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ProShares Global Listed Private Equity ETF PEX

i

Market dataready · fetched 2026-11-04T04:47:46.711Z

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 · 2026-11-04T01:00:05.675653497Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T04:47:45.517375+00:00

Share price$23.30
1D-0.2%
AH$23.29$23.30$23.32$23.34$23.355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPEX
Sold putSold callAH

ProShares Global Listed Private Equity ETF options

Live interpolated PEX call and put midpoint premiums by absolute delta.ProShares Global Listed Private Equity ETF$0.84$1.17$1.49$1.82$2.14$21.53$22.30$23.07$23.84$24.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ 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 PRICELive PEX spot · $23.30PEX PRICE$0.88$0.88$0.88$0.91$0.96$1.06$1.15$1.27$1.42$1.56$1.72$2.05$0.88$0.88$0.89$0.92$0.95$1.00$1.07$1.13$1.19
Puts——
Calls——
Skew——
Implied moveBalanced±$2.12
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.06136.2%21.9%
25Δ29.60135.3%30.8%20.55105.6%15.6%
30Δ26.87103.3%19.1%21.5385.8%11.4%
35Δ25.4182.4%12.8%22.2272.5%8.6%
40Δ24.5770.1%9.4%22.7263.0%6.6%
45Δ23.9561.5%6.9%23.1355.8%5.0%
50Δ23.5757.6%5.7%23.4151.1%4.1%
55Δ23.2053.6%4.5%23.6946.5%3.2%
60Δ22.8650.7%3.6%23.9741.9%2.2%
65Δ22.5748.7%2.9%
70Δ22.2846.8%2.3%
75Δ21.9845.0%1.7%
80Δ21.5645.4%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.06
IV
136.2%
B/E move
21.9%

25Δ

Calls
Pseudo strike
29.60
IV
135.3%
B/E move
30.8%
Puts
Pseudo strike
20.55
IV
105.6%
B/E move
15.6%

30Δ

Calls
Pseudo strike
26.87
IV
103.3%
B/E move
19.1%
Puts
Pseudo strike
21.53
IV
85.8%
B/E move
11.4%

35Δ

Calls
Pseudo strike
25.41
IV
82.4%
B/E move
12.8%
Puts
Pseudo strike
22.22
IV
72.5%
B/E move
8.6%

40Δ

Calls
Pseudo strike
24.57
IV
70.1%
B/E move
9.4%
Puts
Pseudo strike
22.72
IV
63.0%
B/E move
6.6%

45Δ

Calls
Pseudo strike
23.95
IV
61.5%
B/E move
6.9%
Puts
Pseudo strike
23.13
IV
55.8%
B/E move
5.0%

50Δ

Calls
Pseudo strike
23.57
IV
57.6%
B/E move
5.7%
Puts
Pseudo strike
23.41
IV
51.1%
B/E move
4.1%

55Δ

Calls
Pseudo strike
23.20
IV
53.6%
B/E move
4.5%
Puts
Pseudo strike
23.69
IV
46.5%
B/E move
3.2%

60Δ

Calls
Pseudo strike
22.86
IV
50.7%
B/E move
3.6%
Puts
Pseudo strike
23.97
IV
41.9%
B/E move
2.2%

65Δ

Calls
Pseudo strike
22.57
IV
48.7%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
22.28
IV
46.8%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
21.98
IV
45.0%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
21.56
IV
45.4%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend38.62%
Daily EOD
PEX33.5%36.3%39.0%2026-10-19: 34.17%2026-10-20: 33.91%2026-10-21: 34.68%2026-10-22: 34.27%2026-10-23: 35.66%2026-10-26: 38.37%2026-10-27: 37.76%2026-10-28: 37.62%2026-10-29: 37.35%2026-10-30: 38.62%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
34.17%
33.91%
34.68%
34.27%
35.66%
38.37%
37.76%
37.62%
37.35%
38.62%