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ProShares UltraShort Energy DUG

i

Market dataready · fetched 2026-10-22T16:54:43.014Z

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 · 2026-10-22T16:54:30.902289842Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T16:54:41.256335+00:00

Share price$12.92
1D+4.2%
$12.28$12.55$12.82$13.08$13.355:30 AM6:30 AM9:00 AM1:00 PMDUG
Sold putSold call

ProShares UltraShort Energy options

Live interpolated DUG call and put midpoint premiums by absolute delta.ProShares UltraShort Energy$0.20$1.45$2.69$3.93$5.18$9.42$11.16$12.90$14.64$16.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DUG spot · $12.92DUG PRICE$0.34$0.38$0.41$0.45$0.57$0.69$0.81$0.95$1.10$1.26$1.42$1.64$1.87$0.37$0.44$0.52$0.64$0.78$0.92$1.17$1.49$1.83$2.24$2.70$3.36$4.82
PutsExpensive1.59×
CallsExpensive1.38×
SkewBearish+12.77 pp
Implied moveBearish±$1.98
TiltBearish28.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.7793.1%32.4%10.9582.0%18.1%
25Δ15.4177.0%22.2%11.4674.2%14.8%
30Δ14.5765.0%15.9%11.9467.3%11.6%
35Δ13.9957.5%11.8%12.2766.2%10.1%
40Δ13.7158.7%10.6%12.5766.0%8.7%
45Δ13.4359.8%9.3%12.8865.8%7.4%
50Δ13.1560.9%8.1%13.2468.9%6.5%
55Δ12.8761.6%6.9%13.6574.1%5.9%
60Δ12.5861.7%5.9%14.0679.0%5.3%
65Δ12.3061.7%4.9%14.5882.0%4.5%
70Δ12.0161.8%3.9%15.1585.3%3.7%
75Δ11.6961.0%3.2%15.8990.0%3.0%
80Δ11.3760.2%2.4%17.42105.5%2.5%

20Δ

Calls
Pseudo strike
16.77
IV
93.1%
B/E move
32.4%
Puts
Pseudo strike
10.95
IV
82.0%
B/E move
18.1%

25Δ

Calls
Pseudo strike
15.41
IV
77.0%
B/E move
22.2%
Puts
Pseudo strike
11.46
IV
74.2%
B/E move
14.8%

30Δ

Calls
Pseudo strike
14.57
IV
65.0%
B/E move
15.9%
Puts
Pseudo strike
11.94
IV
67.3%
B/E move
11.6%

35Δ

Calls
Pseudo strike
13.99
IV
57.5%
B/E move
11.8%
Puts
Pseudo strike
12.27
IV
66.2%
B/E move
10.1%

40Δ

Calls
Pseudo strike
13.71
IV
58.7%
B/E move
10.6%
Puts
Pseudo strike
12.57
IV
66.0%
B/E move
8.7%

45Δ

Calls
Pseudo strike
13.43
IV
59.8%
B/E move
9.3%
Puts
Pseudo strike
12.88
IV
65.8%
B/E move
7.4%

50Δ

Calls
Pseudo strike
13.15
IV
60.9%
B/E move
8.1%
Puts
Pseudo strike
13.24
IV
68.9%
B/E move
6.5%

55Δ

Calls
Pseudo strike
12.87
IV
61.6%
B/E move
6.9%
Puts
Pseudo strike
13.65
IV
74.1%
B/E move
5.9%

60Δ

Calls
Pseudo strike
12.58
IV
61.7%
B/E move
5.9%
Puts
Pseudo strike
14.06
IV
79.0%
B/E move
5.3%

65Δ

Calls
Pseudo strike
12.30
IV
61.7%
B/E move
4.9%
Puts
Pseudo strike
14.58
IV
82.0%
B/E move
4.5%

70Δ

Calls
Pseudo strike
12.01
IV
61.8%
B/E move
3.9%
Puts
Pseudo strike
15.15
IV
85.3%
B/E move
3.7%

75Δ

Calls
Pseudo strike
11.69
IV
61.0%
B/E move
3.2%
Puts
Pseudo strike
15.89
IV
90.0%
B/E move
3.0%

80Δ

Calls
Pseudo strike
11.37
IV
60.2%
B/E move
2.4%
Puts
Pseudo strike
17.42
IV
105.5%
B/E move
2.5%

Options history

DUG54.9556.1257.292026-10-20: 57.13%2026-10-21: 55.11%Oct 20Oct 21
Table
DateIV
57.13%
55.11%