Share price$77.41
1D-3.9%
Sold putSold call
ProShares Ultra Energy DIG
i
Market datapartial · fetched 2026-10-22T19:28:44.935Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T19:05:19.083244162Z
FundamentalsAlpha Vantage · unavailable
ProShares Ultra Energy options
PutsExpensive1.34×
CallsFair0.97×
SkewBearish+13.02 pp
Implied moveBearish±$11.00
TiltBearish27.7% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 68.34 | 59.5% | 13.8% | |||
| 25Δ | 88.20 | 58.8% | 16.2% | 70.12 | 60.2% | 12.3% |
| 30Δ | 85.91 | 58.4% | 13.9% | 71.89 | 60.8% | 10.9% |
| 35Δ | 83.92 | 58.8% | 12.0% | 73.67 | 61.5% | 9.5% |
| 40Δ | 82.10 | 56.7% | 10.3% | 75.44 | 62.7% | 8.2% |
| 45Δ | 80.52 | 55.0% | 8.9% | 77.19 | 65.7% | 7.4% |
| 50Δ | 78.95 | 53.3% | 7.6% | 79.10 | 67.3% | 6.4% |
| 55Δ | 77.38 | 51.6% | 6.2% | 80.73 | 64.2% | 5.2% |
| 60Δ | 75.81 | 50.0% | 4.9% | 83.09 | 68.6% | 4.6% |
| 65Δ | 74.39 | 48.0% | 3.8% | 84.55 | 63.9% | 3.5% |
| 70Δ | 73.17 | 45.9% | 2.9% | 87.28 | 65.8% | 2.8% |
| 75Δ | 71.79 | 45.6% | 2.3% | 91.30 | 73.3% | 2.4% |
| 80Δ | 70.35 | 45.1% | 1.8% | 94.94 | 75.2% | 1.8% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 68.34
- IV
- 59.5%
- B/E move
- 13.8%
25Δ
- Pseudo strike
- 88.20
- IV
- 58.8%
- B/E move
- 16.2%
- Pseudo strike
- 70.12
- IV
- 60.2%
- B/E move
- 12.3%
30Δ
- Pseudo strike
- 85.91
- IV
- 58.4%
- B/E move
- 13.9%
- Pseudo strike
- 71.89
- IV
- 60.8%
- B/E move
- 10.9%
35Δ
- Pseudo strike
- 83.92
- IV
- 58.8%
- B/E move
- 12.0%
- Pseudo strike
- 73.67
- IV
- 61.5%
- B/E move
- 9.5%
40Δ
- Pseudo strike
- 82.10
- IV
- 56.7%
- B/E move
- 10.3%
- Pseudo strike
- 75.44
- IV
- 62.7%
- B/E move
- 8.2%
45Δ
- Pseudo strike
- 80.52
- IV
- 55.0%
- B/E move
- 8.9%
- Pseudo strike
- 77.19
- IV
- 65.7%
- B/E move
- 7.4%
50Δ
- Pseudo strike
- 78.95
- IV
- 53.3%
- B/E move
- 7.6%
- Pseudo strike
- 79.10
- IV
- 67.3%
- B/E move
- 6.4%
55Δ
- Pseudo strike
- 77.38
- IV
- 51.6%
- B/E move
- 6.2%
- Pseudo strike
- 80.73
- IV
- 64.2%
- B/E move
- 5.2%
60Δ
- Pseudo strike
- 75.81
- IV
- 50.0%
- B/E move
- 4.9%
- Pseudo strike
- 83.09
- IV
- 68.6%
- B/E move
- 4.6%
65Δ
- Pseudo strike
- 74.39
- IV
- 48.0%
- B/E move
- 3.8%
- Pseudo strike
- 84.55
- IV
- 63.9%
- B/E move
- 3.5%
70Δ
- Pseudo strike
- 73.17
- IV
- 45.9%
- B/E move
- 2.9%
- Pseudo strike
- 87.28
- IV
- 65.8%
- B/E move
- 2.8%
75Δ
- Pseudo strike
- 71.79
- IV
- 45.6%
- B/E move
- 2.3%
- Pseudo strike
- 91.30
- IV
- 73.3%
- B/E move
- 2.4%
80Δ
- Pseudo strike
- 70.35
- IV
- 45.1%
- B/E move
- 1.8%
- Pseudo strike
- 94.94
- IV
- 75.2%
- B/E move
- 1.8%
Options history
Table
| Date | IV |
|---|---|
| 52.94% | |
| 52.98% |