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ProShares Ultra Communication Services LTL

i

Market dataready · fetched 2026-11-04T09:47:08.506Z

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 · 2026-11-04T01:00:00.135451469Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T09:47:06.238030+00:00

Share price$19.76
1D+1.3%
AH$19.47$19.56$19.65$19.74$19.835:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLTL
Sold putSold callAH

ProShares Ultra Communication Services options

Live interpolated LTL call and put midpoint premiums by absolute delta.ProShares Ultra Communication Services$0.31$0.78$1.26$1.74$2.22$16.76$18.64$20.53$22.41$24.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LTL spot · $19.76LTL PRICE$0.36$0.38$0.44$0.51$0.59$0.67$0.79$0.97$1.14$1.32$1.56$1.82$2.07$0.40$0.46$0.53$0.59$0.66$0.72$0.79$0.92$1.12$1.32$1.52$1.80$2.08
PutsExpensive1.22×
CallsExpensive2.47×
SkewBullish-3.43 pp
Implied moveBalanced±$1.58
TiltBalanced1.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.3583.0%20.0%17.3780.2%14.1%
25Δ21.9565.0%13.0%18.0869.6%10.9%
30Δ21.3659.1%10.3%18.4264.9%9.4%
35Δ20.8754.7%8.2%18.7760.1%8.0%
40Δ20.5452.8%6.9%19.1255.4%6.6%
45Δ20.2150.9%5.7%19.4650.6%5.2%
50Δ19.8950.3%4.7%19.8145.9%3.7%
55Δ19.6152.0%4.1%20.1343.8%2.8%
60Δ19.3353.6%3.6%20.4045.0%2.4%
65Δ19.0555.3%3.1%20.6846.2%2.0%
70Δ18.7156.3%2.6%20.9647.5%1.6%
75Δ18.3657.2%2.1%21.3147.4%1.3%
80Δ18.0058.1%1.6%21.6647.2%0.9%

20Δ

Calls
Pseudo strike
23.35
IV
83.0%
B/E move
20.0%
Puts
Pseudo strike
17.37
IV
80.2%
B/E move
14.1%

25Δ

Calls
Pseudo strike
21.95
IV
65.0%
B/E move
13.0%
Puts
Pseudo strike
18.08
IV
69.6%
B/E move
10.9%

30Δ

Calls
Pseudo strike
21.36
IV
59.1%
B/E move
10.3%
Puts
Pseudo strike
18.42
IV
64.9%
B/E move
9.4%

35Δ

Calls
Pseudo strike
20.87
IV
54.7%
B/E move
8.2%
Puts
Pseudo strike
18.77
IV
60.1%
B/E move
8.0%

40Δ

Calls
Pseudo strike
20.54
IV
52.8%
B/E move
6.9%
Puts
Pseudo strike
19.12
IV
55.4%
B/E move
6.6%

45Δ

Calls
Pseudo strike
20.21
IV
50.9%
B/E move
5.7%
Puts
Pseudo strike
19.46
IV
50.6%
B/E move
5.2%

50Δ

Calls
Pseudo strike
19.89
IV
50.3%
B/E move
4.7%
Puts
Pseudo strike
19.81
IV
45.9%
B/E move
3.7%

55Δ

Calls
Pseudo strike
19.61
IV
52.0%
B/E move
4.1%
Puts
Pseudo strike
20.13
IV
43.8%
B/E move
2.8%

60Δ

Calls
Pseudo strike
19.33
IV
53.6%
B/E move
3.6%
Puts
Pseudo strike
20.40
IV
45.0%
B/E move
2.4%

65Δ

Calls
Pseudo strike
19.05
IV
55.3%
B/E move
3.1%
Puts
Pseudo strike
20.68
IV
46.2%
B/E move
2.0%

70Δ

Calls
Pseudo strike
18.71
IV
56.3%
B/E move
2.6%
Puts
Pseudo strike
20.96
IV
47.5%
B/E move
1.6%

75Δ

Calls
Pseudo strike
18.36
IV
57.2%
B/E move
2.1%
Puts
Pseudo strike
21.31
IV
47.4%
B/E move
1.3%

80Δ

Calls
Pseudo strike
18.00
IV
58.1%
B/E move
1.6%
Puts
Pseudo strike
21.66
IV
47.2%
B/E move
0.9%

Options history

IV · four-Friday blend43.27%
Daily EOD
LTL38.0%40.8%43.7%2026-10-19: 38.56%2026-10-20: 38.80%2026-10-21: 38.89%2026-10-22: 41.85%2026-10-23: 41.23%2026-10-26: 40.29%2026-10-27: 39.51%2026-10-28: 38.35%2026-10-29: 39.47%2026-10-30: 43.27%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
38.56%
38.80%
38.89%
41.85%
41.23%
40.29%
39.51%
38.35%
39.47%
43.27%