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ProShares Short Dow30 DOG

i

Market dataready · fetched 2026-11-12T00:53:11.978Z

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 · 2026-11-12T00:25:07.91795753Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:53:11.489870+00:00

Share price$21.69
1D-0.6%
AH$21.59$21.66$21.74$21.82$21.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDOG
Sold putSold callAH

ProShares Short Dow30 options

Live interpolated DOG call and put midpoint premiums by absolute delta.ProShares Short Dow30$0.07$0.48$0.90$1.31$1.73$20.59$21.19$21.79$22.39$22.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive DOG spot · $21.69DOG PRICE$0.11$0.12$0.14$0.17$0.33$0.49$0.65$0.81$0.97$1.13$1.29$1.45$1.61$0.38$0.38$0.38$0.38$0.38$0.38$0.39$0.39$0.39$0.40
Puts——
CallsExpensive1.32×
Skew——
Implied moveBullish±$1.04
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.7832.5%5.5%19.2697.0%13.0%
25Δ22.5128.0%4.3%19.9878.0%9.6%
30Δ22.2323.6%3.1%20.6959.0%6.3%
35Δ21.9720.2%2.1%21.0848.2%4.6%
40Δ21.7822.9%1.9%21.2243.5%4.0%
45Δ21.5925.6%1.8%21.3538.8%3.3%
50Δ21.4028.4%1.7%21.4934.1%2.7%
55Δ21.2131.1%1.5%21.6329.5%2.1%
60Δ21.0233.8%1.4%21.7624.8%1.5%
65Δ20.8336.5%1.2%21.9020.1%0.9%
70Δ20.6439.3%1.1%
75Δ20.4542.0%0.9%
80Δ20.2644.7%0.8%

20Δ

Calls
Pseudo strike
22.78
IV
32.5%
B/E move
5.5%
Puts
Pseudo strike
19.26
IV
97.0%
B/E move
13.0%

25Δ

Calls
Pseudo strike
22.51
IV
28.0%
B/E move
4.3%
Puts
Pseudo strike
19.98
IV
78.0%
B/E move
9.6%

30Δ

Calls
Pseudo strike
22.23
IV
23.6%
B/E move
3.1%
Puts
Pseudo strike
20.69
IV
59.0%
B/E move
6.3%

35Δ

Calls
Pseudo strike
21.97
IV
20.2%
B/E move
2.1%
Puts
Pseudo strike
21.08
IV
48.2%
B/E move
4.6%

40Δ

Calls
Pseudo strike
21.78
IV
22.9%
B/E move
1.9%
Puts
Pseudo strike
21.22
IV
43.5%
B/E move
4.0%

45Δ

Calls
Pseudo strike
21.59
IV
25.6%
B/E move
1.8%
Puts
Pseudo strike
21.35
IV
38.8%
B/E move
3.3%

50Δ

Calls
Pseudo strike
21.40
IV
28.4%
B/E move
1.7%
Puts
Pseudo strike
21.49
IV
34.1%
B/E move
2.7%

55Δ

Calls
Pseudo strike
21.21
IV
31.1%
B/E move
1.5%
Puts
Pseudo strike
21.63
IV
29.5%
B/E move
2.1%

60Δ

Calls
Pseudo strike
21.02
IV
33.8%
B/E move
1.4%
Puts
Pseudo strike
21.76
IV
24.8%
B/E move
1.5%

65Δ

Calls
Pseudo strike
20.83
IV
36.5%
B/E move
1.2%
Puts
Pseudo strike
21.90
IV
20.1%
B/E move
0.9%

70Δ

Calls
Pseudo strike
20.64
IV
39.3%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
20.45
IV
42.0%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
20.26
IV
44.7%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend22.78%
Daily EOD
DOG19.7%21.7%23.8%2026-10-19: 23.49%2026-10-20: 21.57%2026-10-21: 21.65%2026-10-29: 19.95%2026-10-30: 22.78%Oct 19Oct 21Oct 30
5 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
23.49%
21.57%
21.65%
19.95%
22.78%