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ProShares Short Russell2000 RWM

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Market dataready · fetched 2026-11-04T07:28:38.029Z

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 · 2026-11-04T01:00:00.117212101Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T07:25:28.755966+00:00

Share price$14.35
1D+0.6%
AH$14.24$14.28$14.32$14.35$14.395:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRWM
Sold putSold callAH

ProShares Short Russell2000 options

Live interpolated RWM call and put midpoint premiums by absolute delta.ProShares Short Russell2000$0.07$0.38$0.70$1.02$1.34$13.61$13.96$14.31$14.66$15.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive RWM spot · $14.35RWM PRICE$0.10$0.12$0.15$0.19$0.23$0.26$0.30$0.34$0.37$0.41$0.45$0.24$0.32$0.41$0.49$0.57$0.66$0.74$0.83$1.04$1.25
Puts——
Calls——
Skew——
Implied moveBearish±$0.79
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.3332.4%7.5%
25Δ14.9525.9%5.0%
30Δ14.8625.3%4.6%
35Δ14.7624.8%4.2%14.0928.3%3.4%
40Δ14.6624.2%3.7%14.2229.4%3.1%
45Δ14.5623.7%3.3%14.3530.6%2.8%
50Δ14.4623.2%2.9%14.4831.7%2.5%
55Δ14.3722.6%2.5%14.6132.9%2.2%
60Δ14.2722.1%2.0%14.7434.1%1.8%
65Δ14.1721.5%1.6%14.8735.2%1.5%
70Δ14.0721.0%1.2%15.0036.3%1.2%
75Δ15.2536.9%1.0%
80Δ15.5037.4%0.7%

20Δ

Calls
Pseudo strike
15.33
IV
32.4%
B/E move
7.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
14.95
IV
25.9%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
14.86
IV
25.3%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
14.76
IV
24.8%
B/E move
4.2%
Puts
Pseudo strike
14.09
IV
28.3%
B/E move
3.4%

40Δ

Calls
Pseudo strike
14.66
IV
24.2%
B/E move
3.7%
Puts
Pseudo strike
14.22
IV
29.4%
B/E move
3.1%

45Δ

Calls
Pseudo strike
14.56
IV
23.7%
B/E move
3.3%
Puts
Pseudo strike
14.35
IV
30.6%
B/E move
2.8%

50Δ

Calls
Pseudo strike
14.46
IV
23.2%
B/E move
2.9%
Puts
Pseudo strike
14.48
IV
31.7%
B/E move
2.5%

55Δ

Calls
Pseudo strike
14.37
IV
22.6%
B/E move
2.5%
Puts
Pseudo strike
14.61
IV
32.9%
B/E move
2.2%

60Δ

Calls
Pseudo strike
14.27
IV
22.1%
B/E move
2.0%
Puts
Pseudo strike
14.74
IV
34.1%
B/E move
1.8%

65Δ

Calls
Pseudo strike
14.17
IV
21.5%
B/E move
1.6%
Puts
Pseudo strike
14.87
IV
35.2%
B/E move
1.5%

70Δ

Calls
Pseudo strike
14.07
IV
21.0%
B/E move
1.2%
Puts
Pseudo strike
15.00
IV
36.3%
B/E move
1.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.25
IV
36.9%
B/E move
1.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.50
IV
37.4%
B/E move
0.7%

Options history

IV · four-Friday blend28.09%
Daily EOD
RWM24.6%26.5%28.4%2026-10-19: 26.14%2026-10-20: 26.30%2026-10-22: 25.96%2026-10-23: 24.88%2026-10-29: 25.78%2026-10-30: 28.09%Oct 19Oct 22Oct 30
6 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
26.14%
26.30%
25.96%
24.88%
25.78%
28.09%