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ProShares S&P 500 Dividend Aristocrats ETF NOBL

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Market dataready · fetched 2026-11-07T01:08:58.787Z

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 · 2026-11-07T01:00:05.196695101Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T01:08:58.304223+00:00

Share price$59.77
1D+0.4%
AH$59.24$59.46$59.69$59.92$60.145:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNOBL
Sold putSold callAH

ProShares S&P 500 Dividend Aristocrats ETF options

Live interpolated NOBL call and put midpoint premiums by absolute delta.ProShares S&P 500 Dividend Aristocrats ETF$0.92$1.33$1.73$2.14$2.55$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICENOBL PRICE$1.33$1.40$1.45$1.50$1.60$1.69$1.84$2.03$2.21$2.41$0.96$1.35$1.45$2.40$2.42$2.43
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
25Δ56.3350.9%7.4%
30Δ56.8756.9%7.1%
35Δ62.5751.5%6.9%
40Δ61.4744.6%5.2%58.8241.8%4.0%
45Δ60.6638.7%3.9%
50Δ60.0033.7%2.9%
55Δ59.5830.8%2.3%
60Δ59.1528.0%1.8%61.0736.6%1.9%
65Δ58.7826.2%1.4%61.3232.7%1.4%
70Δ58.4324.9%1.1%61.5728.8%1.0%
75Δ58.0823.7%0.9%
80Δ57.7622.0%0.7%

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
56.33
IV
50.9%
B/E move
7.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.87
IV
56.9%
B/E move
7.1%

35Δ

Calls
Pseudo strike
62.57
IV
51.5%
B/E move
6.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
61.47
IV
44.6%
B/E move
5.2%
Puts
Pseudo strike
58.82
IV
41.8%
B/E move
4.0%

45Δ

Calls
Pseudo strike
60.66
IV
38.7%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
60.00
IV
33.7%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
59.58
IV
30.8%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
59.15
IV
28.0%
B/E move
1.8%
Puts
Pseudo strike
61.07
IV
36.6%
B/E move
1.9%

65Δ

Calls
Pseudo strike
58.78
IV
26.2%
B/E move
1.4%
Puts
Pseudo strike
61.32
IV
32.7%
B/E move
1.4%

70Δ

Calls
Pseudo strike
58.43
IV
24.9%
B/E move
1.1%
Puts
Pseudo strike
61.57
IV
28.8%
B/E move
1.0%

75Δ

Calls
Pseudo strike
58.08
IV
23.7%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
57.76
IV
22.0%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend18.89%
Daily EOD
NOBL15.7%17.9%20.0%2026-10-19: 15.98%2026-10-20: 18.27%2026-10-21: 17.70%2026-10-22: 18.81%2026-10-23: 17.25%2026-10-26: 19.02%2026-10-27: 19.74%2026-10-28: 18.23%2026-10-29: 17.64%2026-10-30: 18.89%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
15.98%
18.27%
17.70%
18.81%
17.25%
19.02%
19.74%
18.23%
17.64%
18.89%