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ProShares UltraPro S&P 500 UPRO

i

Market dataready · fetched 2026-11-07T07:57:10.643Z

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 · 2026-11-07T01:00:00.106012398Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T07:57:10.119005+00:00

Share price$128.94
1D+0.3%
AH$128$129$130$131$1325:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUPRO
Sold putSold callAH

ProShares UltraPro S&P 500 options

Live interpolated UPRO call and put midpoint premiums by absolute delta.ProShares UltraPro S&P 500$0.73$4.26$7.78$11.31$14.83$113.06$122.84$132.63$142.42$152.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive UPRO spot · $128.94UPRO PRICE$1.11$1.49$1.96$2.54$3.19$3.86$4.69$5.82$6.87$12.86$13.82$1.73$2.25$2.74$3.21$3.83$4.42$4.92$5.41$6.05$6.39$7.03$8.11$8.86
PutsFair1.02×
Calls——
Skew——
Implied moveBearish±$9.61
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ138.4562.3%8.2%118.0288.6%9.8%
25Δ136.6662.8%7.1%120.4986.1%8.3%
30Δ135.2665.1%6.4%122.7582.4%6.9%
35Δ133.9668.3%5.9%124.7977.8%5.7%
40Δ132.5670.9%5.3%126.4976.4%4.9%
45Δ131.1172.7%4.7%128.0674.3%4.1%
50Δ129.6175.3%4.2%129.5470.4%3.3%
55Δ128.0481.0%3.8%130.8866.5%2.7%
60Δ126.3182.8%3.3%132.1864.3%2.2%
65Δ133.2159.0%1.6%
70Δ134.3556.2%1.3%
75Δ118.92104.7%2.2%135.7956.1%1.0%
80Δ117.1197.1%1.5%136.9453.0%0.7%

20Δ

Calls
Pseudo strike
138.45
IV
62.3%
B/E move
8.2%
Puts
Pseudo strike
118.02
IV
88.6%
B/E move
9.8%

25Δ

Calls
Pseudo strike
136.66
IV
62.8%
B/E move
7.1%
Puts
Pseudo strike
120.49
IV
86.1%
B/E move
8.3%

30Δ

Calls
Pseudo strike
135.26
IV
65.1%
B/E move
6.4%
Puts
Pseudo strike
122.75
IV
82.4%
B/E move
6.9%

35Δ

Calls
Pseudo strike
133.96
IV
68.3%
B/E move
5.9%
Puts
Pseudo strike
124.79
IV
77.8%
B/E move
5.7%

40Δ

Calls
Pseudo strike
132.56
IV
70.9%
B/E move
5.3%
Puts
Pseudo strike
126.49
IV
76.4%
B/E move
4.9%

45Δ

Calls
Pseudo strike
131.11
IV
72.7%
B/E move
4.7%
Puts
Pseudo strike
128.06
IV
74.3%
B/E move
4.1%

50Δ

Calls
Pseudo strike
129.61
IV
75.3%
B/E move
4.2%
Puts
Pseudo strike
129.54
IV
70.4%
B/E move
3.3%

55Δ

Calls
Pseudo strike
128.04
IV
81.0%
B/E move
3.8%
Puts
Pseudo strike
130.88
IV
66.5%
B/E move
2.7%

60Δ

Calls
Pseudo strike
126.31
IV
82.8%
B/E move
3.3%
Puts
Pseudo strike
132.18
IV
64.3%
B/E move
2.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
133.21
IV
59.0%
B/E move
1.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
134.35
IV
56.2%
B/E move
1.3%

75Δ

Calls
Pseudo strike
118.92
IV
104.7%
B/E move
2.2%
Puts
Pseudo strike
135.79
IV
56.1%
B/E move
1.0%

80Δ

Calls
Pseudo strike
117.11
IV
97.1%
B/E move
1.5%
Puts
Pseudo strike
136.94
IV
53.0%
B/E move
0.7%

Options history

IV · four-Friday blend50.18%
Daily close
UPRO29.6%40.7%51.7%2026-08-10: 36.69%2026-08-11: 36.48%2026-08-12: 34.92%2026-08-13: 33.96%2026-08-14: 31.27%2026-08-17: 34.35%2026-08-18: 35.09%2026-08-19: 34.40%2026-08-20: 39.59%2026-08-21: 34.88%2026-08-24: 37.61%2026-08-25: 36.26%2026-08-26: 37.84%2026-08-27: 33.90%2026-08-28: 32.59%2026-08-31: 34.21%2026-09-01: 38.72%2026-09-02: 36.41%2026-09-03: 33.81%2026-09-04: 31.85%2026-09-08: 38.07%2026-09-09: 39.01%2026-09-10: 46.68%2026-09-11: 35.75%2026-09-14: 38.90%2026-09-15: 43.66%2026-09-16: 47.75%2026-09-17: 37.76%2026-09-18: 32.33%2026-09-21: 32.08%2026-09-22: 31.13%2026-09-23: 34.50%2026-09-24: 39.02%2026-09-25: 34.19%2026-09-28: 39.36%2026-09-29: 37.09%2026-09-30: 41.97%2026-10-01: 41.11%2026-10-02: 33.31%2026-10-05: 35.59%2026-10-06: 32.09%2026-10-07: 33.74%2026-10-08: 34.01%2026-10-09: 31.20%2026-10-12: 33.05%2026-10-13: 32.88%2026-10-14: 39.35%2026-10-15: 38.70%2026-10-16: 43.45%2026-10-19: 41.50%2026-10-20: 42.13%2026-10-21: 42.75%2026-10-22: 49.75%2026-10-23: 44.91%2026-10-26: 44.80%2026-10-27: 43.48%2026-10-28: 42.99%2026-10-29: 40.43%2026-10-30: 50.18%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
36.69%
36.48%
34.92%
33.96%
31.27%
34.35%
35.09%
34.40%
39.59%
34.88%
37.61%
36.26%
37.84%
33.90%
32.59%
34.21%
38.72%
36.41%
33.81%
31.85%
38.07%
39.01%
46.68%
35.75%
38.90%
43.66%
47.75%
37.76%
32.33%
32.08%
31.13%
34.50%
39.02%
34.19%
39.36%
37.09%
41.97%
41.11%
33.31%
35.59%
32.09%
33.74%
34.01%
31.20%
33.05%
32.88%
39.35%
38.70%
43.45%
41.50%
42.13%
42.75%
49.75%
44.91%
44.80%
43.48%
42.99%
40.43%
50.18%