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ProShares Trust Short MSCI EAFE EFZ

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Market datapartial · fetched 2026-10-22T16:19:20.843Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T15:40:36.509918155Z

FundamentalsAlpha Vantage · unavailable

Share price$23.29
1D+0.3%
$23.20$23.22$23.25$23.28$23.305:30 AM6:30 AM9:00 AM1:00 PMEFZ
Sold putSold call

ProShares Trust Short MSCI EAFE options

Live interpolated EFZ call and put midpoint premiums by absolute delta.ProShares Trust Short MSCI EAFE$0.20$1.30$2.40$3.50$4.61$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEEFZ PRICE$0.32$0.34$0.74$1.14$1.53$1.92$2.32$2.71$3.11$3.50$3.89$4.29
PutsExpensive3.64×
CallsExpensive1.85×
SkewBearish+20.36 pp
Implied move——
TiltBearish94.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.8334.8%16.6%20.7343.0%14.2%
25Δ25.3526.4%10.3%21.3844.8%13.1%
30Δ22.0346.5%12.0%
35Δ22.6848.3%10.9%
40Δ23.3250.1%9.8%
45Δ23.9751.9%8.7%
50Δ24.6253.7%7.6%
55Δ25.2755.4%6.5%
60Δ25.9257.2%5.4%
65Δ26.5759.0%4.3%
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
26.83
IV
34.8%
B/E move
16.6%
Puts
Pseudo strike
20.73
IV
43.0%
B/E move
14.2%

25Δ

Calls
Pseudo strike
25.35
IV
26.4%
B/E move
10.3%
Puts
Pseudo strike
21.38
IV
44.8%
B/E move
13.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.03
IV
46.5%
B/E move
12.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.68
IV
48.3%
B/E move
10.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.32
IV
50.1%
B/E move
9.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.97
IV
51.9%
B/E move
8.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.62
IV
53.7%
B/E move
7.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.27
IV
55.4%
B/E move
6.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.92
IV
57.2%
B/E move
5.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.57
IV
59.0%
B/E move
4.3%

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

EFZ53.8474.5595.272026-10-20: 56.69%2026-10-21: 92.41%Oct 20Oct 21
Table
DateIV
56.69%
92.41%