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ProShares UltraShort MSCI Brazil Capped BZQ

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Market dataready · fetched 2026-10-22T06:02:44.438Z

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 · 2026-10-22T00:00:00.153425782Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T06:02:44.185200+00:00

Share price$13.87
1D+1.9%
AH$13.58$13.68$13.77$13.87$13.965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBZQ
Sold putSold callAH

ProShares UltraShort MSCI Brazil Capped options

Live interpolated BZQ call and put midpoint premiums by absolute delta.ProShares UltraShort MSCI Brazil Capped$0.23$2.97$5.72$8.46$11.21$7.18$10.84$14.50$18.16$21.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BZQ spot · $13.87BZQ PRICE$0.52$0.68$0.86$1.04$1.24$1.41$1.57$1.73$1.92$2.12$2.39$2.64$2.78$0.53$0.73$1.02$1.34$1.72$2.15$2.71$3.33$4.18$5.20$6.08$7.37$10.42
PutsFair1.02×
CallsExpensive2.09×
SkewBearish+12.15 pp
Implied moveBearish±$4.28
TiltBearish38.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.18141.1%56.5%11.39101.2%21.7%
25Δ19.57138.7%45.9%11.89106.0%19.5%
30Δ18.51139.9%39.6%12.42112.2%17.9%
35Δ17.46138.2%33.4%12.94118.8%16.4%
40Δ16.51135.7%27.9%13.55123.0%14.7%
45Δ15.63131.1%22.9%14.20127.5%13.1%
50Δ14.80123.3%18.0%14.95134.1%11.8%
55Δ14.10116.0%14.1%15.78138.1%10.3%
60Δ13.52111.0%11.3%16.80145.4%9.0%
65Δ12.97106.5%8.7%18.00152.2%7.7%
70Δ12.46104.3%7.0%19.09151.7%6.2%
75Δ11.97101.2%5.3%20.58153.4%4.8%
80Δ11.6491.0%3.9%23.76172.4%3.8%

20Δ

Calls
Pseudo strike
21.18
IV
141.1%
B/E move
56.5%
Puts
Pseudo strike
11.39
IV
101.2%
B/E move
21.7%

25Δ

Calls
Pseudo strike
19.57
IV
138.7%
B/E move
45.9%
Puts
Pseudo strike
11.89
IV
106.0%
B/E move
19.5%

30Δ

Calls
Pseudo strike
18.51
IV
139.9%
B/E move
39.6%
Puts
Pseudo strike
12.42
IV
112.2%
B/E move
17.9%

35Δ

Calls
Pseudo strike
17.46
IV
138.2%
B/E move
33.4%
Puts
Pseudo strike
12.94
IV
118.8%
B/E move
16.4%

40Δ

Calls
Pseudo strike
16.51
IV
135.7%
B/E move
27.9%
Puts
Pseudo strike
13.55
IV
123.0%
B/E move
14.7%

45Δ

Calls
Pseudo strike
15.63
IV
131.1%
B/E move
22.9%
Puts
Pseudo strike
14.20
IV
127.5%
B/E move
13.1%

50Δ

Calls
Pseudo strike
14.80
IV
123.3%
B/E move
18.0%
Puts
Pseudo strike
14.95
IV
134.1%
B/E move
11.8%

55Δ

Calls
Pseudo strike
14.10
IV
116.0%
B/E move
14.1%
Puts
Pseudo strike
15.78
IV
138.1%
B/E move
10.3%

60Δ

Calls
Pseudo strike
13.52
IV
111.0%
B/E move
11.3%
Puts
Pseudo strike
16.80
IV
145.4%
B/E move
9.0%

65Δ

Calls
Pseudo strike
12.97
IV
106.5%
B/E move
8.7%
Puts
Pseudo strike
18.00
IV
152.2%
B/E move
7.7%

70Δ

Calls
Pseudo strike
12.46
IV
104.3%
B/E move
7.0%
Puts
Pseudo strike
19.09
IV
151.7%
B/E move
6.2%

75Δ

Calls
Pseudo strike
11.97
IV
101.2%
B/E move
5.3%
Puts
Pseudo strike
20.58
IV
153.4%
B/E move
4.8%

80Δ

Calls
Pseudo strike
11.64
IV
91.0%
B/E move
3.9%
Puts
Pseudo strike
23.76
IV
172.4%
B/E move
3.8%

Options history

No recorded observations