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ProShares Ultra CRCL CRCA

i

Market dataready · fetched 2026-11-12T03:23:04.102Z

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 · 2026-11-12T01:00:00.034363918Z

FundamentalsProShares · ready · as of 2026-11-11 · fetched 2026-11-12T03:23:03.490136+00:00

Share price$10.77
1D+5.3%
AH$10.01$10.34$10.67$11.00$11.335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCRCA
Sold putSold callAH

ProShares Ultra CRCL options

Live interpolated CRCA call and put midpoint premiums by absolute delta.ProShares Ultra CRCL$0.17$1.16$2.15$3.14$4.13$6.40$8.64$10.88$13.13$15.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CRCA spot · $10.77CRCA PRICE$0.28$0.38$0.48$0.57$0.65$0.72$0.80$0.94$1.09$1.24$1.44$1.70$1.96$0.35$0.43$0.51$0.64$0.82$0.99$1.19$1.47$1.75$2.16$2.65$3.20$3.84
PutsCheap0.75×
CallsCheap0.73×
SkewBearish+10.19 pp
Implied moveBearish±$1.99
TiltBearish24.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.78162.7%30.5%8.98162.4%19.8%
25Δ13.32168.6%27.2%9.40151.8%16.7%
30Δ12.85170.9%23.7%9.81141.4%13.7%
35Δ12.32163.7%19.7%10.16138.5%11.6%
40Δ11.84155.2%16.0%10.47142.2%10.4%
45Δ11.43144.5%12.9%10.77145.9%9.2%
50Δ11.03133.8%9.8%11.09149.8%8.1%
55Δ10.73133.8%8.4%11.48154.3%7.1%
60Δ10.44134.6%7.1%11.86158.7%6.1%
65Δ10.15135.4%5.8%12.37167.2%5.2%
70Δ9.84137.3%4.7%12.95177.9%4.4%
75Δ9.48140.5%3.8%13.59181.6%3.5%
80Δ9.13143.7%2.9%14.32185.1%2.7%

20Δ

Calls
Pseudo strike
13.78
IV
162.7%
B/E move
30.5%
Puts
Pseudo strike
8.98
IV
162.4%
B/E move
19.8%

25Δ

Calls
Pseudo strike
13.32
IV
168.6%
B/E move
27.2%
Puts
Pseudo strike
9.40
IV
151.8%
B/E move
16.7%

30Δ

Calls
Pseudo strike
12.85
IV
170.9%
B/E move
23.7%
Puts
Pseudo strike
9.81
IV
141.4%
B/E move
13.7%

35Δ

Calls
Pseudo strike
12.32
IV
163.7%
B/E move
19.7%
Puts
Pseudo strike
10.16
IV
138.5%
B/E move
11.6%

40Δ

Calls
Pseudo strike
11.84
IV
155.2%
B/E move
16.0%
Puts
Pseudo strike
10.47
IV
142.2%
B/E move
10.4%

45Δ

Calls
Pseudo strike
11.43
IV
144.5%
B/E move
12.9%
Puts
Pseudo strike
10.77
IV
145.9%
B/E move
9.2%

50Δ

Calls
Pseudo strike
11.03
IV
133.8%
B/E move
9.8%
Puts
Pseudo strike
11.09
IV
149.8%
B/E move
8.1%

55Δ

Calls
Pseudo strike
10.73
IV
133.8%
B/E move
8.4%
Puts
Pseudo strike
11.48
IV
154.3%
B/E move
7.1%

60Δ

Calls
Pseudo strike
10.44
IV
134.6%
B/E move
7.1%
Puts
Pseudo strike
11.86
IV
158.7%
B/E move
6.1%

65Δ

Calls
Pseudo strike
10.15
IV
135.4%
B/E move
5.8%
Puts
Pseudo strike
12.37
IV
167.2%
B/E move
5.2%

70Δ

Calls
Pseudo strike
9.84
IV
137.3%
B/E move
4.7%
Puts
Pseudo strike
12.95
IV
177.9%
B/E move
4.4%

75Δ

Calls
Pseudo strike
9.48
IV
140.5%
B/E move
3.8%
Puts
Pseudo strike
13.59
IV
181.6%
B/E move
3.5%

80Δ

Calls
Pseudo strike
9.13
IV
143.7%
B/E move
2.9%
Puts
Pseudo strike
14.32
IV
185.1%
B/E move
2.7%

Options history

IV · four-Friday blend156.53%
Daily EOD
CRCA156.4%156.5%156.7%2026-10-30: 156.53%Oct 30
1 observations2026-10-30 — 2026-10-30
Table
DateIV (%)
156.53%