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ProShares Ultra MSCI Emerging Markets EET

i

Market dataready · fetched 2026-11-11T14:57:52.994Z

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 · 2026-11-11T14:38:36.140807866Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:57:52.599066+00:00

Share price$91.00
1D+0.0%
$90.95$90.98$91.00$91.02$91.055:30 AM6:30 AM9:00 AM1:00 PMEET
Sold putSold call

ProShares Ultra MSCI Emerging Markets options

Live interpolated EET call and put midpoint premiums by absolute delta.ProShares Ultra MSCI Emerging Markets$2.27$3.91$5.55$7.20$8.84$76.32$83.24$90.16$97.08$104.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive EET spot · $91.00EET PRICE$2.44$2.90$3.36$3.82$4.48$5.26$6.03$6.81$8.37$3.13$3.60$4.08$4.55$5.03$5.64$6.57$7.50
Puts——
Calls——
Skew——
Implied moveBearish±$6.97
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ93.8961.1%5.9%
45Δ92.7461.0%5.1%90.3760.5%4.1%
50Δ91.5960.8%4.3%91.3658.6%3.6%
55Δ90.4460.6%3.6%92.3556.7%3.0%
60Δ89.2660.7%3.0%93.3454.7%2.4%
65Δ88.0760.8%2.6%94.3252.8%1.9%
70Δ86.8761.0%2.1%95.3851.5%1.4%
75Δ85.6861.2%1.6%96.5951.3%1.1%
80Δ83.7663.2%1.2%97.8051.1%0.8%

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

Calls
Pseudo strike
93.89
IV
61.1%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
92.74
IV
61.0%
B/E move
5.1%
Puts
Pseudo strike
90.37
IV
60.5%
B/E move
4.1%

50Δ

Calls
Pseudo strike
91.59
IV
60.8%
B/E move
4.3%
Puts
Pseudo strike
91.36
IV
58.6%
B/E move
3.6%

55Δ

Calls
Pseudo strike
90.44
IV
60.6%
B/E move
3.6%
Puts
Pseudo strike
92.35
IV
56.7%
B/E move
3.0%

60Δ

Calls
Pseudo strike
89.26
IV
60.7%
B/E move
3.0%
Puts
Pseudo strike
93.34
IV
54.7%
B/E move
2.4%

65Δ

Calls
Pseudo strike
88.07
IV
60.8%
B/E move
2.6%
Puts
Pseudo strike
94.32
IV
52.8%
B/E move
1.9%

70Δ

Calls
Pseudo strike
86.87
IV
61.0%
B/E move
2.1%
Puts
Pseudo strike
95.38
IV
51.5%
B/E move
1.4%

75Δ

Calls
Pseudo strike
85.68
IV
61.2%
B/E move
1.6%
Puts
Pseudo strike
96.59
IV
51.3%
B/E move
1.1%

80Δ

Calls
Pseudo strike
83.76
IV
63.2%
B/E move
1.2%
Puts
Pseudo strike
97.80
IV
51.1%
B/E move
0.8%

Options history

IV · four-Friday blend50.37%
Daily close
EET39.1%52.8%66.5%2026-08-13: 52.66%2026-08-14: 53.29%2026-08-17: 52.37%2026-08-18: 55.38%2026-08-19: 60.20%2026-08-20: 64.60%2026-08-24: 48.49%2026-08-25: 47.35%2026-08-26: 46.63%2026-08-27: 45.02%2026-08-28: 44.32%2026-08-31: 44.57%2026-09-01: 43.50%2026-09-02: 42.39%2026-09-03: 40.97%2026-09-04: 42.15%2026-09-08: 45.07%2026-09-09: 45.49%2026-09-10: 46.83%2026-09-11: 44.40%2026-09-14: 50.52%2026-09-15: 51.28%2026-09-16: 55.57%2026-09-17: 61.12%2026-09-18: 45.00%2026-09-23: 45.81%2026-09-24: 46.57%2026-09-25: 45.43%2026-09-28: 46.12%2026-09-29: 45.74%2026-09-30: 45.82%2026-10-01: 45.58%2026-10-02: 44.58%2026-10-05: 43.65%2026-10-06: 44.90%2026-10-07: 44.68%2026-10-08: 44.38%2026-10-09: 43.30%2026-10-12: 47.38%2026-10-13: 49.43%2026-10-14: 50.35%2026-10-15: 60.94%2026-10-16: 46.95%2026-10-19: 46.90%2026-10-20: 45.96%2026-10-21: 45.77%2026-10-22: 48.57%2026-10-23: 48.06%2026-10-26: 48.85%2026-10-27: 48.00%2026-10-28: 47.97%2026-10-29: 47.54%2026-10-30: 50.37%Aug 13Sep 24Oct 30
53 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
52.66%
53.29%
52.37%
55.38%
60.20%
64.60%
48.49%
47.35%
46.63%
45.02%
44.32%
44.57%
43.50%
42.39%
40.97%
42.15%
45.07%
45.49%
46.83%
44.40%
50.52%
51.28%
55.57%
61.12%
45.00%
45.81%
46.57%
45.43%
46.12%
45.74%
45.82%
45.58%
44.58%
43.65%
44.90%
44.68%
44.38%
43.30%
47.38%
49.43%
50.35%
60.94%
46.95%
46.90%
45.96%
45.77%
48.57%
48.06%
48.85%
48.00%
47.97%
47.54%
50.37%