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ProShares Ultra MSCI Japan EZJ

i

Market dataready · fetched 2026-11-06T14:24:40.154Z

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 · 2026-11-06T01:00:00.114683054Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T14:24:39.871369+00:00

Share price$56.09
1D-4.6%
AH$55.93$56.72$57.50$58.29$59.085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEZJ
Sold putSold callAH

ProShares Ultra MSCI Japan options

Live interpolated EZJ call and put midpoint premiums by absolute delta.ProShares Ultra MSCI Japan$0.59$3.41$6.23$9.05$11.86$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEEZJ PRICE$0.90$1.09$1.39$1.60$6.07$6.63$11.05
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.7277.7%17.0%
25Δ62.3471.1%13.1%
30Δ61.0471.4%11.3%
35Δ59.5466.0%9.0%
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ60.3679.2%3.2%
70Δ61.3275.5%2.5%
75Δ
80Δ66.2090.3%1.7%

20Δ

Calls
Pseudo strike
64.72
IV
77.7%
B/E move
17.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
62.34
IV
71.1%
B/E move
13.1%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
61.04
IV
71.4%
B/E move
11.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
59.54
IV
66.0%
B/E move
9.0%
Puts
Pseudo strike
IV
B/E move

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
60.36
IV
79.2%
B/E move
3.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
61.32
IV
75.5%
B/E move
2.5%

75Δ

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

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
66.20
IV
90.3%
B/E move
1.7%

Options history

IV · four-Friday blend43.62%
Daily close
EZJ37.9%49.5%61.1%2026-08-10: 46.83%2026-08-11: 47.67%2026-08-12: 45.68%2026-08-13: 45.57%2026-08-14: 43.79%2026-08-17: 51.80%2026-08-18: 51.62%2026-08-19: 59.47%2026-08-20: 54.01%2026-08-21: 46.06%2026-08-24: 45.70%2026-08-25: 44.12%2026-08-26: 43.87%2026-08-27: 42.42%2026-08-28: 39.84%2026-08-31: 40.63%2026-09-01: 41.18%2026-09-02: 39.69%2026-09-09: 44.06%2026-09-10: 43.91%2026-09-15: 46.56%2026-09-16: 47.29%2026-09-17: 51.83%2026-09-18: 41.69%2026-09-23: 40.98%2026-09-24: 41.51%2026-09-25: 39.48%2026-09-28: 40.61%2026-09-29: 40.81%2026-09-30: 40.11%2026-10-01: 41.26%2026-10-08: 42.18%2026-10-09: 41.41%2026-10-12: 43.96%2026-10-13: 44.45%2026-10-14: 46.60%2026-10-15: 51.89%2026-10-16: 44.68%2026-10-19: 43.28%2026-10-20: 43.25%2026-10-21: 43.65%2026-10-22: 43.12%2026-10-23: 42.74%2026-10-26: 42.59%2026-10-27: 41.75%2026-10-28: 41.24%2026-10-29: 41.28%2026-10-30: 43.62%Aug 10Sep 18Oct 30
48 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
46.83%
47.67%
45.68%
45.57%
43.79%
51.80%
51.62%
59.47%
54.01%
46.06%
45.70%
44.12%
43.87%
42.42%
39.84%
40.63%
41.18%
39.69%
44.06%
43.91%
46.56%
47.29%
51.83%
41.69%
40.98%
41.51%
39.48%
40.61%
40.81%
40.11%
41.26%
42.18%
41.41%
43.96%
44.45%
46.60%
51.89%
44.68%
43.28%
43.25%
43.65%
43.12%
42.74%
42.59%
41.75%
41.24%
41.28%
43.62%