IntraAlpha
Create free account Start free

ProShares UltraShort Bloomberg Natural Gas KOLD

i

Market dataready · fetched 2026-11-06T21:45:02.902Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-06T21:43:28.691294316Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T21:45:02.210491+00:00

Share price$32.12
1D-0.2%
AH$31.49$31.95$32.42$32.88$33.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKOLD
Sold putSold callAH

ProShares UltraShort Bloomberg Natural Gas options

Live interpolated KOLD call and put midpoint premiums by absolute delta.ProShares UltraShort Bloomberg Natural Gas$0.44$1.38$2.31$3.25$4.19$27.93$29.92$31.90$33.89$35.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive KOLD spot · $32.12KOLD PRICE$0.55$1.19$1.34$1.58$1.86$2.24$2.70$2.81$3.46$0.54$0.65$1.26$1.65$1.98$2.69$2.84$3.15$3.51$3.92
Puts——
Calls——
Skew——
Implied moveBearish±$3.56
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.83101.9%11.9%
25Δ35.1487.4%11.1%29.7691.3%9.4%
30Δ
35Δ
40Δ33.60100.4%8.3%31.4091.2%6.2%
45Δ32.9795.7%6.8%31.90100.0%5.8%
50Δ32.4396.7%5.9%32.47101.9%5.1%
55Δ31.8997.9%5.1%
60Δ31.31102.7%4.5%33.64101.8%3.7%
65Δ30.68108.4%3.9%34.0793.5%2.8%
70Δ30.2498.1%2.9%34.5890.0%2.2%
75Δ29.44105.5%2.4%35.1186.7%1.6%
80Δ35.6783.5%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.83
IV
101.9%
B/E move
11.9%

25Δ

Calls
Pseudo strike
35.14
IV
87.4%
B/E move
11.1%
Puts
Pseudo strike
29.76
IV
91.3%
B/E move
9.4%

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
33.60
IV
100.4%
B/E move
8.3%
Puts
Pseudo strike
31.40
IV
91.2%
B/E move
6.2%

45Δ

Calls
Pseudo strike
32.97
IV
95.7%
B/E move
6.8%
Puts
Pseudo strike
31.90
IV
100.0%
B/E move
5.8%

50Δ

Calls
Pseudo strike
32.43
IV
96.7%
B/E move
5.9%
Puts
Pseudo strike
32.47
IV
101.9%
B/E move
5.1%

55Δ

Calls
Pseudo strike
31.89
IV
97.9%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
31.31
IV
102.7%
B/E move
4.5%
Puts
Pseudo strike
33.64
IV
101.8%
B/E move
3.7%

65Δ

Calls
Pseudo strike
30.68
IV
108.4%
B/E move
3.9%
Puts
Pseudo strike
34.07
IV
93.5%
B/E move
2.8%

70Δ

Calls
Pseudo strike
30.24
IV
98.1%
B/E move
2.9%
Puts
Pseudo strike
34.58
IV
90.0%
B/E move
2.2%

75Δ

Calls
Pseudo strike
29.44
IV
105.5%
B/E move
2.4%
Puts
Pseudo strike
35.11
IV
86.7%
B/E move
1.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.67
IV
83.5%
B/E move
1.2%

Options history

IV · four-Friday blend96.51%
Daily close
KOLD52.9%83.7%114.4%2026-08-10: 67.89%2026-08-11: 67.51%2026-08-12: 71.34%2026-08-13: 69.60%2026-08-14: 61.45%2026-08-17: 62.55%2026-08-18: 63.33%2026-08-19: 74.14%2026-08-20: 76.18%2026-08-21: 58.06%2026-08-24: 57.15%2026-08-25: 67.82%2026-08-26: 77.11%2026-08-27: 68.97%2026-08-28: 66.17%2026-08-31: 67.14%2026-09-01: 75.44%2026-09-02: 67.49%2026-09-03: 69.33%2026-09-04: 65.17%2026-09-08: 64.13%2026-09-09: 66.41%2026-09-10: 75.66%2026-09-11: 62.78%2026-09-14: 65.95%2026-09-15: 70.09%2026-09-16: 64.55%2026-09-17: 91.29%2026-09-18: 63.83%2026-09-21: 67.78%2026-09-22: 77.44%2026-09-23: 74.23%2026-09-24: 110.18%2026-09-25: 82.38%2026-09-28: 84.63%2026-09-29: 77.72%2026-09-30: 75.62%2026-10-01: 99.36%2026-10-02: 79.23%2026-10-05: 81.95%2026-10-06: 84.62%2026-10-07: 86.61%2026-10-08: 87.26%2026-10-09: 78.09%2026-10-12: 83.69%2026-10-13: 87.52%2026-10-14: 88.03%2026-10-15: 89.21%2026-10-16: 76.65%2026-10-19: 79.90%2026-10-20: 84.21%2026-10-21: 91.50%2026-10-22: 94.64%2026-10-23: 92.86%2026-10-26: 104.10%2026-10-27: 103.22%2026-10-28: 107.35%2026-10-29: 98.81%2026-10-30: 96.51%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
67.89%
67.51%
71.34%
69.60%
61.45%
62.55%
63.33%
74.14%
76.18%
58.06%
57.15%
67.82%
77.11%
68.97%
66.17%
67.14%
75.44%
67.49%
69.33%
65.17%
64.13%
66.41%
75.66%
62.78%
65.95%
70.09%
64.55%
91.29%
63.83%
67.78%
77.44%
74.23%
110.18%
82.38%
84.63%
77.72%
75.62%
99.36%
79.23%
81.95%
84.62%
86.61%
87.26%
78.09%
83.69%
87.52%
88.03%
89.21%
76.65%
79.90%
84.21%
91.50%
94.64%
92.86%
104.10%
103.22%
107.35%
98.81%
96.51%