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ProShares Trust ProShares UltraShort Nasdaq Biotechnology BIS

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Market dataready · fetched 2026-10-22T09:17:27.436Z

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 · 2026-10-21T20:00:00.240750491Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T09:17:24.932311+00:00

Share price$11.03
1D+1.3%
AH$10.83$10.89$10.94$11.00$11.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBIS
Sold putSold callAH

ProShares Trust ProShares UltraShort Nasdaq Biotechnology options

Live interpolated BIS call and put midpoint premiums by absolute delta.ProShares Trust ProShares UltraShort Nasdaq Biotechnology$0.12$2.48$4.83$7.19$9.54$7.32$8.83$10.34$11.85$13.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BIS spot · $11.03BIS PRICE$0.38$0.38$0.38$0.38$0.41$0.44$0.47$0.51$0.64$0.77$0.90$1.02$1.15$0.38$0.38$0.43$0.51$0.59$0.67$1.01$1.37$2.01$3.97$4.45$6.96$8.86
PutsExpensive1.98×
CallsFair1.03×
SkewBearish+44.40 pp
Implied moveBearish±$1.48
TiltBearish60.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.95125.7%47.9%9.1395.1%20.7%
25Δ13.6891.4%27.4%9.8073.5%14.6%
30Δ12.6170.8%17.7%10.1965.3%11.6%
35Δ11.9556.6%11.8%10.4562.7%9.9%
40Δ11.7151.6%9.9%10.7260.1%8.2%
45Δ11.4746.7%7.9%10.9857.4%6.5%
50Δ11.2241.7%6.0%11.3567.1%6.2%
55Δ10.9837.3%4.2%11.7377.5%6.1%
60Δ10.8038.2%3.7%12.3596.6%6.3%
65Δ10.6239.1%3.2%14.17147.7%7.6%
70Δ10.4340.1%2.7%14.83143.0%5.9%
75Δ10.2541.0%2.2%17.41172.8%5.3%
80Δ10.0741.9%1.7%19.46180.4%3.9%

20Δ

Calls
Pseudo strike
15.95
IV
125.7%
B/E move
47.9%
Puts
Pseudo strike
9.13
IV
95.1%
B/E move
20.7%

25Δ

Calls
Pseudo strike
13.68
IV
91.4%
B/E move
27.4%
Puts
Pseudo strike
9.80
IV
73.5%
B/E move
14.6%

30Δ

Calls
Pseudo strike
12.61
IV
70.8%
B/E move
17.7%
Puts
Pseudo strike
10.19
IV
65.3%
B/E move
11.6%

35Δ

Calls
Pseudo strike
11.95
IV
56.6%
B/E move
11.8%
Puts
Pseudo strike
10.45
IV
62.7%
B/E move
9.9%

40Δ

Calls
Pseudo strike
11.71
IV
51.6%
B/E move
9.9%
Puts
Pseudo strike
10.72
IV
60.1%
B/E move
8.2%

45Δ

Calls
Pseudo strike
11.47
IV
46.7%
B/E move
7.9%
Puts
Pseudo strike
10.98
IV
57.4%
B/E move
6.5%

50Δ

Calls
Pseudo strike
11.22
IV
41.7%
B/E move
6.0%
Puts
Pseudo strike
11.35
IV
67.1%
B/E move
6.2%

55Δ

Calls
Pseudo strike
10.98
IV
37.3%
B/E move
4.2%
Puts
Pseudo strike
11.73
IV
77.5%
B/E move
6.1%

60Δ

Calls
Pseudo strike
10.80
IV
38.2%
B/E move
3.7%
Puts
Pseudo strike
12.35
IV
96.6%
B/E move
6.3%

65Δ

Calls
Pseudo strike
10.62
IV
39.1%
B/E move
3.2%
Puts
Pseudo strike
14.17
IV
147.7%
B/E move
7.6%

70Δ

Calls
Pseudo strike
10.43
IV
40.1%
B/E move
2.7%
Puts
Pseudo strike
14.83
IV
143.0%
B/E move
5.9%

75Δ

Calls
Pseudo strike
10.25
IV
41.0%
B/E move
2.2%
Puts
Pseudo strike
17.41
IV
172.8%
B/E move
5.3%

80Δ

Calls
Pseudo strike
10.07
IV
41.9%
B/E move
1.7%
Puts
Pseudo strike
19.46
IV
180.4%
B/E move
3.9%

Options history

No recorded observations