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ProShares Short Dow30 DOG

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Market datapartial · fetched 2026-10-22T16:54:23.032Z

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 · 2026-10-22T16:54:15.335718622Z

FundamentalsAlpha Vantage · unavailable

Share price$21.56
1D-0.3%
$21.50$21.55$21.60$21.64$21.695:30 AM6:30 AM9:00 AM1:00 PMDOG
Sold putSold call

ProShares Short Dow30 options

Live interpolated DOG call and put midpoint premiums by absolute delta.ProShares Short Dow30$0.06$0.91$1.76$2.62$3.47$19.57$20.36$21.15$21.94$22.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DOG spot · $21.56DOG PRICE$0.15$0.16$0.17$0.19$0.23$0.27$0.32$0.36$0.40$0.44$0.48$0.53$0.57$0.28$0.28$0.30$0.34$0.40$0.45$0.51$0.57$0.62$0.93$1.44$2.20$3.22
PutsExpensive2.13×
CallsFair0.96×
SkewBearish+14.51 pp
Implied moveBearish±$0.83
TiltBearish46.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.9523.3%7.1%19.8338.8%9.3%
25Δ22.5919.6%5.5%20.4031.4%6.7%
30Δ22.2315.8%3.9%20.8725.2%4.6%
35Δ21.9713.2%2.8%21.1222.8%3.6%
40Δ21.8812.8%2.6%21.2821.9%3.1%
45Δ21.7912.3%2.3%21.4421.0%2.7%
50Δ21.7011.9%2.1%21.6020.1%2.2%
55Δ21.6211.4%1.9%21.7719.3%1.7%
60Δ21.5311.0%1.7%21.9318.4%1.2%
65Δ21.4410.5%1.5%22.2722.3%1.0%
70Δ21.3510.1%1.3%22.7630.0%1.2%
75Δ21.269.6%1.1%23.5039.4%1.2%
80Δ21.179.2%0.8%24.5548.9%1.1%

20Δ

Calls
Pseudo strike
22.95
IV
23.3%
B/E move
7.1%
Puts
Pseudo strike
19.83
IV
38.8%
B/E move
9.3%

25Δ

Calls
Pseudo strike
22.59
IV
19.6%
B/E move
5.5%
Puts
Pseudo strike
20.40
IV
31.4%
B/E move
6.7%

30Δ

Calls
Pseudo strike
22.23
IV
15.8%
B/E move
3.9%
Puts
Pseudo strike
20.87
IV
25.2%
B/E move
4.6%

35Δ

Calls
Pseudo strike
21.97
IV
13.2%
B/E move
2.8%
Puts
Pseudo strike
21.12
IV
22.8%
B/E move
3.6%

40Δ

Calls
Pseudo strike
21.88
IV
12.8%
B/E move
2.6%
Puts
Pseudo strike
21.28
IV
21.9%
B/E move
3.1%

45Δ

Calls
Pseudo strike
21.79
IV
12.3%
B/E move
2.3%
Puts
Pseudo strike
21.44
IV
21.0%
B/E move
2.7%

50Δ

Calls
Pseudo strike
21.70
IV
11.9%
B/E move
2.1%
Puts
Pseudo strike
21.60
IV
20.1%
B/E move
2.2%

55Δ

Calls
Pseudo strike
21.62
IV
11.4%
B/E move
1.9%
Puts
Pseudo strike
21.77
IV
19.3%
B/E move
1.7%

60Δ

Calls
Pseudo strike
21.53
IV
11.0%
B/E move
1.7%
Puts
Pseudo strike
21.93
IV
18.4%
B/E move
1.2%

65Δ

Calls
Pseudo strike
21.44
IV
10.5%
B/E move
1.5%
Puts
Pseudo strike
22.27
IV
22.3%
B/E move
1.0%

70Δ

Calls
Pseudo strike
21.35
IV
10.1%
B/E move
1.3%
Puts
Pseudo strike
22.76
IV
30.0%
B/E move
1.2%

75Δ

Calls
Pseudo strike
21.26
IV
9.6%
B/E move
1.1%
Puts
Pseudo strike
23.50
IV
39.4%
B/E move
1.2%

80Δ

Calls
Pseudo strike
21.17
IV
9.2%
B/E move
0.8%
Puts
Pseudo strike
24.55
IV
48.9%
B/E move
1.1%

Options history

DOG21.5521.6121.672026-10-20: 21.57%2026-10-21: 21.65%Oct 20Oct 21
Table
DateIV
21.57%
21.65%