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ProShares Ultra Ether ETF ETHT

i

Market dataready · fetched 2026-11-04T04:47:57.756Z

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 · 2026-11-04T01:00:00.137323532Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T04:47:54.719226+00:00

Share price$13.73
1D-0.7%
AH$13.52$13.62$13.71$13.80$13.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMETHT
Sold putSold callAH

ProShares Ultra Ether ETF options

Live interpolated ETHT call and put midpoint premiums by absolute delta.ProShares Ultra Ether ETF$0.35$1.49$2.62$3.75$4.89$9.57$11.58$13.58$15.59$17.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ETHT spot · $13.73ETHT PRICE$0.47$0.59$0.66$0.76$0.92$1.08$1.25$1.42$1.62$1.97$2.32$2.57$0.47$0.58$0.75$0.93$1.11$1.30$1.54$1.87$2.18$2.44$2.70$3.87$4.56
PutsExpensive1.16×
Calls——
Skew——
Implied moveBearish±$2.62
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.32125.9%21.0%
25Δ17.00121.8%27.3%12.00114.5%16.8%
30Δ16.26117.9%22.7%12.45114.7%14.8%
35Δ15.50107.9%17.7%12.89114.9%12.9%
40Δ14.8799.9%13.8%13.31113.1%11.2%
45Δ14.49101.9%12.2%13.73110.7%9.5%
50Δ14.10103.9%10.6%14.16110.1%8.1%
55Δ13.72103.5%9.0%14.63112.9%7.0%
60Δ13.34102.2%7.5%15.09114.2%6.0%
65Δ12.94101.9%6.0%15.51110.2%4.8%
70Δ12.47108.1%5.2%15.92106.1%3.7%
75Δ12.01114.3%4.3%17.15125.7%3.3%
80Δ11.60108.3%3.3%17.95126.2%2.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.32
IV
125.9%
B/E move
21.0%

25Δ

Calls
Pseudo strike
17.00
IV
121.8%
B/E move
27.3%
Puts
Pseudo strike
12.00
IV
114.5%
B/E move
16.8%

30Δ

Calls
Pseudo strike
16.26
IV
117.9%
B/E move
22.7%
Puts
Pseudo strike
12.45
IV
114.7%
B/E move
14.8%

35Δ

Calls
Pseudo strike
15.50
IV
107.9%
B/E move
17.7%
Puts
Pseudo strike
12.89
IV
114.9%
B/E move
12.9%

40Δ

Calls
Pseudo strike
14.87
IV
99.9%
B/E move
13.8%
Puts
Pseudo strike
13.31
IV
113.1%
B/E move
11.2%

45Δ

Calls
Pseudo strike
14.49
IV
101.9%
B/E move
12.2%
Puts
Pseudo strike
13.73
IV
110.7%
B/E move
9.5%

50Δ

Calls
Pseudo strike
14.10
IV
103.9%
B/E move
10.6%
Puts
Pseudo strike
14.16
IV
110.1%
B/E move
8.1%

55Δ

Calls
Pseudo strike
13.72
IV
103.5%
B/E move
9.0%
Puts
Pseudo strike
14.63
IV
112.9%
B/E move
7.0%

60Δ

Calls
Pseudo strike
13.34
IV
102.2%
B/E move
7.5%
Puts
Pseudo strike
15.09
IV
114.2%
B/E move
6.0%

65Δ

Calls
Pseudo strike
12.94
IV
101.9%
B/E move
6.0%
Puts
Pseudo strike
15.51
IV
110.2%
B/E move
4.8%

70Δ

Calls
Pseudo strike
12.47
IV
108.1%
B/E move
5.2%
Puts
Pseudo strike
15.92
IV
106.1%
B/E move
3.7%

75Δ

Calls
Pseudo strike
12.01
IV
114.3%
B/E move
4.3%
Puts
Pseudo strike
17.15
IV
125.7%
B/E move
3.3%

80Δ

Calls
Pseudo strike
11.60
IV
108.3%
B/E move
3.3%
Puts
Pseudo strike
17.95
IV
126.2%
B/E move
2.5%

Options history

IV · four-Friday blend105.15%
Daily close
ETHT85.8%105.7%125.7%2026-08-05: 98.01%2026-08-06: 97.64%2026-08-07: 99.83%2026-08-10: 99.12%2026-08-11: 94.66%2026-08-12: 95.06%2026-08-13: 98.85%2026-08-14: 91.31%2026-08-17: 95.30%2026-08-19: 109.40%2026-08-20: 122.91%2026-08-24: 116.89%2026-08-25: 115.17%2026-08-26: 107.62%2026-08-27: 110.85%2026-08-28: 104.86%2026-08-31: 100.92%2026-09-01: 102.64%2026-09-02: 101.39%2026-09-03: 105.28%2026-09-04: 105.89%2026-09-08: 110.40%2026-09-09: 107.20%2026-09-10: 105.31%2026-09-11: 103.12%2026-09-14: 117.65%2026-09-15: 119.29%2026-09-16: 111.80%2026-09-17: 104.91%2026-09-18: 106.54%2026-09-22: 107.56%2026-09-23: 106.35%2026-09-24: 106.05%2026-09-25: 103.33%2026-09-28: 100.49%2026-09-29: 101.99%2026-09-30: 98.88%2026-10-01: 99.65%2026-10-02: 93.90%2026-10-05: 95.98%2026-10-06: 88.51%2026-10-07: 94.62%2026-10-08: 100.58%2026-10-09: 95.18%2026-10-12: 99.35%2026-10-13: 97.24%2026-10-14: 97.24%2026-10-15: 111.65%2026-10-16: 99.87%2026-10-19: 100.49%2026-10-20: 98.82%2026-10-21: 102.29%2026-10-22: 101.44%2026-10-23: 101.79%2026-10-26: 103.51%2026-10-27: 102.86%2026-10-28: 102.99%2026-10-29: 102.52%2026-10-30: 105.15%Aug 5Sep 18Oct 30
59 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
98.01%
97.64%
99.83%
99.12%
94.66%
95.06%
98.85%
91.31%
95.30%
109.40%
122.91%
116.89%
115.17%
107.62%
110.85%
104.86%
100.92%
102.64%
101.39%
105.28%
105.89%
110.40%
107.20%
105.31%
103.12%
117.65%
119.29%
111.80%
104.91%
106.54%
107.56%
106.35%
106.05%
103.33%
100.49%
101.99%
98.88%
99.65%
93.90%
95.98%
88.51%
94.62%
100.58%
95.18%
99.35%
97.24%
97.24%
111.65%
99.87%
100.49%
98.82%
102.29%
101.44%
101.79%
103.51%
102.86%
102.99%
102.52%
105.15%