IntraAlpha
Create free account Start free

ProShares Ultra MSCI EAFE EFO

i

Market datapartial · fetched 2026-10-22T21:25:15.802Z

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 · 2026-10-22T20:10:00.004029832Z

FundamentalsAlpha Vantage · unavailable

Share price$70.12
1D-0.6%
AH$69.91$70.04$70.16$70.29$70.425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEFO
Sold putSold callAH

ProShares Ultra MSCI EAFE options

Live interpolated EFO call and put midpoint premiums by absolute delta.ProShares Ultra MSCI EAFE$0.65$2.22$3.79$5.37$6.94$62.20$66.18$70.16$74.14$78.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EFO spot · $70.12EFO PRICE$0.82$0.96$1.10$1.30$1.49$1.92$2.33$2.76$3.27$3.84$4.54$5.23$6.49$1.06$1.19$1.38$1.58$1.83$2.22$2.57$2.94$3.36$3.81$4.37$5.09$5.93
PutsExpensive1.10×
CallsExpensive1.45×
SkewBullish-0.44 pp
Implied moveBearish±$4.90
TiltBalanced1.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ77.6739.0%11.9%63.7145.3%10.6%
25Δ75.4934.3%9.0%65.8038.3%7.9%
30Δ73.8930.5%6.9%67.1534.8%6.2%
35Δ72.8829.1%5.8%68.1932.2%5.0%
40Δ71.9427.5%4.7%69.0630.9%4.1%
45Δ71.3129.7%4.4%69.8431.3%3.6%
50Δ70.6031.1%4.0%70.6030.8%3.0%
55Δ69.8231.7%3.5%71.3530.2%2.4%
60Δ69.0132.7%3.1%72.1029.8%2.0%
65Δ68.1333.4%2.6%72.8529.2%1.5%
70Δ67.1634.4%2.2%73.6728.9%1.2%
75Δ66.1634.6%1.8%74.6229.2%0.8%
80Δ64.7137.5%1.5%75.6629.2%0.6%

20Δ

Calls
Pseudo strike
77.67
IV
39.0%
B/E move
11.9%
Puts
Pseudo strike
63.71
IV
45.3%
B/E move
10.6%

25Δ

Calls
Pseudo strike
75.49
IV
34.3%
B/E move
9.0%
Puts
Pseudo strike
65.80
IV
38.3%
B/E move
7.9%

30Δ

Calls
Pseudo strike
73.89
IV
30.5%
B/E move
6.9%
Puts
Pseudo strike
67.15
IV
34.8%
B/E move
6.2%

35Δ

Calls
Pseudo strike
72.88
IV
29.1%
B/E move
5.8%
Puts
Pseudo strike
68.19
IV
32.2%
B/E move
5.0%

40Δ

Calls
Pseudo strike
71.94
IV
27.5%
B/E move
4.7%
Puts
Pseudo strike
69.06
IV
30.9%
B/E move
4.1%

45Δ

Calls
Pseudo strike
71.31
IV
29.7%
B/E move
4.4%
Puts
Pseudo strike
69.84
IV
31.3%
B/E move
3.6%

50Δ

Calls
Pseudo strike
70.60
IV
31.1%
B/E move
4.0%
Puts
Pseudo strike
70.60
IV
30.8%
B/E move
3.0%

55Δ

Calls
Pseudo strike
69.82
IV
31.7%
B/E move
3.5%
Puts
Pseudo strike
71.35
IV
30.2%
B/E move
2.4%

60Δ

Calls
Pseudo strike
69.01
IV
32.7%
B/E move
3.1%
Puts
Pseudo strike
72.10
IV
29.8%
B/E move
2.0%

65Δ

Calls
Pseudo strike
68.13
IV
33.4%
B/E move
2.6%
Puts
Pseudo strike
72.85
IV
29.2%
B/E move
1.5%

70Δ

Calls
Pseudo strike
67.16
IV
34.4%
B/E move
2.2%
Puts
Pseudo strike
73.67
IV
28.9%
B/E move
1.2%

75Δ

Calls
Pseudo strike
66.16
IV
34.6%
B/E move
1.8%
Puts
Pseudo strike
74.62
IV
29.2%
B/E move
0.8%

80Δ

Calls
Pseudo strike
64.71
IV
37.5%
B/E move
1.5%
Puts
Pseudo strike
75.66
IV
29.2%
B/E move
0.6%

Options history

EFO30.1430.5030.852026-10-20: 30.19%2026-10-21: 30.80%Oct 20Oct 21
Table
DateIV
30.19%
30.80%