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ProShares Trust ProShares Ultra Nasdaq Biotechnology BIB

i

Market dataready · fetched 2026-11-11T04:22:10.971Z

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 · 2026-11-10T21:00:00.086750805Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T04:22:10.596007+00:00

Share price$122.13
1D+0.1%
AH$119.77$120.62$121.47$122.31$123.165:30 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$1.12$3.68$6.24$8.80$11.35$107.88$115.73$123.57$131.42$139.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BIB spot · $122.13BIB PRICE$1.40$1.72$2.10$2.55$3.00$3.61$4.31$5.02$5.74$6.66$7.57$8.48$10.29$1.64$2.01$2.48$2.97$3.47$4.13$4.81$5.49$6.25$7.14$8.04$8.93$10.62
PutsFair1.01×
CallsCheap0.80×
SkewNeutral-0.22 pp
Implied moveBearish±$9.12
TiltBearish4.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ134.7566.3%11.5%111.5470.2%10.0%
25Δ131.5860.4%9.1%114.4663.5%7.9%
30Δ129.1456.9%7.5%116.4260.7%6.7%
35Δ127.4155.7%6.4%118.1558.8%5.7%
40Δ125.6854.5%5.4%119.8957.0%4.7%
45Δ124.1554.4%4.6%121.3256.1%4.0%
50Δ122.7455.0%4.0%122.7355.3%3.4%
55Δ121.3455.6%3.5%124.1454.4%2.8%
60Δ119.9356.1%2.9%125.5453.5%2.3%
65Δ118.4655.4%2.4%126.9452.3%1.9%
70Δ116.9954.8%2.0%128.3451.1%1.5%
75Δ115.5154.2%1.5%129.7349.9%1.1%
80Δ113.2956.5%1.2%131.7850.0%0.8%

20Δ

Calls
Pseudo strike
134.75
IV
66.3%
B/E move
11.5%
Puts
Pseudo strike
111.54
IV
70.2%
B/E move
10.0%

25Δ

Calls
Pseudo strike
131.58
IV
60.4%
B/E move
9.1%
Puts
Pseudo strike
114.46
IV
63.5%
B/E move
7.9%

30Δ

Calls
Pseudo strike
129.14
IV
56.9%
B/E move
7.5%
Puts
Pseudo strike
116.42
IV
60.7%
B/E move
6.7%

35Δ

Calls
Pseudo strike
127.41
IV
55.7%
B/E move
6.4%
Puts
Pseudo strike
118.15
IV
58.8%
B/E move
5.7%

40Δ

Calls
Pseudo strike
125.68
IV
54.5%
B/E move
5.4%
Puts
Pseudo strike
119.89
IV
57.0%
B/E move
4.7%

45Δ

Calls
Pseudo strike
124.15
IV
54.4%
B/E move
4.6%
Puts
Pseudo strike
121.32
IV
56.1%
B/E move
4.0%

50Δ

Calls
Pseudo strike
122.74
IV
55.0%
B/E move
4.0%
Puts
Pseudo strike
122.73
IV
55.3%
B/E move
3.4%

55Δ

Calls
Pseudo strike
121.34
IV
55.6%
B/E move
3.5%
Puts
Pseudo strike
124.14
IV
54.4%
B/E move
2.8%

60Δ

Calls
Pseudo strike
119.93
IV
56.1%
B/E move
2.9%
Puts
Pseudo strike
125.54
IV
53.5%
B/E move
2.3%

65Δ

Calls
Pseudo strike
118.46
IV
55.4%
B/E move
2.4%
Puts
Pseudo strike
126.94
IV
52.3%
B/E move
1.9%

70Δ

Calls
Pseudo strike
116.99
IV
54.8%
B/E move
2.0%
Puts
Pseudo strike
128.34
IV
51.1%
B/E move
1.5%

75Δ

Calls
Pseudo strike
115.51
IV
54.2%
B/E move
1.5%
Puts
Pseudo strike
129.73
IV
49.9%
B/E move
1.1%

80Δ

Calls
Pseudo strike
113.29
IV
56.5%
B/E move
1.2%
Puts
Pseudo strike
131.78
IV
50.0%
B/E move
0.8%

Options history

IV · four-Friday blend52.25%
Daily close
BIB41.9%50.0%58.1%2026-08-12: 45.76%2026-08-13: 45.54%2026-08-14: 44.56%2026-08-17: 46.04%2026-08-18: 44.57%2026-08-19: 53.64%2026-08-20: 54.51%2026-08-21: 47.03%2026-08-24: 47.33%2026-08-25: 46.91%2026-08-26: 47.79%2026-08-27: 45.85%2026-08-28: 44.29%2026-08-31: 45.06%2026-09-01: 44.72%2026-09-02: 43.52%2026-09-03: 43.11%2026-09-04: 43.06%2026-09-08: 45.34%2026-09-09: 45.92%2026-09-10: 45.06%2026-09-11: 45.93%2026-09-14: 48.49%2026-09-15: 49.14%2026-09-16: 47.57%2026-09-23: 45.71%2026-09-24: 45.46%2026-09-25: 45.76%2026-09-28: 46.00%2026-09-29: 45.02%2026-09-30: 46.04%2026-10-01: 45.85%2026-10-02: 43.64%2026-10-05: 46.80%2026-10-06: 48.59%2026-10-07: 47.70%2026-10-08: 50.69%2026-10-09: 47.65%2026-10-12: 50.02%2026-10-13: 52.34%2026-10-14: 51.64%2026-10-15: 57.00%2026-10-16: 47.83%2026-10-19: 47.26%2026-10-20: 47.49%2026-10-21: 48.46%2026-10-22: 50.92%2026-10-23: 52.23%2026-10-26: 52.68%2026-10-27: 52.50%2026-10-28: 51.81%2026-10-29: 50.59%2026-10-30: 52.25%Aug 12Sep 24Oct 30
53 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
45.76%
45.54%
44.56%
46.04%
44.57%
53.64%
54.51%
47.03%
47.33%
46.91%
47.79%
45.85%
44.29%
45.06%
44.72%
43.52%
43.11%
43.06%
45.34%
45.92%
45.06%
45.93%
48.49%
49.14%
47.57%
45.71%
45.46%
45.76%
46.00%
45.02%
46.04%
45.85%
43.64%
46.80%
48.59%
47.70%
50.69%
47.65%
50.02%
52.34%
51.64%
57.00%
47.83%
47.26%
47.49%
48.46%
50.92%
52.23%
52.68%
52.50%
51.81%
50.59%
52.25%