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ProShares Ultra Bloomberg Natural Gas BOIL

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Market dataready · fetched 2026-11-04T01:19:54.309Z

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 · 2026-11-04T01:00:00.121191654Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T01:19:53.652032+00:00

Share price$16.40
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$0.76$1.41$2.05$2.70$15.10$15.90$16.70$17.49$18.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive BOIL spot · $16.40BOIL PRICE$0.18$0.24$0.30$0.37$0.44$0.52$0.60$0.70$0.81$0.94$1.07$1.23$1.46$0.19$0.25$0.31$0.37$0.46$0.57$0.68$0.82$0.97$1.65$1.78$2.51
Puts——
CallsExpensive1.82×
Skew——
Implied moveBearish±$1.28
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.04117.0%11.1%15.13111.5%8.9%
25Δ17.71114.7%9.5%15.43107.6%7.5%
30Δ17.41113.0%8.0%15.67104.0%6.3%
35Δ17.16111.8%6.9%15.90100.7%5.3%
40Δ16.92110.3%5.9%16.10100.9%4.6%
45Δ16.70108.1%5.0%16.29104.3%4.1%
50Δ16.48106.2%4.1%16.48107.6%3.6%
55Δ16.28106.9%3.6%16.70110.0%3.2%
60Δ16.08107.6%3.0%16.93112.2%2.7%
65Δ15.87107.6%2.5%
70Δ15.66107.0%2.0%17.68140.8%2.3%
75Δ15.43107.4%1.6%17.91131.9%1.7%
80Δ15.14110.5%1.2%18.66157.4%1.5%

20Δ

Calls
Pseudo strike
18.04
IV
117.0%
B/E move
11.1%
Puts
Pseudo strike
15.13
IV
111.5%
B/E move
8.9%

25Δ

Calls
Pseudo strike
17.71
IV
114.7%
B/E move
9.5%
Puts
Pseudo strike
15.43
IV
107.6%
B/E move
7.5%

30Δ

Calls
Pseudo strike
17.41
IV
113.0%
B/E move
8.0%
Puts
Pseudo strike
15.67
IV
104.0%
B/E move
6.3%

35Δ

Calls
Pseudo strike
17.16
IV
111.8%
B/E move
6.9%
Puts
Pseudo strike
15.90
IV
100.7%
B/E move
5.3%

40Δ

Calls
Pseudo strike
16.92
IV
110.3%
B/E move
5.9%
Puts
Pseudo strike
16.10
IV
100.9%
B/E move
4.6%

45Δ

Calls
Pseudo strike
16.70
IV
108.1%
B/E move
5.0%
Puts
Pseudo strike
16.29
IV
104.3%
B/E move
4.1%

50Δ

Calls
Pseudo strike
16.48
IV
106.2%
B/E move
4.1%
Puts
Pseudo strike
16.48
IV
107.6%
B/E move
3.6%

55Δ

Calls
Pseudo strike
16.28
IV
106.9%
B/E move
3.6%
Puts
Pseudo strike
16.70
IV
110.0%
B/E move
3.2%

60Δ

Calls
Pseudo strike
16.08
IV
107.6%
B/E move
3.0%
Puts
Pseudo strike
16.93
IV
112.2%
B/E move
2.7%

65Δ

Calls
Pseudo strike
15.87
IV
107.6%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
15.66
IV
107.0%
B/E move
2.0%
Puts
Pseudo strike
17.68
IV
140.8%
B/E move
2.3%

75Δ

Calls
Pseudo strike
15.43
IV
107.4%
B/E move
1.6%
Puts
Pseudo strike
17.91
IV
131.9%
B/E move
1.7%

80Δ

Calls
Pseudo strike
15.14
IV
110.5%
B/E move
1.2%
Puts
Pseudo strike
18.66
IV
157.4%
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%