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ProShares Ultra MSCI EAFE EFO

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Market datapartial · fetched 2026-10-23T04:24:44.321Z

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 · 2026-10-23T00:00:00.141141129Z

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$3.80$5.38$6.96$62.14$66.16$70.17$74.19$78.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EFO spot · $70.12EFO PRICE$0.82$0.96$1.10$1.30$1.49$1.92$2.34$2.76$3.28$3.85$4.55$5.25$6.50$1.06$1.19$1.38$1.58$1.83$2.21$2.56$2.94$3.35$3.80$4.35$5.07$5.90
PutsExpensive1.10×
CallsExpensive1.47×
SkewBullish-0.53 pp
Implied moveBearish±$4.90
TiltBalanced1.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ77.6739.2%11.9%63.7145.5%10.6%
25Δ75.4834.5%9.0%65.8038.5%7.9%
30Δ73.8930.6%6.9%67.1535.0%6.2%
35Δ72.8829.3%5.8%68.1932.7%5.0%
40Δ71.9428.1%4.7%69.0631.4%4.1%
45Δ71.3030.3%4.4%69.8331.8%3.6%
50Δ70.6031.7%4.0%70.5931.3%3.0%
55Δ69.8232.3%3.5%71.3430.7%2.4%
60Δ69.0033.3%3.1%72.0930.2%2.0%
65Δ68.1234.0%2.6%72.8429.7%1.5%
70Δ67.1435.1%2.2%73.6529.4%1.2%
75Δ66.1535.3%1.8%74.5929.6%0.9%
80Δ64.6838.2%1.5%75.6329.6%0.6%

20Δ

Calls
Pseudo strike
77.67
IV
39.2%
B/E move
11.9%
Puts
Pseudo strike
63.71
IV
45.5%
B/E move
10.6%

25Δ

Calls
Pseudo strike
75.48
IV
34.5%
B/E move
9.0%
Puts
Pseudo strike
65.80
IV
38.5%
B/E move
7.9%

30Δ

Calls
Pseudo strike
73.89
IV
30.6%
B/E move
6.9%
Puts
Pseudo strike
67.15
IV
35.0%
B/E move
6.2%

35Δ

Calls
Pseudo strike
72.88
IV
29.3%
B/E move
5.8%
Puts
Pseudo strike
68.19
IV
32.7%
B/E move
5.0%

40Δ

Calls
Pseudo strike
71.94
IV
28.1%
B/E move
4.7%
Puts
Pseudo strike
69.06
IV
31.4%
B/E move
4.1%

45Δ

Calls
Pseudo strike
71.30
IV
30.3%
B/E move
4.4%
Puts
Pseudo strike
69.83
IV
31.8%
B/E move
3.6%

50Δ

Calls
Pseudo strike
70.60
IV
31.7%
B/E move
4.0%
Puts
Pseudo strike
70.59
IV
31.3%
B/E move
3.0%

55Δ

Calls
Pseudo strike
69.82
IV
32.3%
B/E move
3.5%
Puts
Pseudo strike
71.34
IV
30.7%
B/E move
2.4%

60Δ

Calls
Pseudo strike
69.00
IV
33.3%
B/E move
3.1%
Puts
Pseudo strike
72.09
IV
30.2%
B/E move
2.0%

65Δ

Calls
Pseudo strike
68.12
IV
34.0%
B/E move
2.6%
Puts
Pseudo strike
72.84
IV
29.7%
B/E move
1.5%

70Δ

Calls
Pseudo strike
67.14
IV
35.1%
B/E move
2.2%
Puts
Pseudo strike
73.65
IV
29.4%
B/E move
1.2%

75Δ

Calls
Pseudo strike
66.15
IV
35.3%
B/E move
1.8%
Puts
Pseudo strike
74.59
IV
29.6%
B/E move
0.9%

80Δ

Calls
Pseudo strike
64.68
IV
38.2%
B/E move
1.5%
Puts
Pseudo strike
75.63
IV
29.6%
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%