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ProShares Ultra Dow30 DDM

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Market dataready · fetched 2026-10-22T14:52:51.178Z

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 · 2026-10-22T14:49:11.433323838Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T14:52:49.450044+00:00

Share price$65.01
1D-0.1%
$64.88$65.06$65.24$65.42$65.605:30 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$0.49$2.06$3.62$5.19$6.76$58.27$61.77$65.28$68.79$72.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DDM spot · $65.01DDM PRICE$0.66$0.75$1.01$1.28$1.56$1.74$2.08$2.50$3.01$3.50$4.19$4.95$6.30$0.87$1.02$1.24$1.43$1.58$1.91$2.25$2.58$2.92$3.25$3.59$4.00$4.44
PutsExpensive1.09×
CallsExpensive1.24×
SkewBullish-2.94 pp
Implied moveBearish±$4.33
TiltBullish3.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ70.9433.6%10.1%59.5840.5%9.7%
25Δ69.1028.7%7.5%61.2435.6%7.4%
30Δ68.3929.8%6.8%62.3033.8%6.1%
35Δ67.7131.0%6.1%63.2431.6%4.9%
40Δ66.9631.4%5.4%64.1028.6%3.8%
45Δ66.1429.5%4.4%64.7428.1%3.4%
50Δ65.4429.9%3.9%65.3827.7%2.9%
55Δ64.7430.9%3.4%66.0227.2%2.4%
60Δ63.9932.4%3.1%66.6626.7%2.0%
65Δ63.2032.8%2.6%67.2926.3%1.5%
70Δ62.2734.2%2.2%67.9325.8%1.0%
75Δ61.2735.3%1.9%68.5624.9%0.7%
80Δ59.7439.4%1.6%69.1923.9%0.4%

20Δ

Calls
Pseudo strike
70.94
IV
33.6%
B/E move
10.1%
Puts
Pseudo strike
59.58
IV
40.5%
B/E move
9.7%

25Δ

Calls
Pseudo strike
69.10
IV
28.7%
B/E move
7.5%
Puts
Pseudo strike
61.24
IV
35.6%
B/E move
7.4%

30Δ

Calls
Pseudo strike
68.39
IV
29.8%
B/E move
6.8%
Puts
Pseudo strike
62.30
IV
33.8%
B/E move
6.1%

35Δ

Calls
Pseudo strike
67.71
IV
31.0%
B/E move
6.1%
Puts
Pseudo strike
63.24
IV
31.6%
B/E move
4.9%

40Δ

Calls
Pseudo strike
66.96
IV
31.4%
B/E move
5.4%
Puts
Pseudo strike
64.10
IV
28.6%
B/E move
3.8%

45Δ

Calls
Pseudo strike
66.14
IV
29.5%
B/E move
4.4%
Puts
Pseudo strike
64.74
IV
28.1%
B/E move
3.4%

50Δ

Calls
Pseudo strike
65.44
IV
29.9%
B/E move
3.9%
Puts
Pseudo strike
65.38
IV
27.7%
B/E move
2.9%

55Δ

Calls
Pseudo strike
64.74
IV
30.9%
B/E move
3.4%
Puts
Pseudo strike
66.02
IV
27.2%
B/E move
2.4%

60Δ

Calls
Pseudo strike
63.99
IV
32.4%
B/E move
3.1%
Puts
Pseudo strike
66.66
IV
26.7%
B/E move
2.0%

65Δ

Calls
Pseudo strike
63.20
IV
32.8%
B/E move
2.6%
Puts
Pseudo strike
67.29
IV
26.3%
B/E move
1.5%

70Δ

Calls
Pseudo strike
62.27
IV
34.2%
B/E move
2.2%
Puts
Pseudo strike
67.93
IV
25.8%
B/E move
1.0%

75Δ

Calls
Pseudo strike
61.27
IV
35.3%
B/E move
1.9%
Puts
Pseudo strike
68.56
IV
24.9%
B/E move
0.7%

80Δ

Calls
Pseudo strike
59.74
IV
39.4%
B/E move
1.6%
Puts
Pseudo strike
69.19
IV
23.9%
B/E move
0.4%

Options history

No recorded observations