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ProShares UltraShort Consumer Staples SZK

i

Market dataready · fetched 2026-11-04T08:52:14.823Z

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 · 2026-11-04T01:00:00.185532974Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T08:52:14.465654+00:00

Share price$18.33
1D+0.8%
AH$18.15$18.20$18.25$18.29$18.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSZK
Sold putSold callAH

ProShares UltraShort Consumer Staples options

Live interpolated SZK call and put midpoint premiums by absolute delta.ProShares UltraShort Consumer Staples$0.20$1.13$2.06$2.99$3.91$15.38$16.72$18.06$19.40$20.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SZK spot · $18.33SZK PRICE$0.30$0.35$0.39$0.43$0.48$0.56$0.65$0.73$0.81$0.97$1.13$1.30$1.46$0.32$0.36$0.42$0.48$0.55$0.78$1.01$1.24$1.50$1.80$2.10$2.73$3.65
PutsExpensive1.15×
CallsExpensive1.50×
SkewBearish+13.74 pp
Implied moveBearish±$1.65
TiltBearish27.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.2874.6%17.7%16.3669.4%12.5%
25Δ20.3764.3%13.0%17.0357.6%9.0%
30Δ19.7757.1%10.0%17.3554.2%7.6%
35Δ19.3050.1%7.6%17.6750.8%6.2%
40Δ18.9245.3%5.8%17.9947.3%4.8%
45Δ18.7044.4%5.1%18.2852.0%4.5%
50Δ18.4843.5%4.3%18.5756.9%4.2%
55Δ18.2542.5%3.6%18.8661.8%3.9%
60Δ18.0341.6%2.8%19.2065.1%3.4%
65Δ17.8041.6%2.4%19.6066.7%2.9%
70Δ17.5641.8%2.0%20.0068.4%2.3%
75Δ17.3342.1%1.6%20.7074.9%2.0%
80Δ17.0942.3%1.2%21.6884.7%1.6%

20Δ

Calls
Pseudo strike
21.28
IV
74.6%
B/E move
17.7%
Puts
Pseudo strike
16.36
IV
69.4%
B/E move
12.5%

25Δ

Calls
Pseudo strike
20.37
IV
64.3%
B/E move
13.0%
Puts
Pseudo strike
17.03
IV
57.6%
B/E move
9.0%

30Δ

Calls
Pseudo strike
19.77
IV
57.1%
B/E move
10.0%
Puts
Pseudo strike
17.35
IV
54.2%
B/E move
7.6%

35Δ

Calls
Pseudo strike
19.30
IV
50.1%
B/E move
7.6%
Puts
Pseudo strike
17.67
IV
50.8%
B/E move
6.2%

40Δ

Calls
Pseudo strike
18.92
IV
45.3%
B/E move
5.8%
Puts
Pseudo strike
17.99
IV
47.3%
B/E move
4.8%

45Δ

Calls
Pseudo strike
18.70
IV
44.4%
B/E move
5.1%
Puts
Pseudo strike
18.28
IV
52.0%
B/E move
4.5%

50Δ

Calls
Pseudo strike
18.48
IV
43.5%
B/E move
4.3%
Puts
Pseudo strike
18.57
IV
56.9%
B/E move
4.2%

55Δ

Calls
Pseudo strike
18.25
IV
42.5%
B/E move
3.6%
Puts
Pseudo strike
18.86
IV
61.8%
B/E move
3.9%

60Δ

Calls
Pseudo strike
18.03
IV
41.6%
B/E move
2.8%
Puts
Pseudo strike
19.20
IV
65.1%
B/E move
3.4%

65Δ

Calls
Pseudo strike
17.80
IV
41.6%
B/E move
2.4%
Puts
Pseudo strike
19.60
IV
66.7%
B/E move
2.9%

70Δ

Calls
Pseudo strike
17.56
IV
41.8%
B/E move
2.0%
Puts
Pseudo strike
20.00
IV
68.4%
B/E move
2.3%

75Δ

Calls
Pseudo strike
17.33
IV
42.1%
B/E move
1.6%
Puts
Pseudo strike
20.70
IV
74.9%
B/E move
2.0%

80Δ

Calls
Pseudo strike
17.09
IV
42.3%
B/E move
1.2%
Puts
Pseudo strike
21.68
IV
84.7%
B/E move
1.6%

Options history

IV · four-Friday blend45.92%
Daily EOD
SZK41.4%43.8%46.3%2026-10-19: 42.72%2026-10-20: 43.93%2026-10-21: 41.73%2026-10-22: 44.07%2026-10-23: 44.89%2026-10-26: 45.29%2026-10-27: 42.47%2026-10-28: 42.89%2026-10-29: 43.39%2026-10-30: 45.92%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
42.72%
43.93%
41.73%
44.07%
44.89%
45.29%
42.47%
42.89%
43.39%
45.92%