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ProShares Short MidCap400 MYY

i

Market dataready · fetched 2026-11-04T03:19:17.952Z

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 · 2026-11-04T01:00:00.133505928Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T03:19:16.955970+00:00

Share price$15.66
1D+0.1%
AH$15.49$15.53$15.58$15.63$15.675:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMYY
Sold putSold callAH

ProShares Short MidCap400 options

Live interpolated MYY call and put midpoint premiums by absolute delta.ProShares Short MidCap400$0.19$1.43$2.67$3.91$5.14$13.13$14.22$15.32$16.42$17.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MYY spot · $15.66MYY PRICE$0.33$0.33$0.33$0.36$0.39$0.41$0.44$0.47$0.50$0.53$0.56$0.59$0.61$0.33$0.33$0.33$0.42$0.54$0.65$0.77$0.89$1.15$1.40$1.66$2.57$4.79
PutsExpensive3.86×
CallsExpensive2.94×
SkewBearish+20.32 pp
Implied moveBearish±$1.21
TiltBearish46.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.0395.4%23.6%13.7481.1%14.3%
25Δ17.6371.0%14.7%14.3963.3%10.2%
30Δ16.8856.5%9.9%14.9248.8%6.8%
35Δ16.5350.0%7.9%15.1847.7%5.8%
40Δ16.1943.5%5.8%15.3948.9%5.2%
45Δ15.9638.8%4.5%15.6050.2%4.6%
50Δ15.8636.2%4.1%15.8151.5%4.0%
55Δ15.7633.6%3.7%16.0252.9%3.4%
60Δ15.6731.0%3.2%16.3455.8%3.0%
65Δ15.5728.4%2.8%16.6658.7%2.6%
70Δ15.4825.8%2.4%16.9861.6%2.2%
75Δ15.3823.3%2.0%17.9079.6%2.1%
80Δ15.2920.7%1.5%20.09118.0%2.3%

20Δ

Calls
Pseudo strike
19.03
IV
95.4%
B/E move
23.6%
Puts
Pseudo strike
13.74
IV
81.1%
B/E move
14.3%

25Δ

Calls
Pseudo strike
17.63
IV
71.0%
B/E move
14.7%
Puts
Pseudo strike
14.39
IV
63.3%
B/E move
10.2%

30Δ

Calls
Pseudo strike
16.88
IV
56.5%
B/E move
9.9%
Puts
Pseudo strike
14.92
IV
48.8%
B/E move
6.8%

35Δ

Calls
Pseudo strike
16.53
IV
50.0%
B/E move
7.9%
Puts
Pseudo strike
15.18
IV
47.7%
B/E move
5.8%

40Δ

Calls
Pseudo strike
16.19
IV
43.5%
B/E move
5.8%
Puts
Pseudo strike
15.39
IV
48.9%
B/E move
5.2%

45Δ

Calls
Pseudo strike
15.96
IV
38.8%
B/E move
4.5%
Puts
Pseudo strike
15.60
IV
50.2%
B/E move
4.6%

50Δ

Calls
Pseudo strike
15.86
IV
36.2%
B/E move
4.1%
Puts
Pseudo strike
15.81
IV
51.5%
B/E move
4.0%

55Δ

Calls
Pseudo strike
15.76
IV
33.6%
B/E move
3.7%
Puts
Pseudo strike
16.02
IV
52.9%
B/E move
3.4%

60Δ

Calls
Pseudo strike
15.67
IV
31.0%
B/E move
3.2%
Puts
Pseudo strike
16.34
IV
55.8%
B/E move
3.0%

65Δ

Calls
Pseudo strike
15.57
IV
28.4%
B/E move
2.8%
Puts
Pseudo strike
16.66
IV
58.7%
B/E move
2.6%

70Δ

Calls
Pseudo strike
15.48
IV
25.8%
B/E move
2.4%
Puts
Pseudo strike
16.98
IV
61.6%
B/E move
2.2%

75Δ

Calls
Pseudo strike
15.38
IV
23.3%
B/E move
2.0%
Puts
Pseudo strike
17.90
IV
79.6%
B/E move
2.1%

80Δ

Calls
Pseudo strike
15.29
IV
20.7%
B/E move
1.5%
Puts
Pseudo strike
20.09
IV
118.0%
B/E move
2.3%

Options history

IV · four-Friday blend39.13%
Daily EOD
MYY36.3%41.8%47.3%2026-10-19: 40.35%2026-10-20: 38.30%2026-10-22: 37.36%2026-10-23: 37.03%2026-10-26: 38.07%2026-10-27: 41.61%2026-10-28: 46.58%2026-10-29: 39.13%Oct 19Oct 23Oct 29
8 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
40.35%
38.30%
37.36%
37.03%
38.07%
41.61%
46.58%
39.13%