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ProShares UltraShort Dow 30 DXD

i

Market dataready · fetched 2026-10-22T23:07:14.109Z

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 · 2026-10-22T22:36:01.164293029Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:07:12.374805+00:00

Share price$16.88
1D-1.1%
AH$16.87$16.94$17.02$17.09$17.165:30 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$0.26$0.83$1.40$1.97$2.55$14.02$15.69$17.35$19.01$20.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DXD spot · $16.88DXD PRICE$0.54$0.99$0.87$0.93$0.75$0.69$0.63$0.71$0.81$0.90$1.00$1.09$2.38$0.89$0.32$0.39$0.53$0.68$0.82$0.95$1.01$1.08$1.15$1.21$1.31$1.87
PutsExpensive1.81×
CallsExpensive2.47×
SkewBullish-19.85 pp
Implied moveBearish±$1.57
TiltBalanced0.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.40114.6%41.8%13.32134.4%26.3%
25Δ26.44172.5%62.5%15.7343.0%8.7%
30Δ21.05112.5%29.9%16.2035.8%6.3%
35Δ20.20102.7%25.2%16.4238.9%5.9%
40Δ17.9760.9%10.9%16.6342.0%5.5%
45Δ17.5048.2%7.7%16.8545.1%5.1%
50Δ17.0335.4%4.6%17.0646.2%4.5%
55Δ16.8233.6%3.9%17.2543.0%3.8%
60Δ16.6332.6%3.3%17.4439.9%3.1%
65Δ16.4531.6%2.8%17.6336.7%2.3%
70Δ16.2630.5%2.2%17.8233.6%1.6%
75Δ16.0729.5%1.7%18.0330.9%0.9%
80Δ14.8959.5%2.3%18.6336.7%0.7%

20Δ

Calls
Pseudo strike
23.40
IV
114.6%
B/E move
41.8%
Puts
Pseudo strike
13.32
IV
134.4%
B/E move
26.3%

25Δ

Calls
Pseudo strike
26.44
IV
172.5%
B/E move
62.5%
Puts
Pseudo strike
15.73
IV
43.0%
B/E move
8.7%

30Δ

Calls
Pseudo strike
21.05
IV
112.5%
B/E move
29.9%
Puts
Pseudo strike
16.20
IV
35.8%
B/E move
6.3%

35Δ

Calls
Pseudo strike
20.20
IV
102.7%
B/E move
25.2%
Puts
Pseudo strike
16.42
IV
38.9%
B/E move
5.9%

40Δ

Calls
Pseudo strike
17.97
IV
60.9%
B/E move
10.9%
Puts
Pseudo strike
16.63
IV
42.0%
B/E move
5.5%

45Δ

Calls
Pseudo strike
17.50
IV
48.2%
B/E move
7.7%
Puts
Pseudo strike
16.85
IV
45.1%
B/E move
5.1%

50Δ

Calls
Pseudo strike
17.03
IV
35.4%
B/E move
4.6%
Puts
Pseudo strike
17.06
IV
46.2%
B/E move
4.5%

55Δ

Calls
Pseudo strike
16.82
IV
33.6%
B/E move
3.9%
Puts
Pseudo strike
17.25
IV
43.0%
B/E move
3.8%

60Δ

Calls
Pseudo strike
16.63
IV
32.6%
B/E move
3.3%
Puts
Pseudo strike
17.44
IV
39.9%
B/E move
3.1%

65Δ

Calls
Pseudo strike
16.45
IV
31.6%
B/E move
2.8%
Puts
Pseudo strike
17.63
IV
36.7%
B/E move
2.3%

70Δ

Calls
Pseudo strike
16.26
IV
30.5%
B/E move
2.2%
Puts
Pseudo strike
17.82
IV
33.6%
B/E move
1.6%

75Δ

Calls
Pseudo strike
16.07
IV
29.5%
B/E move
1.7%
Puts
Pseudo strike
18.03
IV
30.9%
B/E move
0.9%

80Δ

Calls
Pseudo strike
14.89
IV
59.5%
B/E move
2.3%
Puts
Pseudo strike
18.63
IV
36.7%
B/E move
0.7%

Options history

DXD28.4734.6440.812026-10-20: 29.33%2026-10-21: 39.96%Oct 20Oct 21
Table
DateIV
29.33%
39.96%