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ProShares MSCI EAFE Dividend Growers ETF EFAD

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Market dataready · fetched 2026-10-23T10:06:59.944Z

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 · 2026-10-23T00:00:02.302935114Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T10:06:58.207872+00:00

Share price$45.75
1D+0.5%
AH$45.50$45.57$45.64$45.70$45.775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEFAD
Sold putSold callAH

ProShares MSCI EAFE Dividend Growers ETF options

Live interpolated EFAD call and put midpoint premiums by absolute delta.ProShares MSCI EAFE Dividend Growers ETF$0.71$1.04$1.37$1.70$2.02$41.67$43.60$45.53$47.47$49.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EFAD spot · $45.75EFAD PRICE$0.75$0.76$0.80$0.86$0.94$1.03$1.12$1.21$1.30$1.43$1.62$1.82$0.78$0.81$0.87$0.92$0.98$1.05$1.12$1.20$1.29$1.37$1.45$1.93
PutsExpensive2.58×
CallsExpensive1.59×
SkewBearish+3.38 pp
Implied moveBearish±$2.15
TiltBalanced0.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.1550.8%11.8%
25Δ50.0041.7%10.9%42.8040.5%8.2%
30Δ48.4333.2%7.5%43.8634.0%6.0%
35Δ47.5028.0%5.6%44.5929.5%4.6%
40Δ46.8524.5%4.3%45.1626.0%3.4%
45Δ46.4222.7%3.5%45.5823.6%2.7%
50Δ45.9920.9%2.8%45.9921.2%1.9%
55Δ45.7119.6%2.4%46.2419.8%1.6%
60Δ45.4418.3%2.0%46.5018.3%1.2%
65Δ45.1617.0%1.6%46.7516.8%0.8%
70Δ44.8816.0%1.2%47.0015.4%0.4%
75Δ44.5915.6%1.0%47.5217.3%0.4%
80Δ44.3115.2%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.15
IV
50.8%
B/E move
11.8%

25Δ

Calls
Pseudo strike
50.00
IV
41.7%
B/E move
10.9%
Puts
Pseudo strike
42.80
IV
40.5%
B/E move
8.2%

30Δ

Calls
Pseudo strike
48.43
IV
33.2%
B/E move
7.5%
Puts
Pseudo strike
43.86
IV
34.0%
B/E move
6.0%

35Δ

Calls
Pseudo strike
47.50
IV
28.0%
B/E move
5.6%
Puts
Pseudo strike
44.59
IV
29.5%
B/E move
4.6%

40Δ

Calls
Pseudo strike
46.85
IV
24.5%
B/E move
4.3%
Puts
Pseudo strike
45.16
IV
26.0%
B/E move
3.4%

45Δ

Calls
Pseudo strike
46.42
IV
22.7%
B/E move
3.5%
Puts
Pseudo strike
45.58
IV
23.6%
B/E move
2.7%

50Δ

Calls
Pseudo strike
45.99
IV
20.9%
B/E move
2.8%
Puts
Pseudo strike
45.99
IV
21.2%
B/E move
1.9%

55Δ

Calls
Pseudo strike
45.71
IV
19.6%
B/E move
2.4%
Puts
Pseudo strike
46.24
IV
19.8%
B/E move
1.6%

60Δ

Calls
Pseudo strike
45.44
IV
18.3%
B/E move
2.0%
Puts
Pseudo strike
46.50
IV
18.3%
B/E move
1.2%

65Δ

Calls
Pseudo strike
45.16
IV
17.0%
B/E move
1.6%
Puts
Pseudo strike
46.75
IV
16.8%
B/E move
0.8%

70Δ

Calls
Pseudo strike
44.88
IV
16.0%
B/E move
1.2%
Puts
Pseudo strike
47.00
IV
15.4%
B/E move
0.4%

75Δ

Calls
Pseudo strike
44.59
IV
15.6%
B/E move
1.0%
Puts
Pseudo strike
47.52
IV
17.3%
B/E move
0.4%

80Δ

Calls
Pseudo strike
44.31
IV
15.2%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

EFAD19.6019.6519.712026-10-20: 19.62%2026-10-21: 19.69%Oct 20Oct 21
Table
DateIV
19.62%
19.69%