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ProShares UltraShort Gold GLL

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Market dataready · fetched 2026-11-04T06:42:17.625Z

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 · 2026-11-04T01:00:00.113939067Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T06:42:16.447079+00:00

Share price$28.08
1D+1.8%
AH$27.38$27.57$27.77$27.97$28.165:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGLL
Sold putSold callAH

ProShares UltraShort Gold options

Live interpolated GLL call and put midpoint premiums by absolute delta.ProShares UltraShort Gold$0.21$1.28$2.36$3.43$4.50$23.89$25.83$27.77$29.71$31.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GLL spot · $28.08GLL PRICE$0.42$0.47$0.55$0.65$0.75$0.91$1.06$1.20$1.32$1.44$1.56$1.71$1.87$0.33$0.49$0.65$0.81$0.96$1.11$1.44$1.82$2.27$2.77$3.35$4.19
Puts——
CallsExpensive1.07×
Skew——
Implied moveBearish±$2.50
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.0967.3%15.8%26.0047.4%8.6%
25Δ30.7656.7%11.2%26.3650.0%7.9%
30Δ29.9852.4%8.7%26.7252.7%7.2%
35Δ29.4850.0%7.3%27.0954.5%6.4%
40Δ28.9947.6%5.9%27.5053.3%5.5%
45Δ28.6347.5%5.2%27.9052.1%4.6%
50Δ28.2747.5%4.5%28.3655.5%4.1%
55Δ27.9346.9%3.7%28.8360.2%3.8%
60Δ27.6344.4%3.1%29.4064.4%3.4%
65Δ27.3342.0%2.5%30.0368.2%2.9%
70Δ27.0339.5%1.8%30.7570.6%2.4%
75Δ26.7837.0%1.5%31.7175.6%2.0%
80Δ26.5334.5%1.1%

20Δ

Calls
Pseudo strike
32.09
IV
67.3%
B/E move
15.8%
Puts
Pseudo strike
26.00
IV
47.4%
B/E move
8.6%

25Δ

Calls
Pseudo strike
30.76
IV
56.7%
B/E move
11.2%
Puts
Pseudo strike
26.36
IV
50.0%
B/E move
7.9%

30Δ

Calls
Pseudo strike
29.98
IV
52.4%
B/E move
8.7%
Puts
Pseudo strike
26.72
IV
52.7%
B/E move
7.2%

35Δ

Calls
Pseudo strike
29.48
IV
50.0%
B/E move
7.3%
Puts
Pseudo strike
27.09
IV
54.5%
B/E move
6.4%

40Δ

Calls
Pseudo strike
28.99
IV
47.6%
B/E move
5.9%
Puts
Pseudo strike
27.50
IV
53.3%
B/E move
5.5%

45Δ

Calls
Pseudo strike
28.63
IV
47.5%
B/E move
5.2%
Puts
Pseudo strike
27.90
IV
52.1%
B/E move
4.6%

50Δ

Calls
Pseudo strike
28.27
IV
47.5%
B/E move
4.5%
Puts
Pseudo strike
28.36
IV
55.5%
B/E move
4.1%

55Δ

Calls
Pseudo strike
27.93
IV
46.9%
B/E move
3.7%
Puts
Pseudo strike
28.83
IV
60.2%
B/E move
3.8%

60Δ

Calls
Pseudo strike
27.63
IV
44.4%
B/E move
3.1%
Puts
Pseudo strike
29.40
IV
64.4%
B/E move
3.4%

65Δ

Calls
Pseudo strike
27.33
IV
42.0%
B/E move
2.5%
Puts
Pseudo strike
30.03
IV
68.2%
B/E move
2.9%

70Δ

Calls
Pseudo strike
27.03
IV
39.5%
B/E move
1.8%
Puts
Pseudo strike
30.75
IV
70.6%
B/E move
2.4%

75Δ

Calls
Pseudo strike
26.78
IV
37.0%
B/E move
1.5%
Puts
Pseudo strike
31.71
IV
75.6%
B/E move
2.0%

80Δ

Calls
Pseudo strike
26.53
IV
34.5%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend47.53%
Daily close
GLL40.1%48.7%57.2%2026-08-06: 46.67%2026-08-07: 46.66%2026-08-10: 50.58%2026-08-11: 49.47%2026-08-12: 47.39%2026-08-13: 44.88%2026-08-14: 43.98%2026-08-17: 46.28%2026-08-19: 51.83%2026-08-20: 56.05%2026-08-21: 48.91%2026-08-24: 52.25%2026-08-25: 50.11%2026-08-26: 49.91%2026-08-27: 49.31%2026-08-28: 48.68%2026-08-31: 48.15%2026-09-01: 47.15%2026-09-02: 47.95%2026-09-03: 49.88%2026-09-04: 47.06%2026-09-08: 52.69%2026-09-09: 53.05%2026-09-10: 53.02%2026-09-11: 48.97%2026-09-14: 50.49%2026-09-15: 53.54%2026-09-16: 52.09%2026-09-17: 52.41%2026-09-18: 47.14%2026-09-21: 45.20%2026-09-22: 43.64%2026-09-23: 44.92%2026-09-24: 42.84%2026-09-25: 42.89%2026-09-28: 45.13%2026-09-29: 44.52%2026-09-30: 43.35%2026-10-01: 41.28%2026-10-02: 43.54%2026-10-05: 43.62%2026-10-06: 41.98%2026-10-07: 42.20%2026-10-08: 42.21%2026-10-09: 41.40%2026-10-12: 43.88%2026-10-13: 42.67%2026-10-14: 44.36%2026-10-16: 41.99%2026-10-19: 43.46%2026-10-20: 43.76%2026-10-21: 44.94%2026-10-22: 47.78%2026-10-23: 45.84%2026-10-26: 42.91%2026-10-27: 41.63%2026-10-28: 43.30%2026-10-29: 42.19%2026-10-30: 47.53%Aug 6Sep 18Oct 30
59 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
46.67%
46.66%
50.58%
49.47%
47.39%
44.88%
43.98%
46.28%
51.83%
56.05%
48.91%
52.25%
50.11%
49.91%
49.31%
48.68%
48.15%
47.15%
47.95%
49.88%
47.06%
52.69%
53.05%
53.02%
48.97%
50.49%
53.54%
52.09%
52.41%
47.14%
45.20%
43.64%
44.92%
42.84%
42.89%
45.13%
44.52%
43.35%
41.28%
43.54%
43.62%
41.98%
42.20%
42.21%
41.40%
43.88%
42.67%
44.36%
41.99%
43.46%
43.76%
44.94%
47.78%
45.84%
42.91%
41.63%
43.30%
42.19%
47.53%