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ProShares Ultra Energy DIG

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Market datapartial · fetched 2026-10-22T22:58:36.629Z

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 · 2026-10-22T22:30:00.001082051Z

FundamentalsAlpha Vantage · unavailable

Share price$77.42
1D-3.6%
AH$74$76$78$79$815:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDIG
Sold putSold callAH

ProShares Ultra Energy options

Live interpolated DIG call and put midpoint premiums by absolute delta.ProShares Ultra Energy$0.88$5.33$9.77$14.21$18.65$60.57$68.53$76.49$84.45$92.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DIG spot · $77.42DIG PRICE$1.36$1.78$2.24$2.76$3.23$3.56$4.13$4.68$5.38$6.86$7.10$8.72$9.47$1.49$2.05$2.71$3.58$4.39$5.43$6.39$6.62$9.27$9.80$11.27$14.84$17.37
PutsExpensive1.30×
CallsFair1.03×
SkewBearish+8.56 pp
Implied moveBearish±$10.51
TiltBearish21.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ91.4361.2%19.9%68.7556.7%13.1%
25Δ88.2158.7%16.2%70.5157.8%11.6%
30Δ85.9158.4%13.9%72.1459.4%10.3%
35Δ83.9358.8%12.0%73.7062.7%9.4%
40Δ81.9256.7%10.0%75.4363.3%8.2%
45Δ79.9852.4%7.9%77.1865.4%7.3%
50Δ78.5051.8%6.7%78.9865.1%6.2%
55Δ77.0650.4%5.6%80.3458.4%4.8%
60Δ75.6950.2%4.7%83.1168.7%4.6%
65Δ73.9756.5%4.4%84.4963.5%3.5%
70Δ72.8250.5%3.2%86.6262.1%2.7%
75Δ70.8554.5%2.8%90.4769.8%2.3%
80Δ69.5051.1%2.0%93.5269.6%1.6%

20Δ

Calls
Pseudo strike
91.43
IV
61.2%
B/E move
19.9%
Puts
Pseudo strike
68.75
IV
56.7%
B/E move
13.1%

25Δ

Calls
Pseudo strike
88.21
IV
58.7%
B/E move
16.2%
Puts
Pseudo strike
70.51
IV
57.8%
B/E move
11.6%

30Δ

Calls
Pseudo strike
85.91
IV
58.4%
B/E move
13.9%
Puts
Pseudo strike
72.14
IV
59.4%
B/E move
10.3%

35Δ

Calls
Pseudo strike
83.93
IV
58.8%
B/E move
12.0%
Puts
Pseudo strike
73.70
IV
62.7%
B/E move
9.4%

40Δ

Calls
Pseudo strike
81.92
IV
56.7%
B/E move
10.0%
Puts
Pseudo strike
75.43
IV
63.3%
B/E move
8.2%

45Δ

Calls
Pseudo strike
79.98
IV
52.4%
B/E move
7.9%
Puts
Pseudo strike
77.18
IV
65.4%
B/E move
7.3%

50Δ

Calls
Pseudo strike
78.50
IV
51.8%
B/E move
6.7%
Puts
Pseudo strike
78.98
IV
65.1%
B/E move
6.2%

55Δ

Calls
Pseudo strike
77.06
IV
50.4%
B/E move
5.6%
Puts
Pseudo strike
80.34
IV
58.4%
B/E move
4.8%

60Δ

Calls
Pseudo strike
75.69
IV
50.2%
B/E move
4.7%
Puts
Pseudo strike
83.11
IV
68.7%
B/E move
4.6%

65Δ

Calls
Pseudo strike
73.97
IV
56.5%
B/E move
4.4%
Puts
Pseudo strike
84.49
IV
63.5%
B/E move
3.5%

70Δ

Calls
Pseudo strike
72.82
IV
50.5%
B/E move
3.2%
Puts
Pseudo strike
86.62
IV
62.1%
B/E move
2.7%

75Δ

Calls
Pseudo strike
70.85
IV
54.5%
B/E move
2.8%
Puts
Pseudo strike
90.47
IV
69.8%
B/E move
2.3%

80Δ

Calls
Pseudo strike
69.50
IV
51.1%
B/E move
2.0%
Puts
Pseudo strike
93.52
IV
69.6%
B/E move
1.6%

Options history

DIG52.8952.9653.042026-10-20: 52.94%2026-10-21: 52.98%Oct 20Oct 21
Table
DateIV
52.94%
52.98%