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ProShares Ultra Energy DIG

i

Market dataready · fetched 2026-11-12T02:19:48.054Z

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 · 2026-11-12T01:00:00.103148702Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:19:47.601699+00:00

Share price$67.50
1D+2.7%
AH$65.38$65.95$66.52$67.08$67.655:30 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$0.64$3.46$6.27$9.08$11.90$56.53$62.36$68.18$74.00$79.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive DIG spot · $67.50DIG PRICE$0.96$0.95$1.19$1.40$1.49$1.72$2.00$2.30$2.67$3.04$3.38$3.66$3.93$1.14$1.48$1.78$2.09$2.61$2.87$3.70$4.58$5.20$5.22$11.09
Puts——
CallsFair0.96×
Skew——
Implied moveBearish±$4.87
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ76.4987.8%14.8%60.5590.9%12.0%
25Δ72.4862.7%8.8%
30Δ71.4762.9%7.7%64.1969.2%7.1%
35Δ70.3259.0%6.2%65.2267.2%6.0%
40Δ69.2252.0%4.8%66.1965.0%5.0%
45Δ68.4550.0%4.0%67.0468.0%4.5%
50Δ67.7749.6%3.4%67.8963.6%3.7%
55Δ67.1149.0%2.8%68.9169.6%3.4%
60Δ66.4549.0%2.4%70.0574.0%3.0%
65Δ65.8048.6%2.0%71.0572.8%2.4%
70Δ65.1747.1%1.6%71.5064.4%1.8%
75Δ64.6444.2%1.2%
80Δ64.1440.9%0.8%77.5996.1%1.5%

20Δ

Calls
Pseudo strike
76.49
IV
87.8%
B/E move
14.8%
Puts
Pseudo strike
60.55
IV
90.9%
B/E move
12.0%

25Δ

Calls
Pseudo strike
72.48
IV
62.7%
B/E move
8.8%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
71.47
IV
62.9%
B/E move
7.7%
Puts
Pseudo strike
64.19
IV
69.2%
B/E move
7.1%

35Δ

Calls
Pseudo strike
70.32
IV
59.0%
B/E move
6.2%
Puts
Pseudo strike
65.22
IV
67.2%
B/E move
6.0%

40Δ

Calls
Pseudo strike
69.22
IV
52.0%
B/E move
4.8%
Puts
Pseudo strike
66.19
IV
65.0%
B/E move
5.0%

45Δ

Calls
Pseudo strike
68.45
IV
50.0%
B/E move
4.0%
Puts
Pseudo strike
67.04
IV
68.0%
B/E move
4.5%

50Δ

Calls
Pseudo strike
67.77
IV
49.6%
B/E move
3.4%
Puts
Pseudo strike
67.89
IV
63.6%
B/E move
3.7%

55Δ

Calls
Pseudo strike
67.11
IV
49.0%
B/E move
2.8%
Puts
Pseudo strike
68.91
IV
69.6%
B/E move
3.4%

60Δ

Calls
Pseudo strike
66.45
IV
49.0%
B/E move
2.4%
Puts
Pseudo strike
70.05
IV
74.0%
B/E move
3.0%

65Δ

Calls
Pseudo strike
65.80
IV
48.6%
B/E move
2.0%
Puts
Pseudo strike
71.05
IV
72.8%
B/E move
2.4%

70Δ

Calls
Pseudo strike
65.17
IV
47.1%
B/E move
1.6%
Puts
Pseudo strike
71.50
IV
64.4%
B/E move
1.8%

75Δ

Calls
Pseudo strike
64.64
IV
44.2%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
64.14
IV
40.9%
B/E move
0.8%
Puts
Pseudo strike
77.59
IV
96.1%
B/E move
1.5%

Options history

IV · four-Friday blend54.57%
Daily EOD
DIG52.6%54.9%57.1%2026-10-20: 52.94%2026-10-21: 52.98%2026-10-22: 54.13%2026-10-23: 55.64%2026-10-26: 56.76%2026-10-27: 54.75%2026-10-28: 55.53%2026-10-29: 55.06%2026-10-30: 54.57%Oct 20Oct 26Oct 30
9 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
52.94%
52.98%
54.13%
55.64%
56.76%
54.75%
55.53%
55.06%
54.57%