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ProShares Ultra MSCI Emerging Markets EET

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Market datapartial · fetched 2026-10-22T09:59:26.919Z

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 · 2026-10-22T00:00:00.133838219Z

FundamentalsAlpha Vantage · unavailable

Share price$97.36
1D+0.5%
AH$96.72$96.90$97.09$97.28$97.465:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEET
Sold putSold callAH

ProShares Ultra MSCI Emerging Markets options

Live interpolated EET call and put midpoint premiums by absolute delta.ProShares Ultra MSCI Emerging Markets$1.58$4.98$8.37$11.76$15.16$79.29$88.90$98.52$108.14$117.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EET spot · $97.36EET PRICE$1.95$2.28$2.53$2.84$3.48$3.96$4.87$5.70$6.64$7.94$9.30$10.81$12.63$2.36$2.64$3.09$3.70$4.33$5.17$5.88$6.82$7.80$9.02$9.95$11.58$14.18
PutsExpensive1.12×
CallsExpensive1.67×
SkewNeutral-0.19 pp
Implied moveBearish±$10.75
TiltBearish7.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ117.5269.2%22.7%83.3772.5%16.8%
25Δ111.2260.0%16.6%87.8760.9%12.5%
30Δ106.6752.3%12.2%91.0854.4%9.6%
35Δ103.7247.2%9.4%93.1352.5%8.1%
40Δ102.0047.9%8.3%95.1650.8%6.7%
45Δ100.1045.8%6.9%96.9150.6%5.8%
50Δ98.5848.3%6.3%98.6049.1%4.8%
55Δ96.8848.3%5.4%100.3048.8%4.0%
60Δ95.2049.2%4.6%102.0048.0%3.2%
65Δ93.2750.5%4.0%103.8347.9%2.6%
70Δ91.3052.0%3.3%105.4045.8%2.0%
75Δ89.1953.2%2.7%107.5046.0%1.5%
80Δ86.8053.8%2.1%110.5048.1%1.1%

20Δ

Calls
Pseudo strike
117.52
IV
69.2%
B/E move
22.7%
Puts
Pseudo strike
83.37
IV
72.5%
B/E move
16.8%

25Δ

Calls
Pseudo strike
111.22
IV
60.0%
B/E move
16.6%
Puts
Pseudo strike
87.87
IV
60.9%
B/E move
12.5%

30Δ

Calls
Pseudo strike
106.67
IV
52.3%
B/E move
12.2%
Puts
Pseudo strike
91.08
IV
54.4%
B/E move
9.6%

35Δ

Calls
Pseudo strike
103.72
IV
47.2%
B/E move
9.4%
Puts
Pseudo strike
93.13
IV
52.5%
B/E move
8.1%

40Δ

Calls
Pseudo strike
102.00
IV
47.9%
B/E move
8.3%
Puts
Pseudo strike
95.16
IV
50.8%
B/E move
6.7%

45Δ

Calls
Pseudo strike
100.10
IV
45.8%
B/E move
6.9%
Puts
Pseudo strike
96.91
IV
50.6%
B/E move
5.8%

50Δ

Calls
Pseudo strike
98.58
IV
48.3%
B/E move
6.3%
Puts
Pseudo strike
98.60
IV
49.1%
B/E move
4.8%

55Δ

Calls
Pseudo strike
96.88
IV
48.3%
B/E move
5.4%
Puts
Pseudo strike
100.30
IV
48.8%
B/E move
4.0%

60Δ

Calls
Pseudo strike
95.20
IV
49.2%
B/E move
4.6%
Puts
Pseudo strike
102.00
IV
48.0%
B/E move
3.2%

65Δ

Calls
Pseudo strike
93.27
IV
50.5%
B/E move
4.0%
Puts
Pseudo strike
103.83
IV
47.9%
B/E move
2.6%

70Δ

Calls
Pseudo strike
91.30
IV
52.0%
B/E move
3.3%
Puts
Pseudo strike
105.40
IV
45.8%
B/E move
2.0%

75Δ

Calls
Pseudo strike
89.19
IV
53.2%
B/E move
2.7%
Puts
Pseudo strike
107.50
IV
46.0%
B/E move
1.5%

80Δ

Calls
Pseudo strike
86.80
IV
53.8%
B/E move
2.1%
Puts
Pseudo strike
110.50
IV
48.1%
B/E move
1.1%

Options history

No recorded observations