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ProShares Ultra FTSE Europe UPV

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Market dataready · fetched 2026-11-04T07:25:45.046Z

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 · 2026-11-04T01:00:00.123794357Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T07:25:44.696896+00:00

Share price$93.92
1D+0.0%
AH$94.66$94.69$94.71$94.73$94.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUPV
Sold putSold callAH

ProShares Ultra FTSE Europe options

Live interpolated UPV call and put midpoint premiums by absolute delta.ProShares Ultra FTSE Europe$2.36$3.63$4.90$6.17$7.44$90.50$92.41$94.31$96.21$98.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive UPV spot · $93.92UPV PRICE$2.50$2.50$2.50$2.50$2.55$2.96$3.28$3.68$4.38$5.08$5.95$7.08$2.50$2.50$2.53$2.59$2.80$3.13$3.51$5.62$6.55
Puts——
Calls——
Skew——
Implied moveBullish±$5.55
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ109.5292.1%19.3%
30Δ103.0470.9%12.4%88.6261.3%8.3%
35Δ99.3256.6%8.4%90.8350.0%6.0%
40Δ96.9746.4%5.9%92.3342.5%4.4%
45Δ95.4640.0%4.4%
50Δ94.3939.6%3.7%94.2831.2%2.4%
55Δ93.4737.8%3.0%94.9829.4%1.8%
60Δ92.5336.4%2.4%95.6728.4%1.5%
65Δ91.5237.9%2.1%96.3527.5%1.1%
70Δ90.4938.3%1.8%
75Δ89.3139.1%1.4%98.7832.8%0.8%
80Δ87.9140.5%1.1%99.9332.9%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
109.52
IV
92.1%
B/E move
19.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
103.04
IV
70.9%
B/E move
12.4%
Puts
Pseudo strike
88.62
IV
61.3%
B/E move
8.3%

35Δ

Calls
Pseudo strike
99.32
IV
56.6%
B/E move
8.4%
Puts
Pseudo strike
90.83
IV
50.0%
B/E move
6.0%

40Δ

Calls
Pseudo strike
96.97
IV
46.4%
B/E move
5.9%
Puts
Pseudo strike
92.33
IV
42.5%
B/E move
4.4%

45Δ

Calls
Pseudo strike
95.46
IV
40.0%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
94.39
IV
39.6%
B/E move
3.7%
Puts
Pseudo strike
94.28
IV
31.2%
B/E move
2.4%

55Δ

Calls
Pseudo strike
93.47
IV
37.8%
B/E move
3.0%
Puts
Pseudo strike
94.98
IV
29.4%
B/E move
1.8%

60Δ

Calls
Pseudo strike
92.53
IV
36.4%
B/E move
2.4%
Puts
Pseudo strike
95.67
IV
28.4%
B/E move
1.5%

65Δ

Calls
Pseudo strike
91.52
IV
37.9%
B/E move
2.1%
Puts
Pseudo strike
96.35
IV
27.5%
B/E move
1.1%

70Δ

Calls
Pseudo strike
90.49
IV
38.3%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
89.31
IV
39.1%
B/E move
1.4%
Puts
Pseudo strike
98.78
IV
32.8%
B/E move
0.8%

80Δ

Calls
Pseudo strike
87.91
IV
40.5%
B/E move
1.1%
Puts
Pseudo strike
99.93
IV
32.9%
B/E move
0.6%

Options history

IV · four-Friday blend36.43%
Daily EOD
UPV30.6%34.0%37.3%2026-10-19: 35.77%2026-10-20: 33.14%2026-10-21: 32.77%2026-10-22: 31.11%2026-10-23: 36.87%2026-10-26: 35.72%2026-10-27: 35.86%2026-10-28: 33.43%2026-10-29: 34.85%2026-10-30: 36.43%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
35.77%
33.14%
32.77%
31.11%
36.87%
35.72%
35.86%
33.43%
34.85%
36.43%