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ProShares UltraShort MSCI Brazil Capped BZQ

i

Market dataready · fetched 2026-11-11T15:06:06.211Z

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 · 2026-11-11T01:00:00.124095461Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:06:05.606092+00:00

Share price$21.69
1D+0.0%
AH$21.73$21.76$21.80$21.83$21.865:30 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$0.26$1.43$2.59$3.76$4.92$18.06$19.63$21.19$22.76$24.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive BZQ spot · $21.68BZQ PRICE$0.39$0.44$0.49$0.54$0.57$0.60$0.65$0.71$0.77$0.83$0.89$0.43$0.49$0.58$0.67$0.81$0.97$1.13$1.37$1.66$1.96$2.52$3.33$4.58
PutsExpensive2.16×
Calls——
Skew——
Implied moveBearish±$1.79
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.53109.1%19.5%19.12104.5%13.8%
25Δ24.2491.8%13.8%19.9189.4%10.5%
30Δ23.4580.5%10.4%20.4082.7%8.6%
35Δ22.8670.8%7.9%20.8477.0%7.0%
40Δ22.4562.3%6.1%21.2175.3%5.9%
45Δ22.0453.8%4.4%21.5475.8%5.1%
50Δ21.8350.4%3.7%21.8676.4%4.4%
55Δ21.6547.4%3.1%22.2378.2%3.8%
60Δ21.4644.4%2.5%22.6380.9%3.3%
65Δ21.2841.5%2.0%23.0483.9%2.8%
70Δ21.0938.5%1.4%23.6891.3%2.4%
75Δ24.56102.9%2.1%
80Δ25.88119.4%1.8%

20Δ

Calls
Pseudo strike
25.53
IV
109.1%
B/E move
19.5%
Puts
Pseudo strike
19.12
IV
104.5%
B/E move
13.8%

25Δ

Calls
Pseudo strike
24.24
IV
91.8%
B/E move
13.8%
Puts
Pseudo strike
19.91
IV
89.4%
B/E move
10.5%

30Δ

Calls
Pseudo strike
23.45
IV
80.5%
B/E move
10.4%
Puts
Pseudo strike
20.40
IV
82.7%
B/E move
8.6%

35Δ

Calls
Pseudo strike
22.86
IV
70.8%
B/E move
7.9%
Puts
Pseudo strike
20.84
IV
77.0%
B/E move
7.0%

40Δ

Calls
Pseudo strike
22.45
IV
62.3%
B/E move
6.1%
Puts
Pseudo strike
21.21
IV
75.3%
B/E move
5.9%

45Δ

Calls
Pseudo strike
22.04
IV
53.8%
B/E move
4.4%
Puts
Pseudo strike
21.54
IV
75.8%
B/E move
5.1%

50Δ

Calls
Pseudo strike
21.83
IV
50.4%
B/E move
3.7%
Puts
Pseudo strike
21.86
IV
76.4%
B/E move
4.4%

55Δ

Calls
Pseudo strike
21.65
IV
47.4%
B/E move
3.1%
Puts
Pseudo strike
22.23
IV
78.2%
B/E move
3.8%

60Δ

Calls
Pseudo strike
21.46
IV
44.4%
B/E move
2.5%
Puts
Pseudo strike
22.63
IV
80.9%
B/E move
3.3%

65Δ

Calls
Pseudo strike
21.28
IV
41.5%
B/E move
2.0%
Puts
Pseudo strike
23.04
IV
83.9%
B/E move
2.8%

70Δ

Calls
Pseudo strike
21.09
IV
38.5%
B/E move
1.4%
Puts
Pseudo strike
23.68
IV
91.3%
B/E move
2.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.56
IV
102.9%
B/E move
2.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.88
IV
119.4%
B/E move
1.8%

Options history

IV · four-Friday blend71.26%
Daily close
BZQ58.6%89.4%120.3%2026-08-13: 62.83%2026-08-14: 70.10%2026-08-17: 77.42%2026-08-18: 78.73%2026-08-19: 83.46%2026-08-20: 76.15%2026-08-21: 66.44%2026-08-24: 68.05%2026-08-25: 69.21%2026-08-26: 71.03%2026-08-27: 69.49%2026-08-28: 68.49%2026-08-31: 70.27%2026-09-01: 72.26%2026-09-02: 75.23%2026-09-03: 72.19%2026-09-04: 71.38%2026-09-08: 74.66%2026-09-09: 76.64%2026-09-10: 75.54%2026-09-11: 76.56%2026-09-14: 81.39%2026-09-15: 81.93%2026-09-16: 86.02%2026-09-17: 89.08%2026-09-18: 79.47%2026-09-21: 79.86%2026-09-22: 82.59%2026-09-23: 82.79%2026-09-24: 81.86%2026-09-25: 83.29%2026-09-28: 84.93%2026-09-29: 87.01%2026-09-30: 85.70%2026-10-01: 87.43%2026-10-02: 89.60%2026-10-06: 70.08%2026-10-07: 73.03%2026-10-09: 72.78%2026-10-12: 80.26%2026-10-14: 87.46%2026-10-16: 104.15%2026-10-19: 107.23%2026-10-20: 102.69%2026-10-21: 104.62%2026-10-22: 116.02%2026-10-23: 113.38%2026-10-26: 70.10%2026-10-27: 72.93%2026-10-28: 73.73%2026-10-29: 72.80%2026-10-30: 71.26%Aug 13Sep 18Oct 30
52 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
62.83%
70.10%
77.42%
78.73%
83.46%
76.15%
66.44%
68.05%
69.21%
71.03%
69.49%
68.49%
70.27%
72.26%
75.23%
72.19%
71.38%
74.66%
76.64%
75.54%
76.56%
81.39%
81.93%
86.02%
89.08%
79.47%
79.86%
82.59%
82.79%
81.86%
83.29%
84.93%
87.01%
85.70%
87.43%
89.60%
70.08%
73.03%
72.78%
80.26%
87.46%
104.15%
107.23%
102.69%
104.62%
116.02%
113.38%
70.10%
72.93%
73.73%
72.80%
71.26%