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ProShares Trust UltraShort MSCI Emerging Markets EEV

i

Market dataready · fetched 2026-11-12T02:43:43.193Z

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 · 2026-11-12T01:00:00.132882515Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:43:42.831164+00:00

Share price$12.08
1D-0.2%
AH$11.93$12.01$12.09$12.16$12.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEEV
Sold putSold callAH

ProShares Trust UltraShort MSCI Emerging Markets options

Live interpolated EEV call and put midpoint premiums by absolute delta.ProShares Trust UltraShort MSCI Emerging Markets$0.35$0.61$0.87$1.14$1.40$10.17$11.24$12.32$13.39$14.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EEV spot · $12.08EEV PRICE$0.38$0.38$0.38$0.38$0.42$0.45$0.49$0.52$0.65$0.78$0.91$1.04$1.17$0.38$0.38$0.38$0.38$0.38$0.38$0.50$0.61$0.73$0.84$0.95$1.07$1.33
PutsFair0.99×
CallsExpensive1.83×
SkewBullish-13.72 pp
Implied moveBalanced±$0.98
TiltBearish2.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.72207.8%41.5%10.10160.5%19.5%
25Δ14.60151.5%24.0%10.79124.3%13.8%
30Δ13.59117.7%15.6%11.19102.4%10.5%
35Δ12.9594.3%10.4%11.4786.8%8.2%
40Δ12.7186.6%8.7%11.7471.3%5.9%
45Δ12.4878.9%7.0%12.0156.5%3.7%
50Δ12.2471.2%5.4%12.1757.6%3.3%
55Δ12.0063.4%3.7%12.3458.7%2.9%
60Δ11.8264.5%3.2%12.5059.7%2.5%
65Δ11.6365.7%2.8%12.6660.8%2.1%
70Δ11.4566.8%2.3%12.8361.9%1.7%
75Δ11.2667.9%1.9%12.9963.0%1.3%
80Δ11.0869.1%1.4%13.2963.5%1.0%

20Δ

Calls
Pseudo strike
16.72
IV
207.8%
B/E move
41.5%
Puts
Pseudo strike
10.10
IV
160.5%
B/E move
19.5%

25Δ

Calls
Pseudo strike
14.60
IV
151.5%
B/E move
24.0%
Puts
Pseudo strike
10.79
IV
124.3%
B/E move
13.8%

30Δ

Calls
Pseudo strike
13.59
IV
117.7%
B/E move
15.6%
Puts
Pseudo strike
11.19
IV
102.4%
B/E move
10.5%

35Δ

Calls
Pseudo strike
12.95
IV
94.3%
B/E move
10.4%
Puts
Pseudo strike
11.47
IV
86.8%
B/E move
8.2%

40Δ

Calls
Pseudo strike
12.71
IV
86.6%
B/E move
8.7%
Puts
Pseudo strike
11.74
IV
71.3%
B/E move
5.9%

45Δ

Calls
Pseudo strike
12.48
IV
78.9%
B/E move
7.0%
Puts
Pseudo strike
12.01
IV
56.5%
B/E move
3.7%

50Δ

Calls
Pseudo strike
12.24
IV
71.2%
B/E move
5.4%
Puts
Pseudo strike
12.17
IV
57.6%
B/E move
3.3%

55Δ

Calls
Pseudo strike
12.00
IV
63.4%
B/E move
3.7%
Puts
Pseudo strike
12.34
IV
58.7%
B/E move
2.9%

60Δ

Calls
Pseudo strike
11.82
IV
64.5%
B/E move
3.2%
Puts
Pseudo strike
12.50
IV
59.7%
B/E move
2.5%

65Δ

Calls
Pseudo strike
11.63
IV
65.7%
B/E move
2.8%
Puts
Pseudo strike
12.66
IV
60.8%
B/E move
2.1%

70Δ

Calls
Pseudo strike
11.45
IV
66.8%
B/E move
2.3%
Puts
Pseudo strike
12.83
IV
61.9%
B/E move
1.7%

75Δ

Calls
Pseudo strike
11.26
IV
67.9%
B/E move
1.9%
Puts
Pseudo strike
12.99
IV
63.0%
B/E move
1.3%

80Δ

Calls
Pseudo strike
11.08
IV
69.1%
B/E move
1.4%
Puts
Pseudo strike
13.29
IV
63.5%
B/E move
1.0%

Options history

IV · four-Friday blend67.11%
Daily close
EEV31.9%91.9%151.9%2026-08-13: 116.52%2026-08-14: 108.47%2026-08-17: 106.34%2026-08-18: 143.59%2026-08-19: 69.74%2026-08-20: 114.80%2026-08-21: 58.20%2026-08-24: 70.76%2026-08-25: 59.22%2026-08-26: 51.84%2026-08-27: 47.47%2026-08-28: 50.72%2026-08-31: 51.47%2026-09-02: 49.12%2026-09-03: 44.52%2026-09-04: 49.51%2026-09-08: 59.72%2026-09-09: 55.32%2026-09-11: 56.95%2026-09-14: 57.78%2026-09-15: 81.77%2026-09-16: 73.47%2026-09-17: 75.63%2026-09-18: 40.16%2026-09-21: 57.07%2026-09-22: 63.78%2026-09-23: 59.85%2026-09-24: 51.03%2026-09-25: 44.70%2026-09-28: 59.13%2026-09-29: 44.61%2026-09-30: 50.00%2026-10-01: 51.14%2026-10-02: 52.28%2026-10-05: 48.81%2026-10-06: 60.01%2026-10-08: 50.51%2026-10-09: 56.09%2026-10-13: 52.28%2026-10-16: 58.43%2026-10-19: 60.81%2026-10-20: 63.97%2026-10-21: 61.66%2026-10-22: 62.44%2026-10-23: 78.02%2026-10-26: 71.42%2026-10-27: 72.70%2026-10-28: 81.15%2026-10-29: 61.82%2026-10-30: 67.11%Aug 13Sep 21Oct 30
50 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
116.52%
108.47%
106.34%
143.59%
69.74%
114.80%
58.20%
70.76%
59.22%
51.84%
47.47%
50.72%
51.47%
49.12%
44.52%
49.51%
59.72%
55.32%
56.95%
57.78%
81.77%
73.47%
75.63%
40.16%
57.07%
63.78%
59.85%
51.03%
44.70%
59.13%
44.61%
50.00%
51.14%
52.28%
48.81%
60.01%
50.51%
56.09%
52.28%
58.43%
60.81%
63.97%
61.66%
62.44%
78.02%
71.42%
72.70%
81.15%
61.82%
67.11%