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ProShares Trust UltraShort MSCI Japan EWV

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Market dataready · fetched 2026-11-05T15:39:16.845Z

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 · 2026-11-05T15:35:56.378224132Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-05T15:39:15.555368+00:00

Share price$18.35
1D+2.2%
$17.92$18.04$18.17$18.29$18.415:30 AM6:30 AM9:00 AM1:00 PMEWV
Sold putSold call

ProShares Trust UltraShort MSCI Japan options

Live interpolated EWV call and put midpoint premiums by absolute delta.ProShares Trust UltraShort MSCI Japan$0.43$1.67$2.90$4.13$5.37$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEEWV PRICE$0.93$1.02$1.12$1.22$0.57$0.64$0.72$0.80$0.88$1.14$1.47$1.81$2.15$2.65$3.59$5.01
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.53197.5%34.8%
25Δ13.80168.7%28.3%
30Δ15.07139.8%21.8%
35Δ16.34111.0%15.3%
40Δ17.6282.2%8.8%
45Δ18.3176.7%6.4%
50Δ18.7781.3%5.8%
55Δ19.2285.8%5.2%
60Δ19.6790.4%4.5%
65Δ17.8741.9%2.4%20.2697.9%4.0%
70Δ17.7039.5%2.0%21.27112.1%3.7%
75Δ17.5337.1%1.6%22.76130.3%3.3%
80Δ17.3634.7%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.53
IV
197.5%
B/E move
34.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.80
IV
168.7%
B/E move
28.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.07
IV
139.8%
B/E move
21.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.34
IV
111.0%
B/E move
15.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.62
IV
82.2%
B/E move
8.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.31
IV
76.7%
B/E move
6.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.77
IV
81.3%
B/E move
5.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.22
IV
85.8%
B/E move
5.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.67
IV
90.4%
B/E move
4.5%

65Δ

Calls
Pseudo strike
17.87
IV
41.9%
B/E move
2.4%
Puts
Pseudo strike
20.26
IV
97.9%
B/E move
4.0%

70Δ

Calls
Pseudo strike
17.70
IV
39.5%
B/E move
2.0%
Puts
Pseudo strike
21.27
IV
112.1%
B/E move
3.7%

75Δ

Calls
Pseudo strike
17.53
IV
37.1%
B/E move
1.6%
Puts
Pseudo strike
22.76
IV
130.3%
B/E move
3.3%

80Δ

Calls
Pseudo strike
17.36
IV
34.7%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend53.36%
Daily close
EWV41.5%59.8%78.1%2026-08-07: 63.11%2026-08-10: 62.40%2026-08-11: 65.28%2026-08-12: 63.96%2026-08-13: 59.69%2026-08-14: 67.87%2026-08-17: 71.76%2026-08-18: 75.55%2026-08-19: 68.08%2026-08-20: 69.87%2026-08-21: 49.20%2026-08-24: 50.57%2026-08-25: 51.24%2026-08-26: 50.19%2026-08-27: 51.29%2026-08-28: 51.46%2026-08-31: 45.02%2026-09-01: 47.51%2026-09-02: 49.13%2026-09-03: 44.71%2026-09-04: 48.49%2026-09-08: 49.83%2026-09-09: 52.39%2026-09-10: 50.00%2026-09-11: 53.15%2026-09-14: 53.86%2026-09-15: 57.24%2026-09-16: 60.67%2026-09-17: 67.27%2026-09-18: 47.20%2026-09-21: 47.53%2026-09-22: 45.58%2026-09-23: 46.39%2026-09-24: 45.92%2026-09-25: 45.53%2026-09-28: 48.35%2026-09-29: 43.98%2026-09-30: 45.85%2026-10-01: 46.54%2026-10-02: 45.72%2026-10-05: 45.96%2026-10-06: 47.34%2026-10-07: 48.44%2026-10-08: 48.63%2026-10-09: 50.20%2026-10-13: 53.35%2026-10-14: 59.13%2026-10-16: 50.79%2026-10-19: 56.63%2026-10-20: 52.66%2026-10-21: 57.04%2026-10-22: 56.19%2026-10-23: 53.72%2026-10-26: 55.17%2026-10-27: 52.44%2026-10-28: 49.62%2026-10-29: 57.97%2026-10-30: 53.36%Aug 7Sep 17Oct 30
58 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
63.11%
62.40%
65.28%
63.96%
59.69%
67.87%
71.76%
75.55%
68.08%
69.87%
49.20%
50.57%
51.24%
50.19%
51.29%
51.46%
45.02%
47.51%
49.13%
44.71%
48.49%
49.83%
52.39%
50.00%
53.15%
53.86%
57.24%
60.67%
67.27%
47.20%
47.53%
45.58%
46.39%
45.92%
45.53%
48.35%
43.98%
45.85%
46.54%
45.72%
45.96%
47.34%
48.44%
48.63%
50.20%
53.35%
59.13%
50.79%
56.63%
52.66%
57.04%
56.19%
53.72%
55.17%
52.44%
49.62%
57.97%
53.36%