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Proshares UltraShort Technology REW

i

Market dataready · fetched 2026-11-04T09:38:55.403Z

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 · 2026-11-04T01:00:00.117089844Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T09:38:54.648895+00:00

Share price$12.50
1D-2.0%
AH$12.34$12.46$12.59$12.71$12.835:30 AM6:30 AM9:00 AM1:00 PM2:00 PMREW
Sold putSold callAH

Proshares UltraShort Technology options

Live interpolated REW call and put midpoint premiums by absolute delta.Proshares UltraShort Technology$0.20$1.28$2.35$3.43$4.50$9.20$10.73$12.26$13.79$15.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive REW spot · $12.49REW PRICE$0.32$0.33$0.42$0.50$0.57$0.64$0.76$0.88$1.00$1.13$1.31$1.49$1.67$0.32$0.39$0.48$0.57$0.74$0.98$1.22$1.49$1.78$2.09$2.67$3.35$4.19
PutsExpensive1.87×
CallsExpensive1.28×
SkewBearish+17.73 pp
Implied moveBearish±$1.98
TiltBearish29.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.04120.1%30.9%10.67100.5%17.2%
25Δ14.5892.2%19.4%11.1890.4%13.7%
30Δ14.1491.6%16.6%11.5286.7%11.6%
35Δ13.7388.3%13.9%11.8683.0%9.6%
40Δ13.3483.5%11.3%12.1985.6%8.4%
45Δ12.9679.4%8.9%12.5192.4%7.7%
50Δ12.7078.9%7.7%12.8399.1%7.1%
55Δ12.4478.3%6.6%13.19103.8%6.4%
60Δ12.1777.8%5.4%13.60105.9%5.4%
65Δ11.9177.2%4.4%14.02108.2%4.5%
70Δ11.6476.5%3.6%14.68116.0%3.9%
75Δ11.3675.8%2.9%15.45123.8%3.2%
80Δ11.0975.1%2.1%16.38129.7%2.5%

20Δ

Calls
Pseudo strike
16.04
IV
120.1%
B/E move
30.9%
Puts
Pseudo strike
10.67
IV
100.5%
B/E move
17.2%

25Δ

Calls
Pseudo strike
14.58
IV
92.2%
B/E move
19.4%
Puts
Pseudo strike
11.18
IV
90.4%
B/E move
13.7%

30Δ

Calls
Pseudo strike
14.14
IV
91.6%
B/E move
16.6%
Puts
Pseudo strike
11.52
IV
86.7%
B/E move
11.6%

35Δ

Calls
Pseudo strike
13.73
IV
88.3%
B/E move
13.9%
Puts
Pseudo strike
11.86
IV
83.0%
B/E move
9.6%

40Δ

Calls
Pseudo strike
13.34
IV
83.5%
B/E move
11.3%
Puts
Pseudo strike
12.19
IV
85.6%
B/E move
8.4%

45Δ

Calls
Pseudo strike
12.96
IV
79.4%
B/E move
8.9%
Puts
Pseudo strike
12.51
IV
92.4%
B/E move
7.7%

50Δ

Calls
Pseudo strike
12.70
IV
78.9%
B/E move
7.7%
Puts
Pseudo strike
12.83
IV
99.1%
B/E move
7.1%

55Δ

Calls
Pseudo strike
12.44
IV
78.3%
B/E move
6.6%
Puts
Pseudo strike
13.19
IV
103.8%
B/E move
6.4%

60Δ

Calls
Pseudo strike
12.17
IV
77.8%
B/E move
5.4%
Puts
Pseudo strike
13.60
IV
105.9%
B/E move
5.4%

65Δ

Calls
Pseudo strike
11.91
IV
77.2%
B/E move
4.4%
Puts
Pseudo strike
14.02
IV
108.2%
B/E move
4.5%

70Δ

Calls
Pseudo strike
11.64
IV
76.5%
B/E move
3.6%
Puts
Pseudo strike
14.68
IV
116.0%
B/E move
3.9%

75Δ

Calls
Pseudo strike
11.36
IV
75.8%
B/E move
2.9%
Puts
Pseudo strike
15.45
IV
123.8%
B/E move
3.2%

80Δ

Calls
Pseudo strike
11.09
IV
75.1%
B/E move
2.1%
Puts
Pseudo strike
16.38
IV
129.7%
B/E move
2.5%

Options history

IV · four-Friday blend123.33%
Daily EOD
REW95.9%120.5%145.1%2026-10-19: 99.28%2026-10-20: 126.15%2026-10-21: 128.11%2026-10-22: 113.38%2026-10-23: 116.36%2026-10-26: 137.19%2026-10-27: 138.06%2026-10-28: 141.71%2026-10-29: 138.95%2026-10-30: 123.33%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
99.28%
126.15%
128.11%
113.38%
116.36%
137.19%
138.06%
141.71%
138.95%
123.33%