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ProShares UltraShort Dow 30 DXD

i

Market dataready · fetched 2026-11-12T00:58:24.861Z

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 · 2026-11-12T00:02:04.288036795Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:58:24.399253+00:00

Share price$17.11
1D-0.5%
AH$17.05$17.13$17.21$17.30$17.385:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDXD
Sold putSold callAH

ProShares UltraShort Dow 30 options

Live interpolated DXD call and put midpoint premiums by absolute delta.ProShares UltraShort Dow 30$0.27$0.88$1.49$2.10$2.71$15.72$16.39$17.07$17.74$18.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ 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 DXD spot · $17.11DXD PRICE$0.64$0.86$1.07$1.29$1.54$1.79$2.04$2.29$2.54$1.07$1.07$1.07$0.34$0.45$0.56$0.67$0.78$0.89
Puts——
Calls——
Skew——
Implied moveBullish±$1.52
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.99287.1%30.3%
25Δ14.35226.1%22.4%
30Δ15.33183.2%16.7%
35Δ
40Δ17.7582.8%7.5%
45Δ17.5194.0%7.3%17.0534.5%2.3%
50Δ17.26105.1%7.1%17.2035.7%2.1%
55Δ17.01116.3%7.0%17.3537.0%1.8%
60Δ16.63113.6%6.2%17.5138.2%1.6%
65Δ16.23110.1%5.3%17.6639.4%1.3%
70Δ15.84106.6%4.5%17.8140.6%1.1%
75Δ15.44103.1%3.6%
80Δ15.0499.6%2.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.99
IV
287.1%
B/E move
30.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.35
IV
226.1%
B/E move
22.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.33
IV
183.2%
B/E move
16.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
17.75
IV
82.8%
B/E move
7.5%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
17.51
IV
94.0%
B/E move
7.3%
Puts
Pseudo strike
17.05
IV
34.5%
B/E move
2.3%

50Δ

Calls
Pseudo strike
17.26
IV
105.1%
B/E move
7.1%
Puts
Pseudo strike
17.20
IV
35.7%
B/E move
2.1%

55Δ

Calls
Pseudo strike
17.01
IV
116.3%
B/E move
7.0%
Puts
Pseudo strike
17.35
IV
37.0%
B/E move
1.8%

60Δ

Calls
Pseudo strike
16.63
IV
113.6%
B/E move
6.2%
Puts
Pseudo strike
17.51
IV
38.2%
B/E move
1.6%

65Δ

Calls
Pseudo strike
16.23
IV
110.1%
B/E move
5.3%
Puts
Pseudo strike
17.66
IV
39.4%
B/E move
1.3%

70Δ

Calls
Pseudo strike
15.84
IV
106.6%
B/E move
4.5%
Puts
Pseudo strike
17.81
IV
40.6%
B/E move
1.1%

75Δ

Calls
Pseudo strike
15.44
IV
103.1%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
15.04
IV
99.6%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend43.43%
Daily EOD
DXD27.3%42.3%57.3%2026-10-19: 42.70%2026-10-20: 29.33%2026-10-21: 39.96%2026-10-22: 37.53%2026-10-23: 42.77%2026-10-26: 36.01%2026-10-27: 46.97%2026-10-28: 55.21%2026-10-29: 44.41%2026-10-30: 43.43%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
42.70%
29.33%
39.96%
37.53%
42.77%
36.01%
46.97%
55.21%
44.41%
43.43%