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ProShares Short Dow30 DOG

i

Market datapartial · fetched 2026-10-22T16:25:44.638Z

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 · 2026-10-22T16:22:04.641768641Z

FundamentalsAlpha Vantage · unavailable

Share price$21.52
1D-0.5%
$21.51$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$0.07$0.84$1.60$2.36$3.13$19.61$20.46$21.31$22.16$23.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DOG spot · $21.52DOG PRICE$0.16$0.19$0.22$0.24$0.35$0.47$0.60$0.72$0.84$0.96$1.08$1.21$1.33$0.28$0.28$0.30$0.33$0.39$0.44$0.49$0.55$0.60$0.69$1.24$1.86$2.91
PutsExpensive1.99×
CallsExpensive1.41×
SkewBearish+6.89 pp
Implied moveBullish±$1.09
TiltBearish10.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.9424.0%7.3%19.7839.0%9.4%
25Δ22.6421.9%6.1%20.3631.3%6.7%
30Δ22.3519.8%4.8%20.8125.3%4.7%
35Δ22.0517.7%3.6%21.0922.3%3.5%
40Δ21.8517.5%3.2%21.2421.4%3.1%
45Δ21.6817.7%2.9%21.4020.5%2.6%
50Δ21.5017.9%2.7%21.5519.6%2.1%
55Δ21.3218.1%2.4%21.7018.6%1.7%
60Δ21.1418.3%2.1%21.8617.7%1.2%
65Δ20.9618.5%1.9%22.0417.5%0.8%
70Δ20.7918.7%1.6%22.5625.6%0.9%
75Δ20.6118.9%1.4%23.1634.2%1.0%
80Δ20.4319.1%1.1%24.2244.7%1.0%

20Δ

Calls
Pseudo strike
22.94
IV
24.0%
B/E move
7.3%
Puts
Pseudo strike
19.78
IV
39.0%
B/E move
9.4%

25Δ

Calls
Pseudo strike
22.64
IV
21.9%
B/E move
6.1%
Puts
Pseudo strike
20.36
IV
31.3%
B/E move
6.7%

30Δ

Calls
Pseudo strike
22.35
IV
19.8%
B/E move
4.8%
Puts
Pseudo strike
20.81
IV
25.3%
B/E move
4.7%

35Δ

Calls
Pseudo strike
22.05
IV
17.7%
B/E move
3.6%
Puts
Pseudo strike
21.09
IV
22.3%
B/E move
3.5%

40Δ

Calls
Pseudo strike
21.85
IV
17.5%
B/E move
3.2%
Puts
Pseudo strike
21.24
IV
21.4%
B/E move
3.1%

45Δ

Calls
Pseudo strike
21.68
IV
17.7%
B/E move
2.9%
Puts
Pseudo strike
21.40
IV
20.5%
B/E move
2.6%

50Δ

Calls
Pseudo strike
21.50
IV
17.9%
B/E move
2.7%
Puts
Pseudo strike
21.55
IV
19.6%
B/E move
2.1%

55Δ

Calls
Pseudo strike
21.32
IV
18.1%
B/E move
2.4%
Puts
Pseudo strike
21.70
IV
18.6%
B/E move
1.7%

60Δ

Calls
Pseudo strike
21.14
IV
18.3%
B/E move
2.1%
Puts
Pseudo strike
21.86
IV
17.7%
B/E move
1.2%

65Δ

Calls
Pseudo strike
20.96
IV
18.5%
B/E move
1.9%
Puts
Pseudo strike
22.04
IV
17.5%
B/E move
0.8%

70Δ

Calls
Pseudo strike
20.79
IV
18.7%
B/E move
1.6%
Puts
Pseudo strike
22.56
IV
25.6%
B/E move
0.9%

75Δ

Calls
Pseudo strike
20.61
IV
18.9%
B/E move
1.4%
Puts
Pseudo strike
23.16
IV
34.2%
B/E move
1.0%

80Δ

Calls
Pseudo strike
20.43
IV
19.1%
B/E move
1.1%
Puts
Pseudo strike
24.22
IV
44.7%
B/E move
1.0%

Options history

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