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ProShares Ultra Ether ETF ETHT

i

Market dataready · fetched 2026-11-04T08:58:12.987Z

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 2026-11-04T08:58:11.947088+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$2.63$3.77$4.91$9.48$11.51$13.54$15.57$17.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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$4.58
PutsExpensive1.19×
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
20Δ11.32129.8%21.0%
25Δ17.00125.6%27.3%12.00118.0%16.8%
30Δ16.26121.6%22.7%12.45118.2%14.8%
35Δ15.50111.3%17.7%12.89118.4%12.9%
40Δ14.87103.0%13.8%13.31116.6%11.2%
45Δ14.49105.1%12.2%13.73114.1%9.5%
50Δ14.10107.2%10.6%14.16113.4%8.1%
55Δ13.72106.8%9.0%14.63116.3%7.0%
60Δ13.33105.4%7.5%15.09117.7%6.0%
65Δ12.94105.1%6.0%15.50113.5%4.8%
70Δ12.47111.5%5.2%15.92109.3%3.7%
75Δ12.00117.9%4.3%17.14129.2%3.3%
80Δ11.60111.7%3.2%17.97128.5%2.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.32
IV
129.8%
B/E move
21.0%

25Δ

Calls
Pseudo strike
17.00
IV
125.6%
B/E move
27.3%
Puts
Pseudo strike
12.00
IV
118.0%
B/E move
16.8%

30Δ

Calls
Pseudo strike
16.26
IV
121.6%
B/E move
22.7%
Puts
Pseudo strike
12.45
IV
118.2%
B/E move
14.8%

35Δ

Calls
Pseudo strike
15.50
IV
111.3%
B/E move
17.7%
Puts
Pseudo strike
12.89
IV
118.4%
B/E move
12.9%

40Δ

Calls
Pseudo strike
14.87
IV
103.0%
B/E move
13.8%
Puts
Pseudo strike
13.31
IV
116.6%
B/E move
11.2%

45Δ

Calls
Pseudo strike
14.49
IV
105.1%
B/E move
12.2%
Puts
Pseudo strike
13.73
IV
114.1%
B/E move
9.5%

50Δ

Calls
Pseudo strike
14.10
IV
107.2%
B/E move
10.6%
Puts
Pseudo strike
14.16
IV
113.4%
B/E move
8.1%

55Δ

Calls
Pseudo strike
13.72
IV
106.8%
B/E move
9.0%
Puts
Pseudo strike
14.63
IV
116.3%
B/E move
7.0%

60Δ

Calls
Pseudo strike
13.33
IV
105.4%
B/E move
7.5%
Puts
Pseudo strike
15.09
IV
117.7%
B/E move
6.0%

65Δ

Calls
Pseudo strike
12.94
IV
105.1%
B/E move
6.0%
Puts
Pseudo strike
15.50
IV
113.5%
B/E move
4.8%

70Δ

Calls
Pseudo strike
12.47
IV
111.5%
B/E move
5.2%
Puts
Pseudo strike
15.92
IV
109.3%
B/E move
3.7%

75Δ

Calls
Pseudo strike
12.00
IV
117.9%
B/E move
4.3%
Puts
Pseudo strike
17.14
IV
129.2%
B/E move
3.3%

80Δ

Calls
Pseudo strike
11.60
IV
111.7%
B/E move
3.2%
Puts
Pseudo strike
17.97
IV
128.5%
B/E move
2.4%

Options history

IV · four-Friday blend105.15%
Daily close
ETHT85.8%105.7%125.7%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 6Sep 18Oct 30
58 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
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%