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ProShares Trust Short MSCI EAFE EFZ

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Market datapartial · fetched 2026-10-23T17:34:03.795Z

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 · 2026-10-23T00:00:00.120172322Z

FundamentalsAlpha Vantage · unavailable

Share price$23.24
1D+0.0%
AH$23.20$23.22$23.25$23.28$23.305:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEFZ
Sold putSold callAH

ProShares Trust Short MSCI EAFE options

Live interpolated EFZ call and put midpoint premiums by absolute delta.ProShares Trust Short MSCI EAFE$0.24$0.45$0.66$0.86$1.07$20.98$22.17$23.37$24.56$25.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EFZ spot · $23.24EFZ PRICE$0.28$0.31$0.34$0.37$0.40$0.43$0.46$0.50$0.53$0.26$0.31$0.40$0.48$0.57$0.66$0.75$0.83$0.92$1.01
PutsExpensive2.34×
CallsExpensive1.79×
SkewBullish-3.99 pp
Implied moveBearish±$1.21
TiltBearish26.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.6546.4%15.9%21.5235.7%8.5%
25Δ26.2442.8%14.2%22.0930.0%6.3%
30Δ25.8239.1%12.5%22.3229.3%5.7%
35Δ25.4035.5%10.9%22.5628.5%5.0%
40Δ24.9831.9%9.2%22.7927.8%4.4%
45Δ24.5628.2%7.5%23.0227.0%3.8%
50Δ24.1424.6%5.9%23.2626.3%3.1%
55Δ23.7221.0%4.2%23.4925.5%2.5%
60Δ23.3017.4%2.5%23.7324.7%1.9%
65Δ23.9624.0%1.2%
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
26.65
IV
46.4%
B/E move
15.9%
Puts
Pseudo strike
21.52
IV
35.7%
B/E move
8.5%

25Δ

Calls
Pseudo strike
26.24
IV
42.8%
B/E move
14.2%
Puts
Pseudo strike
22.09
IV
30.0%
B/E move
6.3%

30Δ

Calls
Pseudo strike
25.82
IV
39.1%
B/E move
12.5%
Puts
Pseudo strike
22.32
IV
29.3%
B/E move
5.7%

35Δ

Calls
Pseudo strike
25.40
IV
35.5%
B/E move
10.9%
Puts
Pseudo strike
22.56
IV
28.5%
B/E move
5.0%

40Δ

Calls
Pseudo strike
24.98
IV
31.9%
B/E move
9.2%
Puts
Pseudo strike
22.79
IV
27.8%
B/E move
4.4%

45Δ

Calls
Pseudo strike
24.56
IV
28.2%
B/E move
7.5%
Puts
Pseudo strike
23.02
IV
27.0%
B/E move
3.8%

50Δ

Calls
Pseudo strike
24.14
IV
24.6%
B/E move
5.9%
Puts
Pseudo strike
23.26
IV
26.3%
B/E move
3.1%

55Δ

Calls
Pseudo strike
23.72
IV
21.0%
B/E move
4.2%
Puts
Pseudo strike
23.49
IV
25.5%
B/E move
2.5%

60Δ

Calls
Pseudo strike
23.30
IV
17.4%
B/E move
2.5%
Puts
Pseudo strike
23.73
IV
24.7%
B/E move
1.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.96
IV
24.0%
B/E move
1.2%

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%