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ProShares Ultra Bloomberg Natural Gas BOIL

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Market dataready · fetched 2026-10-21T17:47:43.668Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

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 · 2026-10-21T17:47:42.197590221Z

FundamentalsAlpha Vantage · ready

Share price$18.54
1D-0.4%
$18.34$18.46$18.58$18.70$18.825:30 AM6:30 AM9:00 AM1:00 PMBOIL
Sold putSold call

ProShares Ultra Bloomberg Natural Gas options

Live interpolated BOIL call and put midpoint premiums by absolute delta.ProShares Ultra Bloomberg Natural Gas$0.04$0.91$1.79$2.66$3.54$16.93$17.80$18.66$19.53$20.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BOIL spot · $18.54BOIL PRICE$0.14$0.18$0.23$0.28$0.34$0.41$0.48$0.55$0.63$0.71$0.80$1.00$1.21$0.13$0.18$0.22$0.28$0.34$0.40$0.47$0.56$0.64$0.73$0.88$1.02$3.28
PutsExpensive1.11×
CallsExpensive1.70×
SkewBearish+0.74 pp
Implied moveBalanced±$0.95
TiltBearish13.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.7192.6%7.1%17.6184.1%5.7%
25Δ19.4389.1%5.8%17.8082.6%4.9%
30Δ19.2588.9%5.1%18.0081.2%4.1%
35Δ19.0688.8%4.3%18.1481.4%3.6%
40Δ18.8989.1%3.8%18.2981.7%3.2%
45Δ18.7489.7%3.3%18.4382.0%2.7%
50Δ18.5890.3%2.8%18.5882.1%2.3%
55Δ18.4389.7%2.4%18.7282.0%2.0%
60Δ18.2887.9%2.0%18.8781.8%1.7%
65Δ18.1386.1%1.6%19.0181.8%1.4%
70Δ17.9685.4%1.3%19.2083.2%1.1%
75Δ17.7391.6%1.1%19.3984.5%0.9%
80Δ17.4998.0%0.9%21.59188.3%1.3%

20Δ

Calls
Pseudo strike
19.71
IV
92.6%
B/E move
7.1%
Puts
Pseudo strike
17.61
IV
84.1%
B/E move
5.7%

25Δ

Calls
Pseudo strike
19.43
IV
89.1%
B/E move
5.8%
Puts
Pseudo strike
17.80
IV
82.6%
B/E move
4.9%

30Δ

Calls
Pseudo strike
19.25
IV
88.9%
B/E move
5.1%
Puts
Pseudo strike
18.00
IV
81.2%
B/E move
4.1%

35Δ

Calls
Pseudo strike
19.06
IV
88.8%
B/E move
4.3%
Puts
Pseudo strike
18.14
IV
81.4%
B/E move
3.6%

40Δ

Calls
Pseudo strike
18.89
IV
89.1%
B/E move
3.8%
Puts
Pseudo strike
18.29
IV
81.7%
B/E move
3.2%

45Δ

Calls
Pseudo strike
18.74
IV
89.7%
B/E move
3.3%
Puts
Pseudo strike
18.43
IV
82.0%
B/E move
2.7%

50Δ

Calls
Pseudo strike
18.58
IV
90.3%
B/E move
2.8%
Puts
Pseudo strike
18.58
IV
82.1%
B/E move
2.3%

55Δ

Calls
Pseudo strike
18.43
IV
89.7%
B/E move
2.4%
Puts
Pseudo strike
18.72
IV
82.0%
B/E move
2.0%

60Δ

Calls
Pseudo strike
18.28
IV
87.9%
B/E move
2.0%
Puts
Pseudo strike
18.87
IV
81.8%
B/E move
1.7%

65Δ

Calls
Pseudo strike
18.13
IV
86.1%
B/E move
1.6%
Puts
Pseudo strike
19.01
IV
81.8%
B/E move
1.4%

70Δ

Calls
Pseudo strike
17.96
IV
85.4%
B/E move
1.3%
Puts
Pseudo strike
19.20
IV
83.2%
B/E move
1.1%

75Δ

Calls
Pseudo strike
17.73
IV
91.6%
B/E move
1.1%
Puts
Pseudo strike
19.39
IV
84.5%
B/E move
0.9%

80Δ

Calls
Pseudo strike
17.49
IV
98.0%
B/E move
0.9%
Puts
Pseudo strike
21.59
IV
188.3%
B/E move
1.3%

Options history

BOIL47.8781.65115.432026-07-23: 80.72%2026-07-24: 70.52%2026-07-27: 72.00%2026-07-28: 76.61%2026-07-29: 80.71%2026-07-30: 69.25%2026-07-31: 70.21%2026-08-03: 71.20%2026-08-04: 70.31%2026-08-05: 73.34%2026-08-06: 65.21%2026-08-07: 59.82%2026-08-10: 63.32%2026-08-11: 63.34%2026-08-12: 61.80%2026-08-13: 78.54%2026-08-14: 55.58%2026-08-17: 52.52%2026-08-18: 55.54%2026-08-19: 59.59%2026-08-20: 66.45%2026-08-21: 55.11%2026-08-24: 58.69%2026-08-25: 66.00%2026-08-26: 67.57%2026-08-27: 65.78%2026-08-28: 62.84%2026-08-31: 64.86%2026-09-01: 68.03%2026-09-02: 67.03%2026-09-03: 62.02%2026-09-04: 60.41%2026-09-08: 64.21%2026-09-09: 65.13%2026-09-10: 66.42%2026-09-11: 64.46%2026-09-14: 62.32%2026-09-15: 63.42%2026-09-16: 63.15%2026-09-17: 61.20%2026-09-18: 64.06%2026-09-21: 65.45%2026-09-22: 76.03%2026-09-23: 74.60%2026-09-24: 110.77%2026-09-25: 88.80%2026-09-28: 82.80%2026-09-29: 76.06%2026-09-30: 76.71%2026-10-01: 75.21%2026-10-02: 81.49%2026-10-05: 88.13%2026-10-06: 82.26%2026-10-07: 86.59%2026-10-08: 86.42%2026-10-09: 81.50%2026-10-12: 81.09%2026-10-13: 90.10%2026-10-14: 88.29%2026-10-15: 87.57%2026-10-16: 77.01%2026-10-19: 77.73%2026-10-20: 84.24%Jul 23Oct 20
Table
DateIV
80.72%
70.52%
72.00%
76.61%
80.71%
69.25%
70.21%
71.20%
70.31%
73.34%
65.21%
59.82%
63.32%
63.34%
61.80%
78.54%
55.58%
52.52%
55.54%
59.59%
66.45%
55.11%
58.69%
66.00%
67.57%
65.78%
62.84%
64.86%
68.03%
67.03%
62.02%
60.41%
64.21%
65.13%
66.42%
64.46%
62.32%
63.42%
63.15%
61.20%
64.06%
65.45%
76.03%
74.60%
110.77%
88.80%
82.80%
76.06%
76.71%
75.21%
81.49%
88.13%
82.26%
86.59%
86.42%
81.50%
81.09%
90.10%
88.29%
87.57%
77.01%
77.73%
84.24%