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ProShares Trust ProShares Nasdaq-100 Dorsey Wright Momentum ETF QQQA

i

Market dataready · fetched 2026-11-05T15:40:57.590Z

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 · 2026-11-05T15:40:23.02958979Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-05T15:40:56.016925+00:00

Share price$55.16
1D-6.6%
$55$56$57$58$595:30 AM6:30 AM9:00 AM1:00 PMQQQA
Sold putSold call

ProShares Trust ProShares Nasdaq-100 Dorsey Wright Momentum ETF options

Live interpolated QQQA call and put midpoint premiums by absolute delta.ProShares Trust ProShares Nasdaq-100 Dorsey Wright Momentum ETF$0.52$1.69$2.87$4.04$5.22$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEQQQA PRICE$0.65$0.82$1.05$1.34$1.68$3.48$3.82$4.41$4.88
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ61.0454.3%11.8%
25Δ59.6251.2%9.6%
30Δ58.6951.7%8.3%
35Δ57.9753.9%7.5%
40Δ57.2255.9%6.8%
45Δ
50Δ
55Δ
60Δ
65Δ57.5446.8%2.0%
70Δ58.1744.5%1.5%
75Δ58.9544.5%1.1%
80Δ59.6142.3%0.8%

20Δ

Calls
Pseudo strike
61.04
IV
54.3%
B/E move
11.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
59.62
IV
51.2%
B/E move
9.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
58.69
IV
51.7%
B/E move
8.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
57.97
IV
53.9%
B/E move
7.5%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
57.22
IV
55.9%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.54
IV
46.8%
B/E move
2.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
58.17
IV
44.5%
B/E move
1.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
58.95
IV
44.5%
B/E move
1.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
59.61
IV
42.3%
B/E move
0.8%

Options history

IV · four-Friday blend31.88%
Daily EOD
QQQA30.5%40.2%49.9%2026-10-19: 39.90%2026-10-20: 32.62%2026-10-21: 42.04%2026-10-22: 41.08%2026-10-23: 40.93%2026-10-26: 47.61%2026-10-27: 32.68%2026-10-28: 32.12%2026-10-29: 48.56%2026-10-30: 31.88%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
39.90%
32.62%
42.04%
41.08%
40.93%
47.61%
32.68%
32.12%
48.56%
31.88%