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ProShares Ultra Dow30 DDM

i

Market dataready · fetched 2026-11-11T15:55:49.560Z

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 · 2026-11-11T15:54:57.805832397Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:55:49.123847+00:00

Share price$63.63
1D-1.0%
$63.42$63.68$63.95$64.22$64.485:30 AM6:30 AM9:00 AM1:00 PMDDM
Sold putSold call

ProShares Ultra Dow30 options

Live interpolated DDM call and put midpoint premiums by absolute delta.ProShares Ultra Dow30$0.80$1.70$2.59$3.49$4.39$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEDDM PRICE$1.81$2.10$3.49$4.13$0.90$1.03$1.17$1.31$1.45$1.58$1.71$1.85$2.44
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ61.4845.3%4.8%
35Δ62.2142.1%3.9%
40Δ62.8039.8%3.2%
45Δ63.2637.6%2.6%
50Δ63.6535.4%2.2%
55Δ64.0533.2%1.8%
60Δ62.9134.8%1.7%64.4431.1%1.4%
65Δ62.4534.8%1.4%64.8428.9%1.0%
70Δ65.5432.4%0.8%
75Δ60.8944.6%1.2%
80Δ60.0945.9%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
61.48
IV
45.3%
B/E move
4.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
62.21
IV
42.1%
B/E move
3.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
62.80
IV
39.8%
B/E move
3.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
63.26
IV
37.6%
B/E move
2.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
63.65
IV
35.4%
B/E move
2.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
64.05
IV
33.2%
B/E move
1.8%

60Δ

Calls
Pseudo strike
62.91
IV
34.8%
B/E move
1.7%
Puts
Pseudo strike
64.44
IV
31.1%
B/E move
1.4%

65Δ

Calls
Pseudo strike
62.45
IV
34.8%
B/E move
1.4%
Puts
Pseudo strike
64.84
IV
28.9%
B/E move
1.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
65.54
IV
32.4%
B/E move
0.8%

75Δ

Calls
Pseudo strike
60.89
IV
44.6%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
60.09
IV
45.9%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend30.25%
Daily EOD
DDM27.0%28.7%30.5%2026-10-19: 28.34%2026-10-20: 27.22%2026-10-21: 27.37%2026-10-22: 28.58%2026-10-23: 29.99%2026-10-26: 29.86%2026-10-27: 30.18%2026-10-28: 27.30%2026-10-29: 27.89%2026-10-30: 30.25%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
28.34%
27.22%
27.37%
28.58%
29.99%
29.86%
30.18%
27.30%
27.89%
30.25%