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ProShares UltraPro Short QQQ SQQQ

i

Market dataready · fetched 2026-11-07T01:35:37.164Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:59:54.166872563Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T01:35:36.688264+00:00

Share price$47.41
1D+0.6%
AH$46.04$46.56$47.08$47.61$48.135:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSQQQ
Sold putSold callAH

ProShares UltraPro Short QQQ options

Live interpolated SQQQ call and put midpoint premiums by absolute delta.ProShares UltraPro Short QQQ$0.34$2.88$5.41$7.95$10.48$38.15$42.70$47.25$51.80$56.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SQQQ spot · $47.41SQQQ PRICE$0.90$1.14$1.40$1.61$2.01$2.36$2.64$3.03$3.32$3.62$4.38$4.64$5.30$0.62$0.93$1.25$1.61$2.04$2.45$2.97$3.54$5.07$5.75$7.40$9.75
Puts——
CallsExpensive1.11×
Skew——
Implied moveBearish±$5.61
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ56.37134.0%20.8%43.5079.6%9.5%
25Δ54.24126.7%16.8%43.9889.4%9.2%
30Δ52.60122.2%13.9%44.7093.4%8.3%
35Δ51.03113.4%11.0%45.4696.5%7.5%
40Δ50.09117.4%9.9%46.25100.5%6.8%
45Δ49.04116.3%8.4%47.07100.7%5.9%
50Δ48.00110.6%6.8%47.93103.3%5.2%
55Δ47.08109.1%5.7%48.84105.0%4.5%
60Δ46.23103.3%4.5%50.37126.2%4.4%
65Δ45.4597.5%3.5%51.42124.5%3.7%
70Δ44.46103.7%3.0%
75Δ43.7994.8%2.2%53.76119.3%2.2%
80Δ42.8994.2%1.6%56.30132.5%1.8%

20Δ

Calls
Pseudo strike
56.37
IV
134.0%
B/E move
20.8%
Puts
Pseudo strike
43.50
IV
79.6%
B/E move
9.5%

25Δ

Calls
Pseudo strike
54.24
IV
126.7%
B/E move
16.8%
Puts
Pseudo strike
43.98
IV
89.4%
B/E move
9.2%

30Δ

Calls
Pseudo strike
52.60
IV
122.2%
B/E move
13.9%
Puts
Pseudo strike
44.70
IV
93.4%
B/E move
8.3%

35Δ

Calls
Pseudo strike
51.03
IV
113.4%
B/E move
11.0%
Puts
Pseudo strike
45.46
IV
96.5%
B/E move
7.5%

40Δ

Calls
Pseudo strike
50.09
IV
117.4%
B/E move
9.9%
Puts
Pseudo strike
46.25
IV
100.5%
B/E move
6.8%

45Δ

Calls
Pseudo strike
49.04
IV
116.3%
B/E move
8.4%
Puts
Pseudo strike
47.07
IV
100.7%
B/E move
5.9%

50Δ

Calls
Pseudo strike
48.00
IV
110.6%
B/E move
6.8%
Puts
Pseudo strike
47.93
IV
103.3%
B/E move
5.2%

55Δ

Calls
Pseudo strike
47.08
IV
109.1%
B/E move
5.7%
Puts
Pseudo strike
48.84
IV
105.0%
B/E move
4.5%

60Δ

Calls
Pseudo strike
46.23
IV
103.3%
B/E move
4.5%
Puts
Pseudo strike
50.37
IV
126.2%
B/E move
4.4%

65Δ

Calls
Pseudo strike
45.45
IV
97.5%
B/E move
3.5%
Puts
Pseudo strike
51.42
IV
124.5%
B/E move
3.7%

70Δ

Calls
Pseudo strike
44.46
IV
103.7%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
43.79
IV
94.8%
B/E move
2.2%
Puts
Pseudo strike
53.76
IV
119.3%
B/E move
2.2%

80Δ

Calls
Pseudo strike
42.89
IV
94.2%
B/E move
1.6%
Puts
Pseudo strike
56.30
IV
132.5%
B/E move
1.8%

Options history

IV · four-Friday blend85.65%
Daily close
SQQQ45.3%69.4%93.4%2026-08-10: 60.88%2026-08-11: 57.22%2026-08-12: 53.50%2026-08-13: 52.83%2026-08-14: 51.02%2026-08-17: 53.94%2026-08-18: 57.14%2026-08-19: 55.83%2026-08-20: 59.73%2026-08-21: 55.19%2026-08-24: 59.59%2026-08-25: 58.28%2026-08-26: 57.70%2026-08-27: 51.66%2026-08-28: 50.09%2026-08-31: 50.76%2026-09-01: 57.38%2026-09-02: 53.19%2026-09-03: 49.74%2026-09-04: 49.41%2026-09-08: 58.23%2026-09-09: 62.04%2026-09-10: 70.55%2026-09-11: 55.86%2026-09-14: 61.20%2026-09-15: 65.85%2026-09-16: 65.17%2026-09-17: 53.39%2026-09-18: 49.85%2026-09-21: 56.20%2026-09-22: 53.31%2026-09-23: 53.86%2026-09-24: 53.93%2026-09-25: 51.95%2026-09-28: 57.76%2026-09-29: 57.53%2026-09-30: 58.94%2026-10-01: 59.93%2026-10-02: 51.25%2026-10-05: 52.44%2026-10-06: 49.80%2026-10-07: 48.66%2026-10-08: 53.51%2026-10-09: 50.69%2026-10-12: 52.43%2026-10-13: 54.37%2026-10-14: 64.32%2026-10-15: 61.88%2026-10-16: 75.01%2026-10-19: 71.72%2026-10-20: 70.84%2026-10-21: 68.95%2026-10-22: 90.09%2026-10-23: 82.02%2026-10-26: 76.96%2026-10-27: 71.73%2026-10-28: 67.34%2026-10-29: 67.73%2026-10-30: 85.65%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
60.88%
57.22%
53.50%
52.83%
51.02%
53.94%
57.14%
55.83%
59.73%
55.19%
59.59%
58.28%
57.70%
51.66%
50.09%
50.76%
57.38%
53.19%
49.74%
49.41%
58.23%
62.04%
70.55%
55.86%
61.20%
65.85%
65.17%
53.39%
49.85%
56.20%
53.31%
53.86%
53.93%
51.95%
57.76%
57.53%
58.94%
59.93%
51.25%
52.44%
49.80%
48.66%
53.51%
50.69%
52.43%
54.37%
64.32%
61.88%
75.01%
71.72%
70.84%
68.95%
90.09%
82.02%
76.96%
71.73%
67.34%
67.73%
85.65%