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ProShares UltraShort Energy DUG

i

Market dataready · fetched 2026-11-12T01:06:56.075Z

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 · 2026-11-12T01:00:00.122153888Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:06:55.632624+00:00

Share price$14.39
1D-2.8%
AH$14.35$14.49$14.63$14.77$14.915:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDUG
Sold putSold callAH

ProShares UltraShort Energy options

Live interpolated DUG call and put midpoint premiums by absolute delta.ProShares UltraShort Energy$0.33$0.76$1.19$1.61$2.04$12.19$13.37$14.55$15.73$16.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DUG spot · $14.39DUG PRICE$0.38$0.38$0.40$0.42$0.45$0.55$0.64$0.74$0.84$1.02$1.27$1.51$1.92$0.38$0.38$0.39$0.40$0.43$0.49$0.54$0.60$0.66$0.71$0.77$0.97$1.20
PutsFair1.04×
CallsExpensive1.20×
SkewBullish-24.96 pp
Implied moveBullish±$1.19
TiltBullish14.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.65169.7%32.2%12.28137.7%17.3%
25Δ16.79126.1%19.3%13.06104.9%11.9%
30Δ15.90103.3%13.3%13.4588.5%9.2%
35Δ15.3886.4%9.8%13.8472.2%6.6%
40Δ14.9474.1%7.0%14.0963.5%5.1%
45Δ14.7374.0%6.1%14.2360.4%4.5%
50Δ14.5173.9%5.3%14.3857.3%3.8%
55Δ14.3073.8%4.5%14.5354.2%3.2%
60Δ14.0873.6%3.7%14.6851.2%2.5%
65Δ13.8176.9%3.1%14.8348.1%1.9%
70Δ13.5182.2%2.7%14.9845.0%1.2%
75Δ13.2187.6%2.3%15.2346.1%0.9%
80Δ12.75100.0%1.9%15.4947.9%0.7%

20Δ

Calls
Pseudo strike
18.65
IV
169.7%
B/E move
32.2%
Puts
Pseudo strike
12.28
IV
137.7%
B/E move
17.3%

25Δ

Calls
Pseudo strike
16.79
IV
126.1%
B/E move
19.3%
Puts
Pseudo strike
13.06
IV
104.9%
B/E move
11.9%

30Δ

Calls
Pseudo strike
15.90
IV
103.3%
B/E move
13.3%
Puts
Pseudo strike
13.45
IV
88.5%
B/E move
9.2%

35Δ

Calls
Pseudo strike
15.38
IV
86.4%
B/E move
9.8%
Puts
Pseudo strike
13.84
IV
72.2%
B/E move
6.6%

40Δ

Calls
Pseudo strike
14.94
IV
74.1%
B/E move
7.0%
Puts
Pseudo strike
14.09
IV
63.5%
B/E move
5.1%

45Δ

Calls
Pseudo strike
14.73
IV
74.0%
B/E move
6.1%
Puts
Pseudo strike
14.23
IV
60.4%
B/E move
4.5%

50Δ

Calls
Pseudo strike
14.51
IV
73.9%
B/E move
5.3%
Puts
Pseudo strike
14.38
IV
57.3%
B/E move
3.8%

55Δ

Calls
Pseudo strike
14.30
IV
73.8%
B/E move
4.5%
Puts
Pseudo strike
14.53
IV
54.2%
B/E move
3.2%

60Δ

Calls
Pseudo strike
14.08
IV
73.6%
B/E move
3.7%
Puts
Pseudo strike
14.68
IV
51.2%
B/E move
2.5%

65Δ

Calls
Pseudo strike
13.81
IV
76.9%
B/E move
3.1%
Puts
Pseudo strike
14.83
IV
48.1%
B/E move
1.9%

70Δ

Calls
Pseudo strike
13.51
IV
82.2%
B/E move
2.7%
Puts
Pseudo strike
14.98
IV
45.0%
B/E move
1.2%

75Δ

Calls
Pseudo strike
13.21
IV
87.6%
B/E move
2.3%
Puts
Pseudo strike
15.23
IV
46.1%
B/E move
0.9%

80Δ

Calls
Pseudo strike
12.75
IV
100.0%
B/E move
1.9%
Puts
Pseudo strike
15.49
IV
47.9%
B/E move
0.7%

Options history

IV · four-Friday blend61.24%
Daily EOD
DUG52.1%60.0%67.9%2026-10-19: 53.15%2026-10-20: 57.13%2026-10-21: 55.11%2026-10-22: 60.36%2026-10-23: 57.94%2026-10-26: 57.43%2026-10-27: 59.79%2026-10-28: 57.09%2026-10-29: 66.85%2026-10-30: 61.24%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
53.15%
57.13%
55.11%
60.36%
57.94%
57.43%
59.79%
57.09%
66.85%
61.24%