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ProShares UltraShort Semiconductors SSG

i

Market dataready · fetched 2026-11-03T21:56:22.364Z

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 · 2026-11-03T21:45:51.983256723Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T21:56:21.861633+00:00

Share price$13.07
1D-3.0%
AH$12.99$13.21$13.43$13.64$13.865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSSG
Sold putSold callAH

ProShares UltraShort Semiconductors options

Live interpolated SSG call and put midpoint premiums by absolute delta.ProShares UltraShort Semiconductors$0.26$1.08$1.90$2.72$3.54$9.94$11.76$13.58$15.40$17.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SSG spot · $13.07SSG PRICE$0.37$0.46$0.53$0.64$0.79$0.94$1.13$1.31$1.54$1.79$2.12$2.58$3.30$0.35$0.37$0.44$0.54$0.65$0.75$1.05$1.35$1.66$2.01$2.36$2.71$3.06
PutsExpensive1.05×
CallsExpensive1.50×
SkewBullish-36.31 pp
Implied moveBullish±$2.17
TiltBalanced0.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.52135.9%36.9%11.13102.1%17.6%
25Δ16.26123.3%27.9%11.7781.9%12.7%
30Δ15.31111.1%21.2%12.1874.2%10.2%
35Δ14.73108.2%17.6%12.4573.2%8.9%
40Δ14.32110.5%15.6%12.7272.1%7.6%
45Δ13.90112.6%13.6%13.0071.1%6.3%
50Δ13.50114.4%11.9%13.3579.0%5.9%
55Δ13.09116.1%10.2%13.7187.1%5.5%
60Δ12.67118.2%8.7%14.0894.1%5.0%
65Δ12.24120.4%7.3%14.5396.4%4.2%
70Δ11.75126.3%6.2%14.9898.8%3.4%
75Δ11.18137.1%5.3%15.4396.7%2.7%
80Δ10.38159.2%4.7%15.8994.5%1.9%

20Δ

Calls
Pseudo strike
17.52
IV
135.9%
B/E move
36.9%
Puts
Pseudo strike
11.13
IV
102.1%
B/E move
17.6%

25Δ

Calls
Pseudo strike
16.26
IV
123.3%
B/E move
27.9%
Puts
Pseudo strike
11.77
IV
81.9%
B/E move
12.7%

30Δ

Calls
Pseudo strike
15.31
IV
111.1%
B/E move
21.2%
Puts
Pseudo strike
12.18
IV
74.2%
B/E move
10.2%

35Δ

Calls
Pseudo strike
14.73
IV
108.2%
B/E move
17.6%
Puts
Pseudo strike
12.45
IV
73.2%
B/E move
8.9%

40Δ

Calls
Pseudo strike
14.32
IV
110.5%
B/E move
15.6%
Puts
Pseudo strike
12.72
IV
72.1%
B/E move
7.6%

45Δ

Calls
Pseudo strike
13.90
IV
112.6%
B/E move
13.6%
Puts
Pseudo strike
13.00
IV
71.1%
B/E move
6.3%

50Δ

Calls
Pseudo strike
13.50
IV
114.4%
B/E move
11.9%
Puts
Pseudo strike
13.35
IV
79.0%
B/E move
5.9%

55Δ

Calls
Pseudo strike
13.09
IV
116.1%
B/E move
10.2%
Puts
Pseudo strike
13.71
IV
87.1%
B/E move
5.5%

60Δ

Calls
Pseudo strike
12.67
IV
118.2%
B/E move
8.7%
Puts
Pseudo strike
14.08
IV
94.1%
B/E move
5.0%

65Δ

Calls
Pseudo strike
12.24
IV
120.4%
B/E move
7.3%
Puts
Pseudo strike
14.53
IV
96.4%
B/E move
4.2%

70Δ

Calls
Pseudo strike
11.75
IV
126.3%
B/E move
6.2%
Puts
Pseudo strike
14.98
IV
98.8%
B/E move
3.4%

75Δ

Calls
Pseudo strike
11.18
IV
137.1%
B/E move
5.3%
Puts
Pseudo strike
15.43
IV
96.7%
B/E move
2.7%

80Δ

Calls
Pseudo strike
10.38
IV
159.2%
B/E move
4.7%
Puts
Pseudo strike
15.89
IV
94.5%
B/E move
1.9%

Options history

IV · four-Friday blend96.58%
Daily EOD
SSG77.5%87.8%98.0%2026-10-19: 84.48%2026-10-20: 83.45%2026-10-21: 79.42%2026-10-22: 85.87%2026-10-23: 82.34%2026-10-26: 78.92%2026-10-27: 83.05%2026-10-28: 83.35%2026-10-29: 83.71%2026-10-30: 96.58%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
84.48%
83.45%
79.42%
85.87%
82.34%
78.92%
83.05%
83.35%
83.71%
96.58%