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ProShares Ultra Industrials UXI

i

Market dataready · fetched 2026-11-04T02:45:59.340Z

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 · 2026-11-04T01:00:00.153330997Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T02:45:58.930919+00:00

Share price$53.10
1D+0.8%
AH$52.61$52.86$53.12$53.37$53.635:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUXI
Sold putSold callAH

ProShares Ultra Industrials options

Live interpolated UXI call and put midpoint premiums by absolute delta.ProShares Ultra Industrials$0.41$1.93$3.44$4.96$6.47$46.14$49.54$52.94$56.34$59.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UXI spot · $53.10UXI PRICE$0.58$0.72$0.93$1.17$1.42$1.68$2.00$2.35$2.74$3.19$3.67$4.24$5.03$0.72$0.94$1.19$1.44$1.73$2.01$2.37$2.77$3.20$3.67$4.31$5.10$6.03
PutsExpensive1.38×
CallsExpensive1.07×
SkewBearish+2.79 pp
Implied moveBearish±$4.36
TiltBearish8.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.3147.7%10.9%48.6153.2%9.8%
25Δ56.9543.8%8.6%49.6252.0%8.3%
30Δ56.2244.7%7.6%50.4951.2%7.1%
35Δ55.5245.4%6.8%51.3150.2%6.1%
40Δ54.8245.8%5.9%52.0749.6%5.2%
45Δ54.1245.7%5.1%52.7848.5%4.4%
50Δ53.4646.2%4.4%53.4948.2%3.7%
55Δ52.7946.8%3.8%54.1948.3%3.1%
60Δ52.1047.5%3.3%54.9148.1%2.6%
65Δ51.3847.9%2.8%55.6547.7%2.1%
70Δ50.6448.2%2.3%56.5148.3%1.7%
75Δ49.8348.6%1.8%57.5049.4%1.3%
80Δ48.8350.3%1.4%58.6350.2%1.0%

20Δ

Calls
Pseudo strike
58.31
IV
47.7%
B/E move
10.9%
Puts
Pseudo strike
48.61
IV
53.2%
B/E move
9.8%

25Δ

Calls
Pseudo strike
56.95
IV
43.8%
B/E move
8.6%
Puts
Pseudo strike
49.62
IV
52.0%
B/E move
8.3%

30Δ

Calls
Pseudo strike
56.22
IV
44.7%
B/E move
7.6%
Puts
Pseudo strike
50.49
IV
51.2%
B/E move
7.1%

35Δ

Calls
Pseudo strike
55.52
IV
45.4%
B/E move
6.8%
Puts
Pseudo strike
51.31
IV
50.2%
B/E move
6.1%

40Δ

Calls
Pseudo strike
54.82
IV
45.8%
B/E move
5.9%
Puts
Pseudo strike
52.07
IV
49.6%
B/E move
5.2%

45Δ

Calls
Pseudo strike
54.12
IV
45.7%
B/E move
5.1%
Puts
Pseudo strike
52.78
IV
48.5%
B/E move
4.4%

50Δ

Calls
Pseudo strike
53.46
IV
46.2%
B/E move
4.4%
Puts
Pseudo strike
53.49
IV
48.2%
B/E move
3.7%

55Δ

Calls
Pseudo strike
52.79
IV
46.8%
B/E move
3.8%
Puts
Pseudo strike
54.19
IV
48.3%
B/E move
3.1%

60Δ

Calls
Pseudo strike
52.10
IV
47.5%
B/E move
3.3%
Puts
Pseudo strike
54.91
IV
48.1%
B/E move
2.6%

65Δ

Calls
Pseudo strike
51.38
IV
47.9%
B/E move
2.8%
Puts
Pseudo strike
55.65
IV
47.7%
B/E move
2.1%

70Δ

Calls
Pseudo strike
50.64
IV
48.2%
B/E move
2.3%
Puts
Pseudo strike
56.51
IV
48.3%
B/E move
1.7%

75Δ

Calls
Pseudo strike
49.83
IV
48.6%
B/E move
1.8%
Puts
Pseudo strike
57.50
IV
49.4%
B/E move
1.3%

80Δ

Calls
Pseudo strike
48.83
IV
50.3%
B/E move
1.4%
Puts
Pseudo strike
58.63
IV
50.2%
B/E move
1.0%

Options history

IV · four-Friday blend42.90%
Daily EOD
UXI37.7%40.5%43.3%2026-10-19: 38.80%2026-10-20: 39.24%2026-10-21: 39.02%2026-10-22: 41.62%2026-10-23: 42.24%2026-10-26: 40.65%2026-10-27: 39.99%2026-10-28: 39.39%2026-10-29: 38.05%2026-10-30: 42.90%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
38.80%
39.24%
39.02%
41.62%
42.24%
40.65%
39.99%
39.39%
38.05%
42.90%