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ProShares S&P SmallCap 600 Dividend Aristocrats ETF SMDV

i

Market dataready · fetched 2026-11-07T21:44:28.817Z

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 · 2026-11-07T01:00:06.953439681Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T21:44:28.220068+00:00

Share price$74.36
1D-0.2%
AH$74.23$74.41$74.60$74.79$74.975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSMDV
Sold putSold callAH

ProShares S&P SmallCap 600 Dividend Aristocrats ETF options

Live interpolated SMDV call and put midpoint premiums by absolute delta.ProShares S&P SmallCap 600 Dividend Aristocrats ETF$1.15$1.58$2.00$2.42$2.84$70.23$72.54$74.86$77.17$79.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive SMDV spot · $74.36SMDV PRICE$1.20$1.25$1.36$1.53$1.68$1.86$2.07$2.27$2.48$2.60$2.72$1.27$1.34$1.43$1.53$1.65$1.80$1.92$2.03$2.14$2.25
Puts——
Calls——
Skew——
Implied moveBalanced±$3.78
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ66.7275.7%12.0%
25Δ80.9960.7%10.5%69.3860.8%8.5%
30Δ78.5449.2%7.3%71.1351.1%6.3%
35Δ77.1243.2%5.5%72.3444.5%4.8%
40Δ76.1439.9%4.4%73.2639.7%3.7%
45Δ75.3436.9%3.6%74.0136.4%2.9%
50Δ74.6534.7%2.9%74.5833.1%2.3%
55Δ74.0333.0%2.3%75.1130.1%1.7%
60Δ73.5131.3%1.9%75.5027.5%1.3%
65Δ72.9929.6%1.5%75.8925.0%1.0%
70Δ72.6527.0%1.2%
75Δ72.3124.5%0.9%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
66.72
IV
75.7%
B/E move
12.0%

25Δ

Calls
Pseudo strike
80.99
IV
60.7%
B/E move
10.5%
Puts
Pseudo strike
69.38
IV
60.8%
B/E move
8.5%

30Δ

Calls
Pseudo strike
78.54
IV
49.2%
B/E move
7.3%
Puts
Pseudo strike
71.13
IV
51.1%
B/E move
6.3%

35Δ

Calls
Pseudo strike
77.12
IV
43.2%
B/E move
5.5%
Puts
Pseudo strike
72.34
IV
44.5%
B/E move
4.8%

40Δ

Calls
Pseudo strike
76.14
IV
39.9%
B/E move
4.4%
Puts
Pseudo strike
73.26
IV
39.7%
B/E move
3.7%

45Δ

Calls
Pseudo strike
75.34
IV
36.9%
B/E move
3.6%
Puts
Pseudo strike
74.01
IV
36.4%
B/E move
2.9%

50Δ

Calls
Pseudo strike
74.65
IV
34.7%
B/E move
2.9%
Puts
Pseudo strike
74.58
IV
33.1%
B/E move
2.3%

55Δ

Calls
Pseudo strike
74.03
IV
33.0%
B/E move
2.3%
Puts
Pseudo strike
75.11
IV
30.1%
B/E move
1.7%

60Δ

Calls
Pseudo strike
73.51
IV
31.3%
B/E move
1.9%
Puts
Pseudo strike
75.50
IV
27.5%
B/E move
1.3%

65Δ

Calls
Pseudo strike
72.99
IV
29.6%
B/E move
1.5%
Puts
Pseudo strike
75.89
IV
25.0%
B/E move
1.0%

70Δ

Calls
Pseudo strike
72.65
IV
27.0%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
72.31
IV
24.5%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

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

Options history

IV · four-Friday blend84.44%
Daily EOD
SMDV16.1%52.8%89.5%2026-10-19: 28.95%2026-10-20: 21.21%2026-10-21: 34.84%2026-10-22: 21.86%2026-10-23: 35.22%2026-10-26: 32.56%2026-10-27: 26.57%2026-10-28: 39.34%2026-10-29: 28.03%2026-10-30: 84.44%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
28.95%
21.21%
34.84%
21.86%
35.22%
32.56%
26.57%
39.34%
28.03%
84.44%