03
IV
117.9%
B/E move
11.2%
Puts
Pseudo strike
15.12
IV
110.7%
B/E move
8.9%

25Δ

Calls
Pseudo strike
17.70
IV
115.7%
B/E move
9.5%
Puts
Pseudo strike
15.41
IV
106.7%
B/E move
7.4%

30Δ

Calls
Pseudo strike
17.40
IV
114.1%
B/E move
8.1%
Puts
Pseudo strike
15.66
IV
103.1%
B/E move
6.3%

35Δ

Calls
Pseudo strike
17.14
IV
113.0%
B/E move
7.0%
Puts
Pseudo strike
15.88
IV
99.6%
B/E move
5.3%

40Δ

Calls
Pseudo strike
16.90
IV
111.6%
B/E move
5.9%
Puts
Pseudo strike
16.09
IV
99.2%
B/E move
4.5%

45Δ

Calls
Pseudo strike
16.68
IV
109.5%
B/E move
5.0%
Puts
Pseudo strike
16.27
IV
102.4%
B/E move
4.1%

50Δ

Calls
Pseudo strike
16.46
IV
108.0%
B/E move
4.2%
Puts
Pseudo strike
16.46
IV
105.6%
B/E move
3.6%

55Δ

Calls
Pseudo strike
16.26
IV
108.9%
B/E move
3.6%
Puts
Pseudo strike
16.68
IV
107.8%
B/E move
3.1%

60Δ

Calls
Pseudo strike
16.05
IV
109.8%
B/E move
3.1%
Puts
Pseudo strike
16.89
IV
109.8%
B/E move
2.7%

65Δ

Calls
Pseudo strike
15.84
IV
109.9%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
15.62
IV
109.7%
B/E move
2.1%
Puts
Pseudo strike
17.64
IV
139.4%
B/E move
2.3%

75Δ

Calls
Pseudo strike
15.37
IV
111.3%
B/E move
1.6%
Puts
Pseudo strike
17.86
IV
130.3%
B/E move
1.7%

80Δ

Calls
Pseudo strike
15.08
IV
115.1%
B/E move
1.3%
Puts
Pseudo strike
18.62
IV
155.5%
B/E move
1.5%

Options history

IV · four-Friday blend97.34%
Daily close
BOIL48.2%82.0%115.8%2026-08-05: 73.12%2026-08-06: 65.43%2026-08-07: 60.04%2026-08-10: 63.27%2026-08-11: 63.25%2026-08-12: 61.88%2026-08-13: 78.52%2026-08-14: 55.78%2026-08-17: 52.82%2026-08-18: 55.50%2026-08-19: 59.67%2026-08-20: 66.06%2026-08-21: 55.64%2026-08-24: 58.42%2026-08-25: 65.89%2026-08-26: 67.33%2026-08-27: 65.31%2026-08-28: 62.77%2026-08-31: 64.80%2026-09-01: 68.08%2026-09-02: 66.95%2026-09-03: 62.46%2026-09-04: 60.48%2026-09-08: 64.21%2026-09-09: 66.11%2026-09-10: 65.77%2026-09-11: 64.37%2026-09-14: 62.42%2026-09-15: 63.08%2026-09-16: 63.01%2026-09-17: 61.28%2026-09-18: 64.13%2026-09-21: 65.67%2026-09-22: 75.79%2026-09-23: 75.01%2026-09-24: 111.11%2026-09-25: 88.49%2026-09-28: 82.65%2026-09-29: 76.21%2026-09-30: 76.55%2026-10-01: 75.21%2026-10-02: 81.33%2026-10-05: 87.96%2026-10-06: 82.46%2026-10-07: 86.74%2026-10-08: 86.45%2026-10-09: 81.57%2026-10-12: 81.17%2026-10-13: 89.96%2026-10-14: 88.68%2026-10-15: 87.38%2026-10-16: 76.95%2026-10-19: 77.45%2026-10-20: 84.51%2026-10-21: 90.49%2026-10-22: 98.07%2026-10-23: 96.65%2026-10-26: 107.09%2026-10-27: 107.04%2026-10-28: 98.00%2026-10-29: 97.42%2026-10-30: 97.34%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
73.12%
65.43%
60.04%
63.27%
63.25%
61.88%
78.52%
55.78%
52.82%
55.50%
59.67%
66.06%
55.64%
58.42%
65.89%
67.33%
65.31%
62.77%
64.80%
68.08%
66.95%
62.46%
60.48%
64.21%
66.11%
65.77%
64.37%
62.42%
63.08%
63.01%
61.28%
64.13%
65.67%
75.79%
75.01%
111.11%
88.49%
82.65%
76.21%
76.55%
75.21%
81.33%
87.96%
82.46%
86.74%
86.45%
81.57%
81.17%
89.96%
88.68%
87.38%
76.95%
77.45%
84.51%
90.49%
98.07%
96.65%
107.09%
107.04%
98.00%
97.42%
97.34%