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ProShares Trust UltraShort MSCI Emerging Markets EEV

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Market datapartial · fetched 2026-10-22T14:51:11.377Z

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 · 2026-10-22T14:44:11.943946949Z

FundamentalsAlpha Vantage · unavailable

Share price$12.32
1D+1.2%
$12.16$12.20$12.25$12.30$12.355:30 AM6:30 AM9:00 AM1:00 PMEEV
Sold putSold call

ProShares Trust UltraShort MSCI Emerging Markets options

Live interpolated EEV call and put midpoint premiums by absolute delta.ProShares Trust UltraShort MSCI Emerging Markets$0.31$0.90$1.49$2.08$2.67$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEEEV PRICE$0.38$0.38$0.40$0.41$0.38$0.39$0.45$0.52$0.60$0.81$1.02$1.23$1.44$1.65$1.86$2.14$2.50
PutsExpensive1.71×
CallsExpensive1.61×
SkewBullish-21.25 pp
Implied move——
TiltBearish81.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.20113.1%42.7%10.3287.2%19.2%
25Δ15.4088.9%28.2%11.0667.5%13.4%
30Δ14.5174.0%21.0%11.3862.9%11.3%
35Δ13.6159.2%13.8%11.7158.3%9.1%
40Δ12.0454.4%7.2%
45Δ12.3455.8%6.4%
50Δ12.6457.3%5.7%
55Δ12.9458.7%5.0%
60Δ13.2460.1%4.3%
65Δ13.5461.5%3.5%
70Δ13.8462.9%2.8%
75Δ14.2063.5%2.1%
80Δ14.6363.2%1.5%

20Δ

Calls
Pseudo strike
17.20
IV
113.1%
B/E move
42.7%
Puts
Pseudo strike
10.32
IV
87.2%
B/E move
19.2%

25Δ

Calls
Pseudo strike
15.40
IV
88.9%
B/E move
28.2%
Puts
Pseudo strike
11.06
IV
67.5%
B/E move
13.4%

30Δ

Calls
Pseudo strike
14.51
IV
74.0%
B/E move
21.0%
Puts
Pseudo strike
11.38
IV
62.9%
B/E move
11.3%

35Δ

Calls
Pseudo strike
13.61
IV
59.2%
B/E move
13.8%
Puts
Pseudo strike
11.71
IV
58.3%
B/E move
9.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.04
IV
54.4%
B/E move
7.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.34
IV
55.8%
B/E move
6.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.64
IV
57.3%
B/E move
5.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.94
IV
58.7%
B/E move
5.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.24
IV
60.1%
B/E move
4.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.54
IV
61.5%
B/E move
3.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.84
IV
62.9%
B/E move
2.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.20
IV
63.5%
B/E move
2.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.63
IV
63.2%
B/E move
1.5%

Options history

No recorded observations