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ProShares Trust ProShares Ultra Nasdaq Biotechnology BIB

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Market dataready · fetched 2026-10-22T03:37:40.256Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T20:00:00.658269794Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T03:37:38.723727+00:00

Share price$114.71
1D+0.6%
AH$113.80$114.30$114.79$115.28$115.785:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBIB
Sold putSold callAH

ProShares Trust ProShares Ultra Nasdaq Biotechnology options

Live interpolated BIB call and put midpoint premiums by absolute delta.ProShares Trust ProShares Ultra Nasdaq Biotechnology$1.39$5.94$10.48$15.02$19.56$90.19$102.48$114.78$127.07$139.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BIB spot · $114.71BIB PRICE$1.89$2.35$3.00$3.69$4.40$5.18$6.01$6.98$8.18$9.38$11.00$12.62$14.71$1.88$2.56$3.35$4.15$5.07$5.98$7.12$8.42$9.81$11.54$13.35$15.58$18.25
PutsCheap0.82×
CallsCheap0.84×
SkewBullish-1.87 pp
Implied moveBearish±$13.13
TiltBearish9.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ133.4155.6%18.0%103.4547.4%11.5%
25Δ128.4450.9%14.0%105.8747.8%9.9%
30Δ125.7351.4%12.2%107.9748.6%8.8%
35Δ123.1951.2%10.6%110.0649.4%7.7%
40Δ120.7150.7%9.1%112.1249.1%6.7%
45Δ118.4650.2%7.8%114.1748.9%5.7%
50Δ116.3049.6%6.6%116.2649.0%4.9%
55Δ114.1649.6%5.6%118.3949.4%4.1%
60Δ112.0650.2%4.8%120.5849.9%3.4%
65Δ109.9550.8%4.0%123.0150.2%2.8%
70Δ107.5751.5%3.4%125.5250.6%2.2%
75Δ105.2052.1%2.7%128.3750.6%1.7%
80Δ102.4252.4%2.1%131.6350.8%1.2%

20Δ

Calls
Pseudo strike
133.41
IV
55.6%
B/E move
18.0%
Puts
Pseudo strike
103.45
IV
47.4%
B/E move
11.5%

25Δ

Calls
Pseudo strike
128.44
IV
50.9%
B/E move
14.0%
Puts
Pseudo strike
105.87
IV
47.8%
B/E move
9.9%

30Δ

Calls
Pseudo strike
125.73
IV
51.4%
B/E move
12.2%
Puts
Pseudo strike
107.97
IV
48.6%
B/E move
8.8%

35Δ

Calls
Pseudo strike
123.19
IV
51.2%
B/E move
10.6%
Puts
Pseudo strike
110.06
IV
49.4%
B/E move
7.7%

40Δ

Calls
Pseudo strike
120.71
IV
50.7%
B/E move
9.1%
Puts
Pseudo strike
112.12
IV
49.1%
B/E move
6.7%

45Δ

Calls
Pseudo strike
118.46
IV
50.2%
B/E move
7.8%
Puts
Pseudo strike
114.17
IV
48.9%
B/E move
5.7%

50Δ

Calls
Pseudo strike
116.30
IV
49.6%
B/E move
6.6%
Puts
Pseudo strike
116.26
IV
49.0%
B/E move
4.9%

55Δ

Calls
Pseudo strike
114.16
IV
49.6%
B/E move
5.6%
Puts
Pseudo strike
118.39
IV
49.4%
B/E move
4.1%

60Δ

Calls
Pseudo strike
112.06
IV
50.2%
B/E move
4.8%
Puts
Pseudo strike
120.58
IV
49.9%
B/E move
3.4%

65Δ

Calls
Pseudo strike
109.95
IV
50.8%
B/E move
4.0%
Puts
Pseudo strike
123.01
IV
50.2%
B/E move
2.8%

70Δ

Calls
Pseudo strike
107.57
IV
51.5%
B/E move
3.4%
Puts
Pseudo strike
125.52
IV
50.6%
B/E move
2.2%

75Δ

Calls
Pseudo strike
105.20
IV
52.1%
B/E move
2.7%
Puts
Pseudo strike
128.37
IV
50.6%
B/E move
1.7%

80Δ

Calls
Pseudo strike
102.42
IV
52.4%
B/E move
2.1%
Puts
Pseudo strike
131.63
IV
50.8%
B/E move
1.2%

Options history

No recorded observations