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ProShares UltraShort S&P500 SDS

i

Market dataready · fetched 2026-11-07T05:07:39.091Z

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 · 2026-11-07T01:00:00.135497045Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T05:07:38.529234+00:00

Share price$58.76
1D-0.2%
AH$57.76$58.08$58.40$58.72$59.045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSDS
Sold putSold callAH

ProShares UltraShort S&P500 options

Live interpolated SDS call and put midpoint premiums by absolute delta.ProShares UltraShort S&P500$0.36$3.12$5.87$8.62$11.38$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICESDS PRICE$0.70$0.84$1.01$1.25$1.47$1.72$2.03$2.34$2.53$2.52$2.52$2.77$3.07$0.66$0.91$1.21$1.61$2.06$3.63$4.38$5.49$6.72$8.59$10.58
Puts——
CallsExpensive1.18×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ65.1059.6%12.0%
25Δ63.3353.6%9.2%56.2637.4%5.4%
30Δ62.1250.1%7.4%56.7340.2%5.0%
35Δ61.3150.2%6.5%57.2343.6%4.7%
40Δ60.5149.0%5.5%57.7847.7%4.4%
45Δ59.7647.9%4.6%58.4251.1%4.1%
50Δ59.0948.5%4.0%
55Δ58.4247.9%3.4%60.2164.8%3.7%
60Δ57.8545.2%2.8%61.2666.9%3.2%
65Δ57.4639.4%2.1%62.5972.0%2.8%
70Δ57.0633.5%1.4%64.0875.8%2.4%
75Δ56.6231.6%1.1%66.1782.6%2.0%
80Δ56.1630.3%0.8%68.4386.7%1.5%

20Δ

Calls
Pseudo strike
65.10
IV
59.6%
B/E move
12.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
63.33
IV
53.6%
B/E move
9.2%
Puts
Pseudo strike
56.26
IV
37.4%
B/E move
5.4%

30Δ

Calls
Pseudo strike
62.12
IV
50.1%
B/E move
7.4%
Puts
Pseudo strike
56.73
IV
40.2%
B/E move
5.0%

35Δ

Calls
Pseudo strike
61.31
IV
50.2%
B/E move
6.5%
Puts
Pseudo strike
57.23
IV
43.6%
B/E move
4.7%

40Δ

Calls
Pseudo strike
60.51
IV
49.0%
B/E move
5.5%
Puts
Pseudo strike
57.78
IV
47.7%
B/E move
4.4%

45Δ

Calls
Pseudo strike
59.76
IV
47.9%
B/E move
4.6%
Puts
Pseudo strike
58.42
IV
51.1%
B/E move
4.1%

50Δ

Calls
Pseudo strike
59.09
IV
48.5%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
58.42
IV
47.9%
B/E move
3.4%
Puts
Pseudo strike
60.21
IV
64.8%
B/E move
3.7%

60Δ

Calls
Pseudo strike
57.85
IV
45.2%
B/E move
2.8%
Puts
Pseudo strike
61.26
IV
66.9%
B/E move
3.2%

65Δ

Calls
Pseudo strike
57.46
IV
39.4%
B/E move
2.1%
Puts
Pseudo strike
62.59
IV
72.0%
B/E move
2.8%

70Δ

Calls
Pseudo strike
57.06
IV
33.5%
B/E move
1.4%
Puts
Pseudo strike
64.08
IV
75.8%
B/E move
2.4%

75Δ

Calls
Pseudo strike
56.62
IV
31.6%
B/E move
1.1%
Puts
Pseudo strike
66.17
IV
82.6%
B/E move
2.0%

80Δ

Calls
Pseudo strike
56.16
IV
30.3%
B/E move
0.8%
Puts
Pseudo strike
68.43
IV
86.7%
B/E move
1.5%

Options history

IV · four-Friday blend36.42%
Daily close
SDS24.4%30.9%37.3%2026-08-10: 29.43%2026-08-11: 30.69%2026-08-12: 29.51%2026-08-13: 27.25%2026-08-14: 29.33%2026-08-17: 28.30%2026-08-18: 29.03%2026-08-19: 30.02%2026-08-20: 31.06%2026-08-21: 29.25%2026-08-24: 29.62%2026-08-25: 29.75%2026-08-26: 28.51%2026-08-27: 26.87%2026-08-28: 28.77%2026-08-31: 28.26%2026-09-01: 29.54%2026-09-02: 27.68%2026-09-03: 27.24%2026-09-04: 27.37%2026-09-08: 31.00%2026-09-09: 30.80%2026-09-10: 32.86%2026-09-11: 29.18%2026-09-14: 30.88%2026-09-15: 31.93%2026-09-16: 34.18%2026-09-17: 28.93%2026-09-18: 28.54%2026-09-21: 26.85%2026-09-22: 27.53%2026-09-23: 27.48%2026-09-24: 28.33%2026-09-25: 26.70%2026-09-28: 29.14%2026-09-29: 29.39%2026-09-30: 29.33%2026-10-01: 29.16%2026-10-02: 26.57%2026-10-05: 27.02%2026-10-06: 25.87%2026-10-07: 26.21%2026-10-08: 26.88%2026-10-09: 25.31%2026-10-12: 28.18%2026-10-13: 26.44%2026-10-14: 28.46%2026-10-15: 31.73%2026-10-16: 33.43%2026-10-19: 31.16%2026-10-20: 29.90%2026-10-21: 30.09%2026-10-22: 33.68%2026-10-23: 33.74%2026-10-26: 31.76%2026-10-27: 30.12%2026-10-28: 32.19%2026-10-29: 30.95%2026-10-30: 36.42%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
29.43%
30.69%
29.51%
27.25%
29.33%
28.30%
29.03%
30.02%
31.06%
29.25%
29.62%
29.75%
28.51%
26.87%
28.77%
28.26%
29.54%
27.68%
27.24%
27.37%
31.00%
30.80%
32.86%
29.18%
30.88%
31.93%
34.18%
28.93%
28.54%
26.85%
27.53%
27.48%
28.33%
26.70%
29.14%
29.39%
29.33%
29.16%
26.57%
27.02%
25.87%
26.21%
26.88%
25.31%
28.18%
26.44%
28.46%
31.73%
33.43%
31.16%
29.90%
30.09%
33.68%
33.74%
31.76%
30.12%
32.19%
30.95%
36.42%