IntraAlpha
Create free account Start free

ProShares UltraShort FTSE Europe EPV

i

Market dataready · fetched 2026-11-04T04:20:34.620Z

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 · 2026-11-04T01:00:00.168176861Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T04:20:34.305894+00:00

Share price$18.60
1D+1.2%
AH$18.33$18.41$18.49$18.58$18.665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEPV
Sold putSold callAH

ProShares UltraShort FTSE Europe options

Live interpolated EPV call and put midpoint premiums by absolute delta.ProShares UltraShort FTSE Europe$0.26$1.34$2.43$3.51$4.60$16.02$17.34$18.67$20.00$21.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive EPV spot · $18.60EPV PRICE$0.38$0.39$0.40$0.43$0.46$0.50$0.53$0.57$0.61$0.64$0.50$0.62$0.77$1.01$1.40$1.82$2.54$2.73$2.78$2.82$4.29
Puts——
Calls——
Skew——
Implied moveBearish±$2.28
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.88101.6%17.3%
25Δ
30Δ19.9353.2%9.2%17.3673.6%10.0%
35Δ19.5245.2%7.0%17.7574.3%8.7%
40Δ19.1137.2%4.9%18.1578.2%7.8%
45Δ18.9133.6%4.0%18.6088.4%7.5%
50Δ18.7931.4%3.5%19.0799.1%7.2%
55Δ18.6729.3%3.1%19.83114.0%7.0%
60Δ18.5527.2%2.6%20.23108.5%5.9%
65Δ18.4325.1%2.2%20.5397.3%4.6%
70Δ18.3122.9%1.7%20.8386.1%3.2%
75Δ18.1920.8%1.3%22.35106.4%2.9%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.88
IV
101.6%
B/E move
17.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
19.93
IV
53.2%
B/E move
9.2%
Puts
Pseudo strike
17.36
IV
73.6%
B/E move
10.0%

35Δ

Calls
Pseudo strike
19.52
IV
45.2%
B/E move
7.0%
Puts
Pseudo strike
17.75
IV
74.3%
B/E move
8.7%

40Δ

Calls
Pseudo strike
19.11
IV
37.2%
B/E move
4.9%
Puts
Pseudo strike
18.15
IV
78.2%
B/E move
7.8%

45Δ

Calls
Pseudo strike
18.91
IV
33.6%
B/E move
4.0%
Puts
Pseudo strike
18.60
IV
88.4%
B/E move
7.5%

50Δ

Calls
Pseudo strike
18.79
IV
31.4%
B/E move
3.5%
Puts
Pseudo strike
19.07
IV
99.1%
B/E move
7.2%

55Δ

Calls
Pseudo strike
18.67
IV
29.3%
B/E move
3.1%
Puts
Pseudo strike
19.83
IV
114.0%
B/E move
7.0%

60Δ

Calls
Pseudo strike
18.55
IV
27.2%
B/E move
2.6%
Puts
Pseudo strike
20.23
IV
108.5%
B/E move
5.9%

65Δ

Calls
Pseudo strike
18.43
IV
25.1%
B/E move
2.2%
Puts
Pseudo strike
20.53
IV
97.3%
B/E move
4.6%

70Δ

Calls
Pseudo strike
18.31
IV
22.9%
B/E move
1.7%
Puts
Pseudo strike
20.83
IV
86.1%
B/E move
3.2%

75Δ

Calls
Pseudo strike
18.19
IV
20.8%
B/E move
1.3%
Puts
Pseudo strike
22.35
IV
106.4%
B/E move
2.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend53.69%
Daily close
EPV31.1%52.3%73.5%2026-08-05: 41.71%2026-08-06: 46.41%2026-08-07: 49.32%2026-08-10: 48.24%2026-08-11: 50.08%2026-08-12: 51.34%2026-08-13: 46.48%2026-08-14: 36.88%2026-08-17: 41.46%2026-08-18: 59.39%2026-08-19: 49.62%2026-08-20: 70.61%2026-08-21: 40.24%2026-08-24: 40.50%2026-08-25: 34.07%2026-08-26: 41.11%2026-08-27: 39.00%2026-08-28: 38.88%2026-08-31: 43.60%2026-09-01: 43.89%2026-09-02: 51.83%2026-09-03: 39.11%2026-09-04: 44.09%2026-09-08: 41.46%2026-09-10: 36.95%2026-09-11: 48.20%2026-09-14: 49.61%2026-09-15: 64.55%2026-09-17: 61.39%2026-09-18: 38.78%2026-09-21: 44.28%2026-09-22: 37.15%2026-09-23: 51.04%2026-09-24: 35.98%2026-09-25: 40.91%2026-09-28: 45.79%2026-09-29: 51.04%2026-09-30: 36.34%2026-10-01: 40.91%2026-10-02: 36.68%2026-10-05: 47.30%2026-10-06: 42.03%2026-10-07: 50.78%2026-10-08: 54.28%2026-10-09: 42.86%2026-10-12: 38.44%2026-10-13: 50.99%2026-10-14: 50.96%2026-10-16: 53.16%2026-10-19: 59.52%2026-10-20: 56.09%2026-10-21: 55.77%2026-10-22: 35.72%2026-10-23: 41.49%2026-10-26: 60.16%2026-10-27: 60.19%2026-10-28: 59.48%2026-10-29: 34.53%2026-10-30: 53.69%Aug 5Sep 18Oct 30
59 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
41.71%
46.41%
49.32%
48.24%
50.08%
51.34%
46.48%
36.88%
41.46%
59.39%
49.62%
70.61%
40.24%
40.50%
34.07%
41.11%
39.00%
38.88%
43.60%
43.89%
51.83%
39.11%
44.09%
41.46%
36.95%
48.20%
49.61%
64.55%
61.39%
38.78%
44.28%
37.15%
51.04%
35.98%
40.91%
45.79%
51.04%
36.34%
40.91%
36.68%
47.30%
42.03%
50.78%
54.28%
42.86%
38.44%
50.99%
50.96%
53.16%
59.52%
56.09%
55.77%
35.72%
41.49%
60.16%
60.19%
59.48%
34.53%
53.69%