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ProShares UltraShort Energy DUG

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Market datapartial · fetched 2026-10-22T21:10:10.540Z

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 · 2026-10-22T20:10:00.004014035Z

FundamentalsAlpha Vantage · unavailable

Share price$12.81
1D+3.3%
AH$12.28$12.55$12.82$13.08$13.355:30 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$0.24$1.14$2.04$2.94$3.84$9.58$11.27$12.97$14.66$16.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DUG spot · $12.81DUG PRICE$0.34$0.38$0.41$0.48$0.60$0.72$0.85$1.00$1.17$1.34$1.55$1.80$2.05$0.37$0.43$0.50$0.61$0.74$0.87$1.03$1.34$1.65$2.00$2.39$2.90$3.58
PutsExpensive1.51×
CallsExpensive1.53×
SkewBearish+2.41 pp
Implied moveBearish±$1.87
TiltBearish18.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.7295.1%33.2%10.8482.9%18.3%
25Δ15.3077.8%22.3%11.3873.2%14.6%
30Δ14.4966.8%16.4%11.8366.2%11.5%
35Δ13.9460.8%12.5%12.1863.4%9.6%
40Δ13.6562.3%11.2%12.4762.9%8.4%
45Δ13.3663.7%9.9%12.7662.4%7.2%
50Δ13.0765.2%8.6%13.0762.8%6.0%
55Δ12.7766.0%7.5%13.4567.4%5.4%
60Δ12.4666.7%6.4%13.8472.0%4.8%
65Δ12.1567.4%5.3%14.2875.1%4.1%
70Δ11.8268.0%4.4%14.7777.1%3.4%
75Δ11.4668.6%3.5%15.3779.8%2.6%
80Δ11.1069.2%2.7%16.1483.9%2.0%

20Δ

Calls
Pseudo strike
16.72
IV
95.1%
B/E move
33.2%
Puts
Pseudo strike
10.84
IV
82.9%
B/E move
18.3%

25Δ

Calls
Pseudo strike
15.30
IV
77.8%
B/E move
22.3%
Puts
Pseudo strike
11.38
IV
73.2%
B/E move
14.6%

30Δ

Calls
Pseudo strike
14.49
IV
66.8%
B/E move
16.4%
Puts
Pseudo strike
11.83
IV
66.2%
B/E move
11.5%

35Δ

Calls
Pseudo strike
13.94
IV
60.8%
B/E move
12.5%
Puts
Pseudo strike
12.18
IV
63.4%
B/E move
9.6%

40Δ

Calls
Pseudo strike
13.65
IV
62.3%
B/E move
11.2%
Puts
Pseudo strike
12.47
IV
62.9%
B/E move
8.4%

45Δ

Calls
Pseudo strike
13.36
IV
63.7%
B/E move
9.9%
Puts
Pseudo strike
12.76
IV
62.4%
B/E move
7.2%

50Δ

Calls
Pseudo strike
13.07
IV
65.2%
B/E move
8.6%
Puts
Pseudo strike
13.07
IV
62.8%
B/E move
6.0%

55Δ

Calls
Pseudo strike
12.77
IV
66.0%
B/E move
7.5%
Puts
Pseudo strike
13.45
IV
67.4%
B/E move
5.4%

60Δ

Calls
Pseudo strike
12.46
IV
66.7%
B/E move
6.4%
Puts
Pseudo strike
13.84
IV
72.0%
B/E move
4.8%

65Δ

Calls
Pseudo strike
12.15
IV
67.4%
B/E move
5.3%
Puts
Pseudo strike
14.28
IV
75.1%
B/E move
4.1%

70Δ

Calls
Pseudo strike
11.82
IV
68.0%
B/E move
4.4%
Puts
Pseudo strike
14.77
IV
77.1%
B/E move
3.4%

75Δ

Calls
Pseudo strike
11.46
IV
68.6%
B/E move
3.5%
Puts
Pseudo strike
15.37
IV
79.8%
B/E move
2.6%

80Δ

Calls
Pseudo strike
11.10
IV
69.2%
B/E move
2.7%
Puts
Pseudo strike
16.14
IV
83.9%
B/E move
2.0%

Options history

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