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ProShares Investment Grade-Interest Rate Hedged IGHG

i

Market datapartial · fetched 2026-11-05T22:18:32.576Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-05T21:10:03.718686713Z

FundamentalsAlpha Vantage · unavailable

Share price$77.05
1D-0.2%
AH$76.85$76.95$77.05$77.16$77.265:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIGHG
Sold putSold callAH

ProShares Investment Grade-Interest Rate Hedged options

Live interpolated IGHG call and put midpoint premiums by absolute delta.ProShares Investment Grade-Interest Rate Hedged$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEIGHG PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

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

25Δ

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

30Δ

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

35Δ

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

70Δ

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

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
IV
B/E move

Options history

IV · four-Friday blend17.12%
Daily close
IGHG13.4%26.7%40.0%2026-08-07: 15.65%2026-08-10: 16.56%2026-08-11: 16.44%2026-08-12: 18.67%2026-08-13: 19.16%2026-08-14: 20.06%2026-08-17: 23.28%2026-08-18: 25.60%2026-08-19: 28.16%2026-08-20: 37.15%2026-08-21: 15.85%2026-08-24: 16.62%2026-08-25: 16.74%2026-08-26: 16.90%2026-08-27: 17.05%2026-08-28: 17.35%2026-08-31: 17.99%2026-09-01: 17.90%2026-09-02: 18.14%2026-09-03: 18.31%2026-09-04: 18.69%2026-09-08: 20.00%2026-09-09: 20.30%2026-09-10: 21.20%2026-09-11: 22.04%2026-09-14: 25.08%2026-09-15: 27.26%2026-09-16: 29.96%2026-09-17: 37.29%2026-09-18: 15.20%2026-09-21: 15.54%2026-09-22: 15.83%2026-09-23: 15.94%2026-09-24: 16.64%2026-09-25: 16.76%2026-09-28: 17.11%2026-09-29: 17.54%2026-09-30: 17.40%2026-10-01: 17.47%2026-10-02: 17.66%2026-10-05: 18.54%2026-10-06: 18.70%2026-10-07: 19.03%2026-10-08: 19.82%2026-10-09: 20.34%2026-10-12: 23.37%2026-10-13: 25.82%2026-10-14: 29.03%2026-10-15: 38.15%2026-10-16: 15.72%2026-10-19: 15.95%2026-10-20: 15.98%2026-10-21: 16.11%2026-10-22: 16.34%2026-10-23: 16.48%2026-10-26: 16.62%2026-10-27: 16.59%2026-10-28: 16.70%2026-10-29: 16.86%2026-10-30: 17.12%Aug 7Sep 18Oct 30
60 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
15.65%
16.56%
16.44%
18.67%
19.16%
20.06%
23.28%
25.60%
28.16%
37.15%
15.85%
16.62%
16.74%
16.90%
17.05%
17.35%
17.99%
17.90%
18.14%
18.31%
18.69%
20.00%
20.30%
21.20%
22.04%
25.08%
27.26%
29.96%
37.29%
15.20%
15.54%
15.83%
15.94%
16.64%
16.76%
17.11%
17.54%
17.40%
17.47%
17.66%
18.54%
18.70%
19.03%
19.82%
20.34%
23.37%
25.82%
29.03%
38.15%
15.72%
15.95%
15.98%
16.11%
16.34%
16.48%
16.62%
16.59%
16.70%
16.86%
17.12%