IntraAlpha
Create free account Start free

ProShares Ultra Technology ROM

i

Market dataready · fetched 2026-11-03T15:43:35.686Z

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 · 2026-11-03T15:42:29.480206274Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T15:43:35.292227+00:00

Share price$128.03
1D+0.9%
$126.35$126.83$127.32$127.81$128.305:30 AM6:30 AM9:00 AM1:00 PMROM
Sold putSold call

ProShares Ultra Technology options

Live interpolated ROM call and put midpoint premiums by absolute delta.ProShares Ultra Technology$1.21$6.87$12.53$18.19$23.85$100.97$114.75$128.53$142.31$156.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ROM spot · $128.03ROM PRICE$1.83$2.46$3.13$3.86$4.72$5.77$6.85$8.17$9.50$11.19$13.02$15.58$18.08$3.01$3.98$5.03$5.95$6.76$8.08$9.48$10.80$12.16$14.15$16.31$18.88$22.22
PutsFair1.03×
CallsExpensive1.47×
SkewBearish+9.56 pp
Implied moveBearish±$16.33
TiltBearish13.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ145.1763.0%14.8%111.1888.3%15.5%
25Δ142.0963.3%12.9%114.9487.6%13.3%
30Δ139.1863.5%11.2%118.3286.1%11.5%
35Δ136.5663.4%9.7%121.5582.8%9.7%
40Δ134.1164.1%8.4%124.6477.7%7.9%
45Δ131.8866.0%7.5%127.3777.1%6.8%
50Δ129.6367.7%6.6%130.0577.1%5.8%
55Δ127.2469.1%5.8%132.6075.0%4.9%
60Δ124.8470.6%4.9%135.1773.0%3.9%
65Δ122.2072.0%4.2%138.0472.9%3.2%
70Δ119.4573.7%3.5%141.0572.7%2.6%
75Δ116.1377.3%2.9%144.3972.7%2.0%
80Δ112.8078.0%2.2%148.4173.0%1.4%

20Δ

Calls
Pseudo strike
145.17
IV
63.0%
B/E move
14.8%
Puts
Pseudo strike
111.18
IV
88.3%
B/E move
15.5%

25Δ

Calls
Pseudo strike
142.09
IV
63.3%
B/E move
12.9%
Puts
Pseudo strike
114.94
IV
87.6%
B/E move
13.3%

30Δ

Calls
Pseudo strike
139.18
IV
63.5%
B/E move
11.2%
Puts
Pseudo strike
118.32
IV
86.1%
B/E move
11.5%

35Δ

Calls
Pseudo strike
136.56
IV
63.4%
B/E move
9.7%
Puts
Pseudo strike
121.55
IV
82.8%
B/E move
9.7%

40Δ

Calls
Pseudo strike
134.11
IV
64.1%
B/E move
8.4%
Puts
Pseudo strike
124.64
IV
77.7%
B/E move
7.9%

45Δ

Calls
Pseudo strike
131.88
IV
66.0%
B/E move
7.5%
Puts
Pseudo strike
127.37
IV
77.1%
B/E move
6.8%

50Δ

Calls
Pseudo strike
129.63
IV
67.7%
B/E move
6.6%
Puts
Pseudo strike
130.05
IV
77.1%
B/E move
5.8%

55Δ

Calls
Pseudo strike
127.24
IV
69.1%
B/E move
5.8%
Puts
Pseudo strike
132.60
IV
75.0%
B/E move
4.9%

60Δ

Calls
Pseudo strike
124.84
IV
70.6%
B/E move
4.9%
Puts
Pseudo strike
135.17
IV
73.0%
B/E move
3.9%

65Δ

Calls
Pseudo strike
122.20
IV
72.0%
B/E move
4.2%
Puts
Pseudo strike
138.04
IV
72.9%
B/E move
3.2%

70Δ

Calls
Pseudo strike
119.45
IV
73.7%
B/E move
3.5%
Puts
Pseudo strike
141.05
IV
72.7%
B/E move
2.6%

75Δ

Calls
Pseudo strike
116.13
IV
77.3%
B/E move
2.9%
Puts
Pseudo strike
144.39
IV
72.7%
B/E move
2.0%

80Δ

Calls
Pseudo strike
112.80
IV
78.0%
B/E move
2.2%
Puts
Pseudo strike
148.41
IV
73.0%
B/E move
1.4%

Options history

IV · four-Friday blend60.32%
Daily EOD
ROM50.7%55.9%61.0%2026-10-19: 51.42%2026-10-20: 52.45%2026-10-21: 51.90%2026-10-22: 55.53%2026-10-23: 56.03%2026-10-27: 54.63%2026-10-28: 52.71%2026-10-29: 52.46%2026-10-30: 60.32%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
51.42%
52.45%
51.90%
55.53%
56.03%
54.63%
52.71%
52.46%
60.32%