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ProShares MSCI EAFE Dividend Growers ETF EFAD

i

Market datapartial · fetched 2026-11-13T16:12:07.464Z

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 · 2026-11-13T14:57:36.041895529Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T16:12:05.919053+00:00

Share price$46.52
1D+0.0%
$46.50$46.51$46.52$46.53$46.545:30 AM6:30 AM9:00 AM1:00 PMEFAD
Sold putSold call

ProShares MSCI EAFE Dividend Growers ETF options

Live interpolated EFAD call and put midpoint premiums by absolute delta.ProShares MSCI EAFE Dividend Growers ETF$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEEFAD PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend21.25%
Daily close
EFAD17.4%31.8%46.1%2026-08-17: 30.48%2026-08-18: 32.96%2026-08-19: 34.85%2026-08-20: 42.49%2026-08-21: 21.10%2026-08-24: 21.87%2026-08-25: 21.56%2026-08-26: 21.53%2026-08-27: 21.82%2026-08-28: 21.74%2026-08-31: 22.34%2026-09-01: 22.62%2026-09-02: 23.07%2026-09-03: 22.53%2026-09-04: 23.10%2026-09-08: 25.05%2026-09-09: 25.55%2026-09-10: 26.54%2026-09-11: 26.72%2026-09-14: 29.97%2026-09-15: 32.94%2026-09-16: 36.06%2026-09-17: 44.13%2026-09-18: 22.11%2026-09-21: 22.28%2026-09-22: 20.76%2026-09-23: 20.99%2026-09-24: 20.91%2026-09-25: 20.19%2026-09-28: 20.81%2026-09-29: 21.18%2026-09-30: 21.66%2026-10-01: 22.08%2026-10-02: 22.21%2026-10-05: 23.01%2026-10-06: 23.30%2026-10-07: 23.51%2026-10-08: 24.06%2026-10-12: 27.70%2026-10-13: 28.57%2026-10-14: 32.53%2026-10-15: 41.76%2026-10-16: 19.43%2026-10-19: 19.91%2026-10-20: 19.53%2026-10-21: 19.55%2026-10-22: 19.50%2026-10-23: 19.81%2026-10-26: 20.95%2026-10-27: 20.84%2026-10-28: 21.29%2026-10-29: 20.86%2026-10-30: 21.25%Aug 17Sep 23Oct 30
53 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
30.48%
32.96%
34.85%
42.49%
21.10%
21.87%
21.56%
21.53%
21.82%
21.74%
22.34%
22.62%
23.07%
22.53%
23.10%
25.05%
25.55%
26.54%
26.72%
29.97%
32.94%
36.06%
44.13%
22.11%
22.28%
20.76%
20.99%
20.91%
20.19%
20.81%
21.18%
21.66%
22.08%
22.21%
23.01%
23.30%
23.51%
24.06%
27.70%
28.57%
32.53%
41.76%
19.43%
19.91%
19.53%
19.55%
19.50%
19.81%
20.95%
20.84%
21.29%
20.86%
21.25%