IntraAlpha
Create free account Start free

ProShares Trust ProShares Ultra Nasdaq Biotechnology BIB

i

Market datapartial · fetched 2026-10-23T17:43:43.096Z

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 · 2026-10-23T16:21:39.394682752Z

FundamentalsAlpha Vantage · unavailable

Share price$111.06
1D-0.1%
$108.19$108.99$109.78$110.58$111.375:30 AM6:30 AM9:00 AM1:00 PMBIB
Sold putSold call

ProShares Trust ProShares Ultra Nasdaq Biotechnology options

Live interpolated BIB call and put midpoint premiums by absolute delta.ProShares Trust ProShares Ultra Nasdaq Biotechnology$1.48$6.87$12.25$17.64$23.02$87.06$98.80$110.54$122.28$134.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BIB spot · $111.06BIB PRICE$2.06$2.61$3.15$3.70$4.24$4.90$5.89$6.87$7.86$8.85$9.94$11.50$13.05$3.26$4.30$5.34$6.38$7.42$8.47$9.51$10.55$11.59$12.76$15.51$18.25$21.47
PutsCheap0.95×
CallsCheap0.90×
SkewBearish+6.15 pp
Implied moveBearish±$15.40
TiltBearish22.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ134.8965.9%23.3%95.7459.8%16.7%
25Δ130.7062.6%20.0%98.4659.7%15.2%
30Δ126.5159.4%16.7%101.1859.6%13.7%
35Δ122.3156.1%13.5%103.9059.5%12.2%
40Δ118.1252.9%10.2%106.6259.4%10.7%
45Δ114.5050.4%7.5%109.3459.3%9.2%
50Δ112.5250.3%6.6%112.0659.2%7.7%
55Δ110.5550.1%5.7%114.7759.1%6.2%
60Δ108.5850.0%4.8%117.4959.0%4.6%
65Δ106.6149.9%4.0%120.2758.9%3.2%
70Δ104.5949.8%3.1%123.6760.0%2.6%
75Δ102.3649.7%2.5%127.0861.0%2.0%
80Δ100.1449.7%1.9%130.9462.4%1.4%

20Δ

Calls
Pseudo strike
134.89
IV
65.9%
B/E move
23.3%
Puts
Pseudo strike
95.74
IV
59.8%
B/E move
16.7%

25Δ

Calls
Pseudo strike
130.70
IV
62.6%
B/E move
20.0%
Puts
Pseudo strike
98.46
IV
59.7%
B/E move
15.2%

30Δ

Calls
Pseudo strike
126.51
IV
59.4%
B/E move
16.7%
Puts
Pseudo strike
101.18
IV
59.6%
B/E move
13.7%

35Δ

Calls
Pseudo strike
122.31
IV
56.1%
B/E move
13.5%
Puts
Pseudo strike
103.90
IV
59.5%
B/E move
12.2%

40Δ

Calls
Pseudo strike
118.12
IV
52.9%
B/E move
10.2%
Puts
Pseudo strike
106.62
IV
59.4%
B/E move
10.7%

45Δ

Calls
Pseudo strike
114.50
IV
50.4%
B/E move
7.5%
Puts
Pseudo strike
109.34
IV
59.3%
B/E move
9.2%

50Δ

Calls
Pseudo strike
112.52
IV
50.3%
B/E move
6.6%
Puts
Pseudo strike
112.06
IV
59.2%
B/E move
7.7%

55Δ

Calls
Pseudo strike
110.55
IV
50.1%
B/E move
5.7%
Puts
Pseudo strike
114.77
IV
59.1%
B/E move
6.2%

60Δ

Calls
Pseudo strike
108.58
IV
50.0%
B/E move
4.8%
Puts
Pseudo strike
117.49
IV
59.0%
B/E move
4.6%

65Δ

Calls
Pseudo strike
106.61
IV
49.9%
B/E move
4.0%
Puts
Pseudo strike
120.27
IV
58.9%
B/E move
3.2%

70Δ

Calls
Pseudo strike
104.59
IV
49.8%
B/E move
3.1%
Puts
Pseudo strike
123.67
IV
60.0%
B/E move
2.6%

75Δ

Calls
Pseudo strike
102.36
IV
49.7%
B/E move
2.5%
Puts
Pseudo strike
127.08
IV
61.0%
B/E move
2.0%

80Δ

Calls
Pseudo strike
100.14
IV
49.7%
B/E move
1.9%
Puts
Pseudo strike
130.94
IV
62.4%
B/E move
1.4%

Options history

BIB47.2149.2151.222026-10-20: 47.49%2026-10-21: 48.48%2026-10-22: 50.94%Oct 20Oct 22
Table
DateIV
47.49%
48.48%
50.94%