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ProShares Ultra CRCL CRCA

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Market datapartial · fetched 2026-10-22T18:23:06.000Z

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 · 2026-10-22T18:22:55.63437235Z

FundamentalsAlpha Vantage · unavailable

Share price$18.11
1D-0.6%
$17.73$18.08$18.44$18.79$19.155:30 AM6:30 AM9:00 AM1:00 PMCRCA
Sold putSold call

ProShares Ultra CRCL options

Live interpolated CRCA call and put midpoint premiums by absolute delta.ProShares Ultra CRCL$0.42$3.92$7.41$10.91$14.41$7.40$12.72$18.03$23.34$28.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CRCA spot · $18.11CRCA PRICE$0.80$1.05$1.32$1.60$1.92$2.23$2.58$2.94$3.37$3.84$4.37$4.96$5.56$1.17$1.58$2.16$2.69$3.41$3.93$4.79$5.73$6.77$8.34$9.60$11.39$13.40
PutsExpensive1.18×
CallsFair1.04×
SkewBearish+3.25 pp
Implied moveBearish±$7.37
TiltBearish34.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.80172.0%74.5%13.73161.8%30.7%
25Δ28.30171.0%62.0%14.82161.6%26.9%
30Δ26.26170.2%52.3%15.86168.5%24.4%
35Δ24.44168.7%43.8%16.93167.8%21.4%
40Δ23.00169.9%37.6%18.07171.8%19.1%
45Δ21.52166.4%31.1%19.11165.9%16.2%
50Δ20.25165.1%26.1%20.34168.4%14.1%
55Δ19.05162.3%21.4%21.64169.8%12.1%
60Δ17.97162.6%17.8%23.02170.3%10.2%
65Δ16.91163.1%14.6%24.87175.9%8.7%
70Δ15.86163.6%11.8%26.48173.1%6.8%
75Δ14.81163.3%9.1%28.54173.6%5.3%
80Δ13.75160.4%6.6%30.83172.4%3.8%

20Δ

Calls
Pseudo strike
30.80
IV
172.0%
B/E move
74.5%
Puts
Pseudo strike
13.73
IV
161.8%
B/E move
30.7%

25Δ

Calls
Pseudo strike
28.30
IV
171.0%
B/E move
62.0%
Puts
Pseudo strike
14.82
IV
161.6%
B/E move
26.9%

30Δ

Calls
Pseudo strike
26.26
IV
170.2%
B/E move
52.3%
Puts
Pseudo strike
15.86
IV
168.5%
B/E move
24.4%

35Δ

Calls
Pseudo strike
24.44
IV
168.7%
B/E move
43.8%
Puts
Pseudo strike
16.93
IV
167.8%
B/E move
21.4%

40Δ

Calls
Pseudo strike
23.00
IV
169.9%
B/E move
37.6%
Puts
Pseudo strike
18.07
IV
171.8%
B/E move
19.1%

45Δ

Calls
Pseudo strike
21.52
IV
166.4%
B/E move
31.1%
Puts
Pseudo strike
19.11
IV
165.9%
B/E move
16.2%

50Δ

Calls
Pseudo strike
20.25
IV
165.1%
B/E move
26.1%
Puts
Pseudo strike
20.34
IV
168.4%
B/E move
14.1%

55Δ

Calls
Pseudo strike
19.05
IV
162.3%
B/E move
21.4%
Puts
Pseudo strike
21.64
IV
169.8%
B/E move
12.1%

60Δ

Calls
Pseudo strike
17.97
IV
162.6%
B/E move
17.8%
Puts
Pseudo strike
23.02
IV
170.3%
B/E move
10.2%

65Δ

Calls
Pseudo strike
16.91
IV
163.1%
B/E move
14.6%
Puts
Pseudo strike
24.87
IV
175.9%
B/E move
8.7%

70Δ

Calls
Pseudo strike
15.86
IV
163.6%
B/E move
11.8%
Puts
Pseudo strike
26.48
IV
173.1%
B/E move
6.8%

75Δ

Calls
Pseudo strike
14.81
IV
163.3%
B/E move
9.1%
Puts
Pseudo strike
28.54
IV
173.6%
B/E move
5.3%

80Δ

Calls
Pseudo strike
13.75
IV
160.4%
B/E move
6.6%
Puts
Pseudo strike
30.83
IV
172.4%
B/E move
3.8%

Options history

No recorded observations