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ProShares Trust ProShares Nasdaq-100 Dorsey Wright Momentum ETF QQQA

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Market dataready · fetched 2026-11-07T08:06:31.414Z

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 · 2026-11-06T21:00:00.389846088Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T08:06:31.056490+00:00

Share price$55.68
1D+0.1%
AH$55.48$55.78$56.08$56.38$56.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMQQQA
Sold putSold callAH

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$0.47$1.63$2.79$3.94$5.10$45.76$51.96$58.17$64.38$70.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive QQQA spot · $55.68QQQA PRICE$0.60$0.75$0.93$1.20$1.49$1.80$2.17$2.53$2.98$3.49$4.04$1.24$1.46$1.73$2.01$2.28$2.55$2.90$3.37$3.70$4.13$4.77
Puts——
Calls——
Skew——
Implied moveBearish±$4.45
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ61.0452.4%10.7%
25Δ59.7449.5%8.6%
30Δ58.7448.5%7.2%52.9558.3%7.1%
35Δ58.1250.8%6.5%53.8455.6%5.9%
40Δ57.4452.1%5.8%54.6154.2%5.0%
45Δ56.7553.5%5.2%55.3352.9%4.2%
50Δ56.0655.1%4.6%56.0251.2%3.5%
55Δ55.3355.3%3.9%56.6449.0%2.9%
60Δ54.5756.2%3.4%57.2947.9%2.3%
65Δ53.7857.6%2.9%57.9948.3%1.9%
70Δ52.9558.2%2.4%58.5746.0%1.5%
75Δ59.2244.4%1.1%
80Δ60.0344.3%0.8%

20Δ

Calls
Pseudo strike
61.04
IV
52.4%
B/E move
10.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
59.74
IV
49.5%
B/E move
8.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
58.74
IV
48.5%
B/E move
7.2%
Puts
Pseudo strike
52.95
IV
58.3%
B/E move
7.1%

35Δ

Calls
Pseudo strike
58.12
IV
50.8%
B/E move
6.5%
Puts
Pseudo strike
53.84
IV
55.6%
B/E move
5.9%

40Δ

Calls
Pseudo strike
57.44
IV
52.1%
B/E move
5.8%
Puts
Pseudo strike
54.61
IV
54.2%
B/E move
5.0%

45Δ

Calls
Pseudo strike
56.75
IV
53.5%
B/E move
5.2%
Puts
Pseudo strike
55.33
IV
52.9%
B/E move
4.2%

50Δ

Calls
Pseudo strike
56.06
IV
55.1%
B/E move
4.6%
Puts
Pseudo strike
56.02
IV
51.2%
B/E move
3.5%

55Δ

Calls
Pseudo strike
55.33
IV
55.3%
B/E move
3.9%
Puts
Pseudo strike
56.64
IV
49.0%
B/E move
2.9%

60Δ

Calls
Pseudo strike
54.57
IV
56.2%
B/E move
3.4%
Puts
Pseudo strike
57.29
IV
47.9%
B/E move
2.3%

65Δ

Calls
Pseudo strike
53.78
IV
57.6%
B/E move
2.9%
Puts
Pseudo strike
57.99
IV
48.3%
B/E move
1.9%

70Δ

Calls
Pseudo strike
52.95
IV
58.2%
B/E move
2.4%
Puts
Pseudo strike
58.57
IV
46.0%
B/E move
1.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
59.22
IV
44.4%
B/E move
1.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
60.03
IV
44.3%
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%