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ProShares Large Cap Core Plus CSM

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Market datapartial · fetched 2026-10-22T03:52:30.224Z

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 · 2026-10-22T00:00:01.673287136Z

FundamentalsAlpha Vantage · unavailable

Share price$87.98
1D+0.2%
AH$87.56$87.70$87.85$87.99$88.135:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCSM
Sold putSold callAH

ProShares Large Cap Core Plus options

Live interpolated CSM call and put midpoint premiums by absolute delta.ProShares Large Cap Core Plus$0.48$1.58$2.68$3.78$4.88$82.76$85.20$87.64$90.07$92.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CSM spot · $87.98CSM PRICE$0.60$0.67$0.74$0.83$0.91$1.04$1.19$1.36$1.61$1.87$2.30$2.82$3.39$0.76$0.86$0.92$1.02$1.16$1.31$1.50$1.70$2.01$2.42$2.89$3.44$4.56
PutsExpensive1.75×
CallsExpensive1.52×
SkewBearish+2.76 pp
Implied moveBearish±$2.69
TiltBearish11.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ93.3222.1%6.7%83.1626.1%6.3%
25Δ91.6418.4%4.9%84.7622.2%4.6%
30Δ90.5716.0%3.8%85.9818.8%3.3%
35Δ89.8114.4%3.0%86.7616.9%2.5%
40Δ89.2413.1%2.5%87.3515.7%2.0%
45Δ88.7612.4%2.1%87.8714.9%1.6%
50Δ88.3512.1%1.8%88.3314.4%1.3%
55Δ87.9411.8%1.5%88.7814.1%1.0%
60Δ87.5412.0%1.3%89.2814.2%0.8%
65Δ87.1412.1%1.2%89.8314.9%0.7%
70Δ86.5912.9%1.0%90.4415.4%0.5%
75Δ85.9814.0%0.9%91.1315.9%0.3%
80Δ85.2814.5%0.8%92.3518.1%0.2%

20Δ

Calls
Pseudo strike
93.32
IV
22.1%
B/E move
6.7%
Puts
Pseudo strike
83.16
IV
26.1%
B/E move
6.3%

25Δ

Calls
Pseudo strike
91.64
IV
18.4%
B/E move
4.9%
Puts
Pseudo strike
84.76
IV
22.2%
B/E move
4.6%

30Δ

Calls
Pseudo strike
90.57
IV
16.0%
B/E move
3.8%
Puts
Pseudo strike
85.98
IV
18.8%
B/E move
3.3%

35Δ

Calls
Pseudo strike
89.81
IV
14.4%
B/E move
3.0%
Puts
Pseudo strike
86.76
IV
16.9%
B/E move
2.5%

40Δ

Calls
Pseudo strike
89.24
IV
13.1%
B/E move
2.5%
Puts
Pseudo strike
87.35
IV
15.7%
B/E move
2.0%

45Δ

Calls
Pseudo strike
88.76
IV
12.4%
B/E move
2.1%
Puts
Pseudo strike
87.87
IV
14.9%
B/E move
1.6%

50Δ

Calls
Pseudo strike
88.35
IV
12.1%
B/E move
1.8%
Puts
Pseudo strike
88.33
IV
14.4%
B/E move
1.3%

55Δ

Calls
Pseudo strike
87.94
IV
11.8%
B/E move
1.5%
Puts
Pseudo strike
88.78
IV
14.1%
B/E move
1.0%

60Δ

Calls
Pseudo strike
87.54
IV
12.0%
B/E move
1.3%
Puts
Pseudo strike
89.28
IV
14.2%
B/E move
0.8%

65Δ

Calls
Pseudo strike
87.14
IV
12.1%
B/E move
1.2%
Puts
Pseudo strike
89.83
IV
14.9%
B/E move
0.7%

70Δ

Calls
Pseudo strike
86.59
IV
12.9%
B/E move
1.0%
Puts
Pseudo strike
90.44
IV
15.4%
B/E move
0.5%

75Δ

Calls
Pseudo strike
85.98
IV
14.0%
B/E move
0.9%
Puts
Pseudo strike
91.13
IV
15.9%
B/E move
0.3%

80Δ

Calls
Pseudo strike
85.28
IV
14.5%
B/E move
0.8%
Puts
Pseudo strike
92.35
IV
18.1%
B/E move
0.2%

Options history

No recorded observations