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ProShares Short S&P500 SH

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Market datapartial · fetched 2026-11-04T07:39:34.064Z

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 · 2026-11-04T01:00:00.153244224Z

FundamentalsAlpha Vantage · unavailable

Share price$32.94
1D-0.1%
AH$32.80$32.87$32.93$32.99$33.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSH
Sold putSold callAH

ProShares Short S&P500 options

Live interpolated SH call and put midpoint premiums by absolute delta.ProShares Short S&P500$0.10$0.50$0.91$1.32$1.72$31.20$32.07$32.94$33.81$34.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SH spot · $32.94SH PRICE$0.20$0.26$0.31$0.36$0.40$0.45$0.49$0.58$0.68$0.77$0.86$0.96$1.05$0.14$0.22$0.29$0.36$0.44$0.51$0.60$0.73$0.86$0.99$1.12$1.28$1.60
PutsExpensive1.66×
CallsExpensive1.51×
SkewNeutral-0.00 pp
Implied moveBearish±$1.09
TiltBearish10.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.6726.4%5.9%32.0417.0%3.2%
25Δ34.3025.4%4.9%32.2017.7%2.9%
30Δ33.9524.3%4.0%32.3718.3%2.6%
35Δ33.7222.9%3.5%32.5319.0%2.3%
40Δ33.4921.4%2.9%32.7019.6%2.1%
45Δ33.2619.9%2.3%32.8620.3%1.8%
50Δ33.0318.4%1.8%33.0320.8%1.5%
55Δ32.8617.9%1.5%33.2320.9%1.3%
60Δ32.7117.6%1.3%33.4321.0%1.1%
65Δ32.5517.2%1.2%33.6321.1%0.9%
70Δ32.3916.9%1.0%33.8321.2%0.7%
75Δ32.2316.5%0.8%34.0621.4%0.5%
80Δ32.0816.1%0.6%34.4322.4%0.3%

20Δ

Calls
Pseudo strike
34.67
IV
26.4%
B/E move
5.9%
Puts
Pseudo strike
32.04
IV
17.0%
B/E move
3.2%

25Δ

Calls
Pseudo strike
34.30
IV
25.4%
B/E move
4.9%
Puts
Pseudo strike
32.20
IV
17.7%
B/E move
2.9%

30Δ

Calls
Pseudo strike
33.95
IV
24.3%
B/E move
4.0%
Puts
Pseudo strike
32.37
IV
18.3%
B/E move
2.6%

35Δ

Calls
Pseudo strike
33.72
IV
22.9%
B/E move
3.5%
Puts
Pseudo strike
32.53
IV
19.0%
B/E move
2.3%

40Δ

Calls
Pseudo strike
33.49
IV
21.4%
B/E move
2.9%
Puts
Pseudo strike
32.70
IV
19.6%
B/E move
2.1%

45Δ

Calls
Pseudo strike
33.26
IV
19.9%
B/E move
2.3%
Puts
Pseudo strike
32.86
IV
20.3%
B/E move
1.8%

50Δ

Calls
Pseudo strike
33.03
IV
18.4%
B/E move
1.8%
Puts
Pseudo strike
33.03
IV
20.8%
B/E move
1.5%

55Δ

Calls
Pseudo strike
32.86
IV
17.9%
B/E move
1.5%
Puts
Pseudo strike
33.23
IV
20.9%
B/E move
1.3%

60Δ

Calls
Pseudo strike
32.71
IV
17.6%
B/E move
1.3%
Puts
Pseudo strike
33.43
IV
21.0%
B/E move
1.1%

65Δ

Calls
Pseudo strike
32.55
IV
17.2%
B/E move
1.2%
Puts
Pseudo strike
33.63
IV
21.1%
B/E move
0.9%

70Δ

Calls
Pseudo strike
32.39
IV
16.9%
B/E move
1.0%
Puts
Pseudo strike
33.83
IV
21.2%
B/E move
0.7%

75Δ

Calls
Pseudo strike
32.23
IV
16.5%
B/E move
0.8%
Puts
Pseudo strike
34.06
IV
21.4%
B/E move
0.5%

80Δ

Calls
Pseudo strike
32.08
IV
16.1%
B/E move
0.6%
Puts
Pseudo strike
34.43
IV
22.4%
B/E move
0.3%

Options history

IV · four-Friday blend19.79%
Daily EOD
SH15.7%18.8%21.8%2026-10-19: 21.43%2026-10-20: 18.17%2026-10-21: 16.14%2026-10-22: 21.20%2026-10-23: 17.03%2026-10-26: 19.07%2026-10-27: 18.60%2026-10-28: 17.59%2026-10-29: 17.09%2026-10-30: 19.79%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
21.43%
18.17%
16.14%
21.20%
17.03%
19.07%
18.60%
17.59%
17.09%
19.79%