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ProShares Ultra CRCL CRCA

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Market datapartial · fetched 2026-10-23T03:03:05.062Z

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 · 2026-10-23T00:00:00.043482269Z

FundamentalsAlpha Vantage · unavailable

Share price$18.67
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$0.35$4.40$8.45$12.50$16.55$7.25$12.74$18.23$23.72$29.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CRCA spot · $18.67CRCA PRICE$0.78$1.04$1.30$1.58$1.90$2.26$2.60$3.02$3.47$3.91$4.41$5.02$5.67$1.29$1.80$2.37$2.95$3.68$4.39$5.39$6.26$7.32$8.66$10.42$12.64$15.38
PutsExpensive1.23×
CallsFair1.01×
SkewBearish+16.73 pp
Implied moveBearish±$7.98
TiltBearish38.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.67163.8%68.5%14.03170.4%31.8%
25Δ28.40163.7%57.6%15.18174.0%28.3%
30Δ26.34161.2%48.1%16.32176.9%25.3%
35Δ24.65159.6%40.5%17.50175.3%22.1%
40Δ23.29160.9%34.9%18.70177.6%19.5%
45Δ22.04162.8%30.2%19.91176.2%16.9%
50Δ20.73159.6%24.9%21.29179.5%14.8%
55Δ19.62161.6%21.3%22.59177.1%12.5%
60Δ18.53162.2%17.8%24.03176.2%10.5%
65Δ17.43159.9%14.3%25.70176.9%8.7%
70Δ16.37158.7%11.3%27.78180.4%7.0%
75Δ15.30159.2%8.8%30.28183.5%5.5%
80Δ14.22157.8%6.5%33.31184.7%4.0%

20Δ

Calls
Pseudo strike
30.67
IV
163.8%
B/E move
68.5%
Puts
Pseudo strike
14.03
IV
170.4%
B/E move
31.8%

25Δ

Calls
Pseudo strike
28.40
IV
163.7%
B/E move
57.6%
Puts
Pseudo strike
15.18
IV
174.0%
B/E move
28.3%

30Δ

Calls
Pseudo strike
26.34
IV
161.2%
B/E move
48.1%
Puts
Pseudo strike
16.32
IV
176.9%
B/E move
25.3%

35Δ

Calls
Pseudo strike
24.65
IV
159.6%
B/E move
40.5%
Puts
Pseudo strike
17.50
IV
175.3%
B/E move
22.1%

40Δ

Calls
Pseudo strike
23.29
IV
160.9%
B/E move
34.9%
Puts
Pseudo strike
18.70
IV
177.6%
B/E move
19.5%

45Δ

Calls
Pseudo strike
22.04
IV
162.8%
B/E move
30.2%
Puts
Pseudo strike
19.91
IV
176.2%
B/E move
16.9%

50Δ

Calls
Pseudo strike
20.73
IV
159.6%
B/E move
24.9%
Puts
Pseudo strike
21.29
IV
179.5%
B/E move
14.8%

55Δ

Calls
Pseudo strike
19.62
IV
161.6%
B/E move
21.3%
Puts
Pseudo strike
22.59
IV
177.1%
B/E move
12.5%

60Δ

Calls
Pseudo strike
18.53
IV
162.2%
B/E move
17.8%
Puts
Pseudo strike
24.03
IV
176.2%
B/E move
10.5%

65Δ

Calls
Pseudo strike
17.43
IV
159.9%
B/E move
14.3%
Puts
Pseudo strike
25.70
IV
176.9%
B/E move
8.7%

70Δ

Calls
Pseudo strike
16.37
IV
158.7%
B/E move
11.3%
Puts
Pseudo strike
27.78
IV
180.4%
B/E move
7.0%

75Δ

Calls
Pseudo strike
15.30
IV
159.2%
B/E move
8.8%
Puts
Pseudo strike
30.28
IV
183.5%
B/E move
5.5%

80Δ

Calls
Pseudo strike
14.22
IV
157.8%
B/E move
6.5%
Puts
Pseudo strike
33.31
IV
184.7%
B/E move
4.0%

Options history

No recorded observations