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ProShares Ultra CRCL CRCA

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Market datapartial · fetched 2026-10-22T23:23:54.144Z

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 · 2026-10-22T22:46:29.609174512Z

FundamentalsAlpha Vantage · unavailable

Share price$18.17
1D-0.4%
AH$17.73$18.08$18.44$18.79$19.155:30 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$0.46$3.51$6.56$9.62$12.67$7.73$13.09$18.45$23.81$29.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CRCA spot · $18.17CRCA PRICE$0.79$1.04$1.32$1.61$1.94$2.31$2.67$3.13$3.58$4.09$4.67$5.38$6.15$1.19$1.63$2.20$2.61$3.33$3.96$4.71$5.57$6.37$7.33$8.54$10.10$11.79
PutsExpensive1.14×
CallsExpensive1.10×
SkewBullish-10.82 pp
Implied moveBearish±$7.38
TiltBearish28.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.56169.7%72.5%13.76162.7%30.8%
25Δ28.31170.7%61.5%14.84165.0%27.3%
30Δ26.27169.8%51.8%15.90170.3%24.6%
35Δ24.53168.8%43.8%16.97163.8%21.0%
40Δ23.14171.0%38.0%18.09168.3%18.8%
45Δ21.85173.3%32.9%19.19166.6%16.2%
50Δ20.50172.0%27.5%20.34165.9%14.0%
55Δ19.37176.0%23.8%21.57166.1%11.9%
60Δ18.19176.2%19.8%22.75162.7%9.9%
65Δ17.03176.7%16.2%24.03160.4%8.1%
70Δ15.89178.4%13.1%25.55159.8%6.4%
75Δ14.70182.8%10.5%27.37160.3%4.9%
80Δ13.46185.1%7.9%29.32158.4%3.5%

20Δ

Calls
Pseudo strike
30.56
IV
169.7%
B/E move
72.5%
Puts
Pseudo strike
13.76
IV
162.7%
B/E move
30.8%

25Δ

Calls
Pseudo strike
28.31
IV
170.7%
B/E move
61.5%
Puts
Pseudo strike
14.84
IV
165.0%
B/E move
27.3%

30Δ

Calls
Pseudo strike
26.27
IV
169.8%
B/E move
51.8%
Puts
Pseudo strike
15.90
IV
170.3%
B/E move
24.6%

35Δ

Calls
Pseudo strike
24.53
IV
168.8%
B/E move
43.8%
Puts
Pseudo strike
16.97
IV
163.8%
B/E move
21.0%

40Δ

Calls
Pseudo strike
23.14
IV
171.0%
B/E move
38.0%
Puts
Pseudo strike
18.09
IV
168.3%
B/E move
18.8%

45Δ

Calls
Pseudo strike
21.85
IV
173.3%
B/E move
32.9%
Puts
Pseudo strike
19.19
IV
166.6%
B/E move
16.2%

50Δ

Calls
Pseudo strike
20.50
IV
172.0%
B/E move
27.5%
Puts
Pseudo strike
20.34
IV
165.9%
B/E move
14.0%

55Δ

Calls
Pseudo strike
19.37
IV
176.0%
B/E move
23.8%
Puts
Pseudo strike
21.57
IV
166.1%
B/E move
11.9%

60Δ

Calls
Pseudo strike
18.19
IV
176.2%
B/E move
19.8%
Puts
Pseudo strike
22.75
IV
162.7%
B/E move
9.9%

65Δ

Calls
Pseudo strike
17.03
IV
176.7%
B/E move
16.2%
Puts
Pseudo strike
24.03
IV
160.4%
B/E move
8.1%

70Δ

Calls
Pseudo strike
15.89
IV
178.4%
B/E move
13.1%
Puts
Pseudo strike
25.55
IV
159.8%
B/E move
6.4%

75Δ

Calls
Pseudo strike
14.70
IV
182.8%
B/E move
10.5%
Puts
Pseudo strike
27.37
IV
160.3%
B/E move
4.9%

80Δ

Calls
Pseudo strike
13.46
IV
185.1%
B/E move
7.9%
Puts
Pseudo strike
29.32
IV
158.4%
B/E move
3.5%

Options history

No recorded observations