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ProShares Ultra QQQ QLD

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Market datapartial · fetched 2026-11-03T14:42:50.262Z

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 · 2026-11-03T14:42:49.318377869Z

FundamentalsAlpha Vantage · unavailable

Share price$81.54
1D-0.3%
$81.01$81.18$81.35$81.51$81.685:30 AM6:30 AM9:00 AM1:00 PMQLD
Sold putSold call

ProShares Ultra QQQ options

Live interpolated QLD call and put midpoint premiums by absolute delta.ProShares Ultra QQQ$0.60$3.44$6.29$9.14$11.99$67.76$74.47$81.18$87.89$94.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QLD spot · $81.54QLD PRICE$0.90$1.24$1.60$2.05$2.53$2.95$3.49$4.12$4.86$5.66$6.61$7.63$9.10$1.49$1.87$2.44$3.02$3.43$4.13$4.82$5.49$5.99$7.21$8.30$9.81$11.16
PutsExpensive1.47×
CallsExpensive1.47×
SkewBearish+9.15 pp
Implied moveBearish±$8.31
TiltBearish13.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ89.6548.2%11.1%72.4370.8%13.0%
25Δ88.3149.6%9.8%74.9466.1%10.4%
30Δ87.0150.5%8.7%76.5067.2%9.2%
35Δ85.8952.5%7.8%78.0767.1%8.0%
40Δ84.7153.8%7.0%79.6463.1%6.5%
45Δ83.4152.7%5.9%81.0563.5%5.7%
50Δ82.2353.2%5.1%82.4462.9%4.8%
55Δ81.0554.3%4.5%83.7961.4%4.0%
60Δ79.8155.5%3.8%84.9757.9%3.1%
65Δ78.5256.3%3.2%86.5959.9%2.7%
70Δ77.1357.5%2.7%88.1359.7%2.1%
75Δ75.6757.9%2.2%90.0260.8%1.6%
80Δ73.8158.8%1.7%91.7759.5%1.2%

20Δ

Calls
Pseudo strike
89.65
IV
48.2%
B/E move
11.1%
Puts
Pseudo strike
72.43
IV
70.8%
B/E move
13.0%

25Δ

Calls
Pseudo strike
88.31
IV
49.6%
B/E move
9.8%
Puts
Pseudo strike
74.94
IV
66.1%
B/E move
10.4%

30Δ

Calls
Pseudo strike
87.01
IV
50.5%
B/E move
8.7%
Puts
Pseudo strike
76.50
IV
67.2%
B/E move
9.2%

35Δ

Calls
Pseudo strike
85.89
IV
52.5%
B/E move
7.8%
Puts
Pseudo strike
78.07
IV
67.1%
B/E move
8.0%

40Δ

Calls
Pseudo strike
84.71
IV
53.8%
B/E move
7.0%
Puts
Pseudo strike
79.64
IV
63.1%
B/E move
6.5%

45Δ

Calls
Pseudo strike
83.41
IV
52.7%
B/E move
5.9%
Puts
Pseudo strike
81.05
IV
63.5%
B/E move
5.7%

50Δ

Calls
Pseudo strike
82.23
IV
53.2%
B/E move
5.1%
Puts
Pseudo strike
82.44
IV
62.9%
B/E move
4.8%

55Δ

Calls
Pseudo strike
81.05
IV
54.3%
B/E move
4.5%
Puts
Pseudo strike
83.79
IV
61.4%
B/E move
4.0%

60Δ

Calls
Pseudo strike
79.81
IV
55.5%
B/E move
3.8%
Puts
Pseudo strike
84.97
IV
57.9%
B/E move
3.1%

65Δ

Calls
Pseudo strike
78.52
IV
56.3%
B/E move
3.2%
Puts
Pseudo strike
86.59
IV
59.9%
B/E move
2.7%

70Δ

Calls
Pseudo strike
77.13
IV
57.5%
B/E move
2.7%
Puts
Pseudo strike
88.13
IV
59.7%
B/E move
2.1%

75Δ

Calls
Pseudo strike
75.67
IV
57.9%
B/E move
2.2%
Puts
Pseudo strike
90.02
IV
60.8%
B/E move
1.6%

80Δ

Calls
Pseudo strike
73.81
IV
58.8%
B/E move
1.7%
Puts
Pseudo strike
91.77
IV
59.5%
B/E move
1.2%

Options history

IV · four-Friday blend48.59%
Daily EOD
QLD40.0%44.6%49.2%2026-10-19: 40.60%2026-10-20: 41.88%2026-10-21: 41.67%2026-10-22: 45.19%2026-10-23: 45.88%2026-10-26: 43.97%2026-10-27: 42.94%2026-10-28: 41.90%2026-10-29: 42.10%2026-10-30: 48.59%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
40.60%
41.88%
41.67%
45.19%
45.88%
43.97%
42.94%
41.90%
42.10%
48.59%