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ProShares UltraPro Short 20+ Year Treasury TTT

i

Market dataready · fetched 2026-11-04T03:39:10.774Z

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 · 2026-11-04T01:00:00.122394546Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T03:39:10.453158+00:00

Share price$76.88
1D+1.2%
AH$75.95$76.27$76.58$76.89$77.215:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTTT
Sold putSold callAH

ProShares UltraPro Short 20+ Year Treasury options

Live interpolated TTT call and put midpoint premiums by absolute delta.ProShares UltraPro Short 20+ Year Treasury$0.43$2.62$4.82$7.01$9.21$68.44$72.47$76.50$80.53$84.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TTT spot · $76.88TTT PRICE$0.68$0.74$0.98$1.22$1.44$1.67$1.94$2.25$2.57$2.93$3.39$3.91$4.36$0.66$0.91$1.22$1.45$1.80$2.39$2.95$3.31$3.91$4.69$5.43$7.11$8.58
PutsFair0.96×
CallsExpensive1.10×
SkewBearish+9.09 pp
Implied moveBearish±$4.89
TiltBearish22.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ82.8938.7%8.7%72.5034.6%6.6%
25Δ80.7330.9%6.0%73.4334.8%5.7%
30Δ80.0632.1%5.4%74.0937.1%5.2%
35Δ79.3232.3%4.8%75.0035.5%4.3%
40Δ78.5731.7%4.1%75.7436.2%3.8%
45Δ77.8430.8%3.4%76.5239.8%3.6%
50Δ77.1930.5%2.9%77.3242.0%3.3%
55Δ76.5530.3%2.5%78.1740.4%2.6%
60Δ75.9230.0%2.1%79.0841.1%2.2%
65Δ75.2929.7%1.8%80.1342.5%1.9%
70Δ74.6029.8%1.4%81.1742.6%1.5%
75Δ73.8830.0%1.2%83.0247.9%1.3%
80Δ73.2128.9%0.9%84.7449.4%0.9%

20Δ

Calls
Pseudo strike
82.89
IV
38.7%
B/E move
8.7%
Puts
Pseudo strike
72.50
IV
34.6%
B/E move
6.6%

25Δ

Calls
Pseudo strike
80.73
IV
30.9%
B/E move
6.0%
Puts
Pseudo strike
73.43
IV
34.8%
B/E move
5.7%

30Δ

Calls
Pseudo strike
80.06
IV
32.1%
B/E move
5.4%
Puts
Pseudo strike
74.09
IV
37.1%
B/E move
5.2%

35Δ

Calls
Pseudo strike
79.32
IV
32.3%
B/E move
4.8%
Puts
Pseudo strike
75.00
IV
35.5%
B/E move
4.3%

40Δ

Calls
Pseudo strike
78.57
IV
31.7%
B/E move
4.1%
Puts
Pseudo strike
75.74
IV
36.2%
B/E move
3.8%

45Δ

Calls
Pseudo strike
77.84
IV
30.8%
B/E move
3.4%
Puts
Pseudo strike
76.52
IV
39.8%
B/E move
3.6%

50Δ

Calls
Pseudo strike
77.19
IV
30.5%
B/E move
2.9%
Puts
Pseudo strike
77.32
IV
42.0%
B/E move
3.3%

55Δ

Calls
Pseudo strike
76.55
IV
30.3%
B/E move
2.5%
Puts
Pseudo strike
78.17
IV
40.4%
B/E move
2.6%

60Δ

Calls
Pseudo strike
75.92
IV
30.0%
B/E move
2.1%
Puts
Pseudo strike
79.08
IV
41.1%
B/E move
2.2%

65Δ

Calls
Pseudo strike
75.29
IV
29.7%
B/E move
1.8%
Puts
Pseudo strike
80.13
IV
42.5%
B/E move
1.9%

70Δ

Calls
Pseudo strike
74.60
IV
29.8%
B/E move
1.4%
Puts
Pseudo strike
81.17
IV
42.6%
B/E move
1.5%

75Δ

Calls
Pseudo strike
73.88
IV
30.0%
B/E move
1.2%
Puts
Pseudo strike
83.02
IV
47.9%
B/E move
1.3%

80Δ

Calls
Pseudo strike
73.21
IV
28.9%
B/E move
0.9%
Puts
Pseudo strike
84.74
IV
49.4%
B/E move
0.9%

Options history

IV · four-Friday blend32.85%
Daily EOD
TTT32.1%33.3%34.5%2026-10-19: 33.30%2026-10-20: 33.74%2026-10-21: 34.36%2026-10-22: 34.32%2026-10-23: 33.98%2026-10-26: 34.09%2026-10-27: 33.34%2026-10-28: 32.30%2026-10-29: 32.54%2026-10-30: 32.85%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
33.30%
33.74%
34.36%
34.32%
33.98%
34.09%
33.34%
32.30%
32.54%
32.85%