IntraAlpha
Create free account Start free

ProShares Trust ProShares UltraShort Nasdaq Biotechnology BIS

i

Market dataready · fetched 2026-11-11T14:48:47.387Z

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 · 2026-11-11T14:30:29.441470733Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:48:46.913334+00:00

Share price$10.23
1D+0.0%
$10.22$10.23$10.23$10.23$10.245:30 AM6:30 AM9:00 AM1:00 PMBIS
Sold putSold call

ProShares Trust ProShares UltraShort Nasdaq Biotechnology options

Live interpolated BIS call and put midpoint premiums by absolute delta.ProShares Trust ProShares UltraShort Nasdaq Biotechnology$0.23$0.58$0.93$1.29$1.64$8.77$9.43$10.09$10.75$11.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive BIS spot · $10.23BIS PRICE$0.33$0.26$0.31$0.36$0.39$0.40$0.41$0.43$0.44$0.38$0.33$0.44$0.56$0.68$0.79$0.91$1.05$1.29$1.54
Puts——
Calls——
Skew——
Implied moveBearish±$0.97
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.36209.3%43.6%8.33183.2%22.3%
25Δ11.89119.6%18.8%
30Δ11.49111.8%15.3%
35Δ11.08103.9%11.9%
40Δ10.8694.7%9.9%10.0465.2%5.1%
45Δ10.6785.1%8.2%10.2167.7%4.6%
50Δ10.4975.5%6.6%10.3770.3%4.1%
55Δ10.3165.9%4.9%10.5472.8%3.6%
60Δ10.1256.4%3.3%10.7075.4%3.1%
65Δ10.8777.9%2.6%
70Δ11.0680.4%2.2%
75Δ11.3582.4%1.7%
80Δ11.6484.4%1.3%

20Δ

Calls
Pseudo strike
14.36
IV
209.3%
B/E move
43.6%
Puts
Pseudo strike
8.33
IV
183.2%
B/E move
22.3%

25Δ

Calls
Pseudo strike
11.89
IV
119.6%
B/E move
18.8%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
11.49
IV
111.8%
B/E move
15.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
11.08
IV
103.9%
B/E move
11.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
10.86
IV
94.7%
B/E move
9.9%
Puts
Pseudo strike
10.04
IV
65.2%
B/E move
5.1%

45Δ

Calls
Pseudo strike
10.67
IV
85.1%
B/E move
8.2%
Puts
Pseudo strike
10.21
IV
67.7%
B/E move
4.6%

50Δ

Calls
Pseudo strike
10.49
IV
75.5%
B/E move
6.6%
Puts
Pseudo strike
10.37
IV
70.3%
B/E move
4.1%

55Δ

Calls
Pseudo strike
10.31
IV
65.9%
B/E move
4.9%
Puts
Pseudo strike
10.54
IV
72.8%
B/E move
3.6%

60Δ

Calls
Pseudo strike
10.12
IV
56.4%
B/E move
3.3%
Puts
Pseudo strike
10.70
IV
75.4%
B/E move
3.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.87
IV
77.9%
B/E move
2.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.06
IV
80.4%
B/E move
2.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.35
IV
82.4%
B/E move
1.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.64
IV
84.4%
B/E move
1.3%

Options history

IV · four-Friday blend92.58%
Daily close
BIS58.8%89.3%119.8%2026-08-13: 71.05%2026-08-18: 70.78%2026-08-19: 115.62%2026-08-20: 96.94%2026-08-21: 72.55%2026-08-24: 70.83%2026-08-25: 76.50%2026-08-26: 75.55%2026-08-27: 76.33%2026-08-28: 71.92%2026-08-31: 74.56%2026-09-01: 75.24%2026-09-02: 71.42%2026-09-03: 68.68%2026-09-04: 71.45%2026-09-08: 77.44%2026-09-10: 72.38%2026-09-11: 68.57%2026-09-14: 81.64%2026-09-15: 81.60%2026-09-16: 80.48%2026-09-18: 70.48%2026-09-21: 70.87%2026-09-22: 74.14%2026-09-23: 64.14%2026-09-24: 70.71%2026-09-25: 65.16%2026-09-28: 66.94%2026-09-29: 62.98%2026-09-30: 65.23%2026-10-01: 67.26%2026-10-02: 65.15%2026-10-05: 67.60%2026-10-06: 65.66%2026-10-07: 66.80%2026-10-08: 70.94%2026-10-09: 72.75%2026-10-14: 71.35%2026-10-16: 64.97%2026-10-19: 72.19%2026-10-20: 69.80%2026-10-21: 76.04%2026-10-22: 82.53%2026-10-23: 84.84%2026-10-26: 73.94%2026-10-27: 79.27%2026-10-28: 78.51%2026-10-29: 83.06%2026-10-30: 92.58%Aug 13Sep 23Oct 30
49 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
71.05%
70.78%
115.62%
96.94%
72.55%
70.83%
76.50%
75.55%
76.33%
71.92%
74.56%
75.24%
71.42%
68.68%
71.45%
77.44%
72.38%
68.57%
81.64%
81.60%
80.48%
70.48%
70.87%
74.14%
64.14%
70.71%
65.16%
66.94%
62.98%
65.23%
67.26%
65.15%
67.60%
65.66%
66.80%
70.94%
72.75%
71.35%
64.97%
72.19%
69.80%
76.04%
82.53%
84.84%
73.94%
79.27%
78.51%
83.06%
92.58%