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ProShares UltraShort Consumer Discretionary SCC

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Market dataready · fetched 2026-11-04T08:56:11.033Z

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 · 2026-11-04T01:00:00.130909747Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T08:56:09.962429+00:00

Share price$14.34
1D+0.1%
AH$14.32$14.33$14.33$14.34$14.355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSCC
Sold putSold callAH

ProShares UltraShort Consumer Discretionary options

Live interpolated SCC call and put midpoint premiums by absolute delta.ProShares UltraShort Consumer Discretionary$0.00$1.49$2.99$4.48$5.97$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICESCC PRICE$0.30$0.43$0.55$0.68$0.75$0.81$0.87$0.94$1.00$1.10$1.21$1.31$1.42$0.16$0.20$0.23$0.27$1.92$2.22$2.78$3.95$5.54
Puts——
CallsExpensive1.95×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.7078.4%18.5%13.2345.8%8.8%
25Δ16.4887.2%17.9%13.4842.7%7.4%
30Δ16.2696.0%17.2%13.7339.5%5.9%
35Δ16.04104.8%16.6%13.9836.4%4.4%
40Δ15.5297.3%13.4%
45Δ14.9786.8%10.0%
50Δ14.6580.2%8.2%
55Δ14.3273.6%6.4%15.26114.0%7.0%
60Δ14.0066.9%4.6%15.72114.0%5.8%
65Δ13.7963.6%3.9%16.40121.4%5.0%
70Δ13.5860.3%3.1%17.62143.5%4.7%
75Δ13.3756.9%2.4%19.29163.0%4.1%
80Δ13.1653.6%1.7%

20Δ

Calls
Pseudo strike
16.70
IV
78.4%
B/E move
18.5%
Puts
Pseudo strike
13.23
IV
45.8%
B/E move
8.8%

25Δ

Calls
Pseudo strike
16.48
IV
87.2%
B/E move
17.9%
Puts
Pseudo strike
13.48
IV
42.7%
B/E move
7.4%

30Δ

Calls
Pseudo strike
16.26
IV
96.0%
B/E move
17.2%
Puts
Pseudo strike
13.73
IV
39.5%
B/E move
5.9%

35Δ

Calls
Pseudo strike
16.04
IV
104.8%
B/E move
16.6%
Puts
Pseudo strike
13.98
IV
36.4%
B/E move
4.4%

40Δ

Calls
Pseudo strike
15.52
IV
97.3%
B/E move
13.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
14.97
IV
86.8%
B/E move
10.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
14.65
IV
80.2%
B/E move
8.2%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
14.32
IV
73.6%
B/E move
6.4%
Puts
Pseudo strike
15.26
IV
114.0%
B/E move
7.0%

60Δ

Calls
Pseudo strike
14.00
IV
66.9%
B/E move
4.6%
Puts
Pseudo strike
15.72
IV
114.0%
B/E move
5.8%

65Δ

Calls
Pseudo strike
13.79
IV
63.6%
B/E move
3.9%
Puts
Pseudo strike
16.40
IV
121.4%
B/E move
5.0%

70Δ

Calls
Pseudo strike
13.58
IV
60.3%
B/E move
3.1%
Puts
Pseudo strike
17.62
IV
143.5%
B/E move
4.7%

75Δ

Calls
Pseudo strike
13.37
IV
56.9%
B/E move
2.4%
Puts
Pseudo strike
19.29
IV
163.0%
B/E move
4.1%

80Δ

Calls
Pseudo strike
13.16
IV
53.6%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend72.41%
Daily EOD
SCC61.2%68.4%75.5%2026-10-19: 65.50%2026-10-20: 62.93%2026-10-21: 65.92%2026-10-22: 62.71%2026-10-23: 68.10%2026-10-26: 67.39%2026-10-27: 62.22%2026-10-28: 64.52%2026-10-29: 74.54%2026-10-30: 72.41%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
65.50%
62.93%
65.92%
62.71%
68.10%
67.39%
62.22%
64.52%
74.54%
72.41%