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ProShares UltraShort Utilities SDP

i

Market dataready · fetched 2026-11-04T04:05:48.512Z

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 · 2026-11-04T01:00:00.134707714Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T04:05:47.989994+00:00

Share price$23.24
1D+2.0%
AH$22.76$22.90$23.04$23.17$23.315:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSDP
Sold putSold callAH

ProShares UltraShort Utilities options

Live interpolated SDP call and put midpoint premiums by absolute delta.ProShares UltraShort Utilities$0.31$1.24$2.17$3.10$4.03$20.69$21.99$23.29$24.59$25.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SDP spot · $23.24SDP PRICE$0.42$0.41$0.45$0.51$0.56$0.62$0.68$0.75$0.90$1.06$1.21$1.36$0.43$0.48$0.61$0.74$0.90$1.14$1.37$1.76$2.37$3.38$3.76
Puts——
Calls——
Skew——
Implied moveBearish±$1.76
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.3981.3%19.6%20.6572.9%13.0%
25Δ
30Δ24.6845.7%8.0%22.2245.9%6.4%
35Δ24.2240.7%6.1%22.5246.8%5.7%
40Δ23.8837.3%4.9%22.8147.7%5.0%
45Δ23.6535.0%4.2%23.1249.0%4.4%
50Δ23.4232.8%3.4%23.4651.1%3.9%
55Δ23.1830.6%2.7%23.8053.2%3.5%
60Δ22.9628.8%2.0%24.2758.4%3.1%
65Δ22.7428.9%1.8%24.9268.0%3.0%
70Δ22.5329.0%1.5%25.9581.9%2.9%
75Δ22.3129.2%1.2%26.4978.6%2.2%
80Δ22.1029.3%0.9%

20Δ

Calls
Pseudo strike
27.39
IV
81.3%
B/E move
19.6%
Puts
Pseudo strike
20.65
IV
72.9%
B/E move
13.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
24.68
IV
45.7%
B/E move
8.0%
Puts
Pseudo strike
22.22
IV
45.9%
B/E move
6.4%

35Δ

Calls
Pseudo strike
24.22
IV
40.7%
B/E move
6.1%
Puts
Pseudo strike
22.52
IV
46.8%
B/E move
5.7%

40Δ

Calls
Pseudo strike
23.88
IV
37.3%
B/E move
4.9%
Puts
Pseudo strike
22.81
IV
47.7%
B/E move
5.0%

45Δ

Calls
Pseudo strike
23.65
IV
35.0%
B/E move
4.2%
Puts
Pseudo strike
23.12
IV
49.0%
B/E move
4.4%

50Δ

Calls
Pseudo strike
23.42
IV
32.8%
B/E move
3.4%
Puts
Pseudo strike
23.46
IV
51.1%
B/E move
3.9%

55Δ

Calls
Pseudo strike
23.18
IV
30.6%
B/E move
2.7%
Puts
Pseudo strike
23.80
IV
53.2%
B/E move
3.5%

60Δ

Calls
Pseudo strike
22.96
IV
28.8%
B/E move
2.0%
Puts
Pseudo strike
24.27
IV
58.4%
B/E move
3.1%

65Δ

Calls
Pseudo strike
22.74
IV
28.9%
B/E move
1.8%
Puts
Pseudo strike
24.92
IV
68.0%
B/E move
3.0%

70Δ

Calls
Pseudo strike
22.53
IV
29.0%
B/E move
1.5%
Puts
Pseudo strike
25.95
IV
81.9%
B/E move
2.9%

75Δ

Calls
Pseudo strike
22.31
IV
29.2%
B/E move
1.2%
Puts
Pseudo strike
26.49
IV
78.6%
B/E move
2.2%

80Δ

Calls
Pseudo strike
22.10
IV
29.3%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend42.67%
Daily EOD
SDP36.5%40.3%44.1%2026-10-19: 43.34%2026-10-20: 43.59%2026-10-21: 40.58%2026-10-22: 37.07%2026-10-23: 40.68%2026-10-26: 41.58%2026-10-27: 38.18%2026-10-28: 42.18%2026-10-29: 41.90%2026-10-30: 42.67%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
43.34%
43.59%
40.58%
37.07%
40.68%
41.58%
38.18%
42.18%
41.90%
42.67%