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ProShares Trust UltraShort MSCI Emerging Markets EEV

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Market datapartial · fetched 2026-10-23T04:25:34.580Z

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 · 2026-10-23T00:00:00.12079182Z

FundamentalsAlpha Vantage · unavailable

Share price$12.39
1D+2.4%
AH$12.15$12.23$12.32$12.40$12.485:30 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$0.30$0.96$1.62$2.28$2.95$9.44$10.83$12.23$13.62$15.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EEV spot · $12.39EEV PRICE$0.40$0.38$0.38$0.40$0.43$0.50$0.57$0.64$0.71$0.46$0.39$0.46$0.53$0.64$0.82$1.00$1.18$1.45$1.74$2.05$2.40$2.75
PutsExpensive1.87×
CallsExpensive1.17×
SkewBearish+8.49 pp
Implied moveBearish±$1.57
TiltBearish56.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.45119.1%44.0%10.15103.7%21.8%
25Δ14.8981.0%23.2%11.1069.3%13.6%
30Δ13.9063.5%15.2%11.4464.7%11.4%
35Δ13.4255.2%11.5%11.7860.2%9.2%
40Δ12.9747.8%8.2%12.1058.1%7.5%
45Δ12.7846.1%7.2%12.3860.3%6.7%
50Δ12.5844.5%6.1%12.6562.5%6.0%
55Δ12.3842.8%5.1%12.9364.7%5.2%
60Δ12.1841.2%4.0%13.2967.0%4.5%
65Δ13.6769.2%3.8%
70Δ14.0671.2%3.1%
75Δ14.5070.9%2.4%
80Δ14.9470.6%1.6%

20Δ

Calls
Pseudo strike
17.45
IV
119.1%
B/E move
44.0%
Puts
Pseudo strike
10.15
IV
103.7%
B/E move
21.8%

25Δ

Calls
Pseudo strike
14.89
IV
81.0%
B/E move
23.2%
Puts
Pseudo strike
11.10
IV
69.3%
B/E move
13.6%

30Δ

Calls
Pseudo strike
13.90
IV
63.5%
B/E move
15.2%
Puts
Pseudo strike
11.44
IV
64.7%
B/E move
11.4%

35Δ

Calls
Pseudo strike
13.42
IV
55.2%
B/E move
11.5%
Puts
Pseudo strike
11.78
IV
60.2%
B/E move
9.2%

40Δ

Calls
Pseudo strike
12.97
IV
47.8%
B/E move
8.2%
Puts
Pseudo strike
12.10
IV
58.1%
B/E move
7.5%

45Δ

Calls
Pseudo strike
12.78
IV
46.1%
B/E move
7.2%
Puts
Pseudo strike
12.38
IV
60.3%
B/E move
6.7%

50Δ

Calls
Pseudo strike
12.58
IV
44.5%
B/E move
6.1%
Puts
Pseudo strike
12.65
IV
62.5%
B/E move
6.0%

55Δ

Calls
Pseudo strike
12.38
IV
42.8%
B/E move
5.1%
Puts
Pseudo strike
12.93
IV
64.7%
B/E move
5.2%

60Δ

Calls
Pseudo strike
12.18
IV
41.2%
B/E move
4.0%
Puts
Pseudo strike
13.29
IV
67.0%
B/E move
4.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.67
IV
69.2%
B/E move
3.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.06
IV
71.2%
B/E move
3.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.50
IV
70.9%
B/E move
2.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.94
IV
70.6%
B/E move
1.6%

Options history

EEV61.4762.8264.162026-10-20: 63.97%2026-10-21: 61.66%Oct 20Oct 21
Table
DateIV
63.97%
61.66%