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ProShares Short QQQ PSQ

i

Market dataready · fetched 2026-11-05T15:43:31.349Z

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 · 2026-11-05T15:43:24.215498382Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-05T15:43:30.288453+00:00

Share price$27.89
1D+4.0%
$26.70$27.03$27.35$27.68$28.005:30 AM6:30 AM9:00 AM1:00 PMPSQ
Sold putSold call

ProShares Short QQQ options

Live interpolated PSQ call and put midpoint premiums by absolute delta.ProShares Short QQQ$0.06$1.50$2.94$4.38$5.82$24.38$25.90$27.43$28.95$30.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PSQ spot · $27.89PSQ PRICE$0.22$0.29$0.36$0.48$0.62$0.75$0.89$0.97$1.04$1.11$1.19$1.32$1.50$0.22$0.29$0.39$0.61$0.83$1.06$1.29$1.54$1.79$2.31$2.94$3.59$5.41
PutsExpensive2.24×
CallsExpensive1.26×
SkewBearish+16.26 pp
Implied moveBearish±$2.17
TiltBearish34.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.7835.0%7.6%26.5330.4%5.7%
25Δ29.4234.8%6.5%26.7831.6%5.0%
30Δ29.0734.7%5.5%27.0433.4%4.4%
35Δ28.7936.0%5.0%27.3038.6%4.3%
40Δ28.5437.7%4.5%27.5543.8%4.2%
45Δ28.2839.4%4.1%27.8148.9%4.1%
50Δ28.0341.1%3.7%28.1053.0%3.9%
55Δ27.8038.9%3.1%28.5053.5%3.3%
60Δ27.5736.2%2.6%28.9054.1%2.8%
65Δ27.3433.6%2.0%29.5159.3%2.5%
70Δ27.1130.9%1.5%30.2265.2%2.2%
75Δ26.8828.9%1.1%30.9968.7%1.8%
80Δ26.6327.7%0.9%32.8585.9%1.6%

20Δ

Calls
Pseudo strike
29.78
IV
35.0%
B/E move
7.6%
Puts
Pseudo strike
26.53
IV
30.4%
B/E move
5.7%

25Δ

Calls
Pseudo strike
29.42
IV
34.8%
B/E move
6.5%
Puts
Pseudo strike
26.78
IV
31.6%
B/E move
5.0%

30Δ

Calls
Pseudo strike
29.07
IV
34.7%
B/E move
5.5%
Puts
Pseudo strike
27.04
IV
33.4%
B/E move
4.4%

35Δ

Calls
Pseudo strike
28.79
IV
36.0%
B/E move
5.0%
Puts
Pseudo strike
27.30
IV
38.6%
B/E move
4.3%

40Δ

Calls
Pseudo strike
28.54
IV
37.7%
B/E move
4.5%
Puts
Pseudo strike
27.55
IV
43.8%
B/E move
4.2%

45Δ

Calls
Pseudo strike
28.28
IV
39.4%
B/E move
4.1%
Puts
Pseudo strike
27.81
IV
48.9%
B/E move
4.1%

50Δ

Calls
Pseudo strike
28.03
IV
41.1%
B/E move
3.7%
Puts
Pseudo strike
28.10
IV
53.0%
B/E move
3.9%

55Δ

Calls
Pseudo strike
27.80
IV
38.9%
B/E move
3.1%
Puts
Pseudo strike
28.50
IV
53.5%
B/E move
3.3%

60Δ

Calls
Pseudo strike
27.57
IV
36.2%
B/E move
2.6%
Puts
Pseudo strike
28.90
IV
54.1%
B/E move
2.8%

65Δ

Calls
Pseudo strike
27.34
IV
33.6%
B/E move
2.0%
Puts
Pseudo strike
29.51
IV
59.3%
B/E move
2.5%

70Δ

Calls
Pseudo strike
27.11
IV
30.9%
B/E move
1.5%
Puts
Pseudo strike
30.22
IV
65.2%
B/E move
2.2%

75Δ

Calls
Pseudo strike
26.88
IV
28.9%
B/E move
1.1%
Puts
Pseudo strike
30.99
IV
68.7%
B/E move
1.8%

80Δ

Calls
Pseudo strike
26.63
IV
27.7%
B/E move
0.9%
Puts
Pseudo strike
32.85
IV
85.9%
B/E move
1.6%

Options history

IV · four-Friday blend27.43%
Daily EOD
PSQ22.2%25.0%27.8%2026-10-19: 23.59%2026-10-20: 22.95%2026-10-21: 22.58%2026-10-22: 26.41%2026-10-23: 26.01%2026-10-26: 25.08%2026-10-27: 23.22%2026-10-28: 24.48%2026-10-29: 23.21%2026-10-30: 27.43%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
23.59%
22.95%
22.58%
26.41%
26.01%
25.08%
23.22%
24.48%
23.21%
27.43%