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ProShares Trust Short MSCI EAFE EFZ

i

Market dataready · fetched 2026-11-13T01:27:11.016Z

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 · 2026-11-13T01:00:00.149706165Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:27:10.556054+00:00

Share price$23.05
1D+0.3%
AH$22.95$22.97$23.00$23.02$23.045:30 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$0.40$1.06$1.71$2.37$3.02$20.51$21.77$23.03$24.29$25.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EFZ spot · $23.05EFZ PRICE$0.47$0.47$0.47$0.47$0.51$0.54$0.58$0.63$0.74$0.85$0.95$1.06$1.16$0.47$0.47$0.47$0.50$0.53$0.56$0.80$1.14$1.48$1.82$2.16$2.50$2.84
PutsExpensive2.60×
CallsExpensive2.65×
SkewBearish+1.59 pp
Implied moveBearish±$1.38
TiltBearish27.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.94138.5%23.3%20.25117.1%14.2%
25Δ25.83102.0%14.1%21.2689.9%9.8%
30Δ24.7479.6%9.4%21.9870.2%6.7%
35Δ24.0162.9%6.2%22.2962.5%5.5%
40Δ23.7357.0%5.1%22.6055.3%4.3%
45Δ23.4651.3%4.1%22.9048.0%3.1%
50Δ23.1845.6%3.1%23.2746.4%2.5%
55Δ22.9441.5%2.3%23.6747.6%2.3%
60Δ22.7740.6%2.0%24.0748.8%2.0%
65Δ22.5939.7%1.7%24.4750.0%1.7%
70Δ22.4138.8%1.4%24.8751.2%1.5%
75Δ22.2437.8%1.0%25.2852.4%1.2%
80Δ22.0636.9%0.7%25.6853.6%0.9%

20Δ

Calls
Pseudo strike
27.94
IV
138.5%
B/E move
23.3%
Puts
Pseudo strike
20.25
IV
117.1%
B/E move
14.2%

25Δ

Calls
Pseudo strike
25.83
IV
102.0%
B/E move
14.1%
Puts
Pseudo strike
21.26
IV
89.9%
B/E move
9.8%

30Δ

Calls
Pseudo strike
24.74
IV
79.6%
B/E move
9.4%
Puts
Pseudo strike
21.98
IV
70.2%
B/E move
6.7%

35Δ

Calls
Pseudo strike
24.01
IV
62.9%
B/E move
6.2%
Puts
Pseudo strike
22.29
IV
62.5%
B/E move
5.5%

40Δ

Calls
Pseudo strike
23.73
IV
57.0%
B/E move
5.1%
Puts
Pseudo strike
22.60
IV
55.3%
B/E move
4.3%

45Δ

Calls
Pseudo strike
23.46
IV
51.3%
B/E move
4.1%
Puts
Pseudo strike
22.90
IV
48.0%
B/E move
3.1%

50Δ

Calls
Pseudo strike
23.18
IV
45.6%
B/E move
3.1%
Puts
Pseudo strike
23.27
IV
46.4%
B/E move
2.5%

55Δ

Calls
Pseudo strike
22.94
IV
41.5%
B/E move
2.3%
Puts
Pseudo strike
23.67
IV
47.6%
B/E move
2.3%

60Δ

Calls
Pseudo strike
22.77
IV
40.6%
B/E move
2.0%
Puts
Pseudo strike
24.07
IV
48.8%
B/E move
2.0%

65Δ

Calls
Pseudo strike
22.59
IV
39.7%
B/E move
1.7%
Puts
Pseudo strike
24.47
IV
50.0%
B/E move
1.7%

70Δ

Calls
Pseudo strike
22.41
IV
38.8%
B/E move
1.4%
Puts
Pseudo strike
24.87
IV
51.2%
B/E move
1.5%

75Δ

Calls
Pseudo strike
22.24
IV
37.8%
B/E move
1.0%
Puts
Pseudo strike
25.28
IV
52.4%
B/E move
1.2%

80Δ

Calls
Pseudo strike
22.06
IV
36.9%
B/E move
0.7%
Puts
Pseudo strike
25.68
IV
53.6%
B/E move
0.9%

Options history

IV · four-Friday blend29.42%
Daily close
EFZ16.1%23.5%30.9%2026-08-14: 20.62%2026-08-21: 18.07%2026-08-24: 17.82%2026-08-25: 17.55%2026-08-26: 18.13%2026-08-27: 17.30%2026-08-28: 18.83%2026-08-31: 17.89%2026-09-03: 18.59%2026-09-08: 20.51%2026-09-18: 17.09%2026-09-24: 17.26%2026-09-25: 17.65%2026-09-29: 17.52%2026-09-30: 17.83%2026-10-01: 19.24%2026-10-02: 19.42%2026-10-05: 19.37%2026-10-12: 23.15%2026-10-16: 26.00%2026-10-19: 28.93%2026-10-20: 27.18%2026-10-21: 26.88%2026-10-22: 28.26%2026-10-23: 28.54%2026-10-26: 29.85%2026-10-27: 27.29%2026-10-28: 28.35%2026-10-29: 28.31%2026-10-30: 29.42%Aug 14Sep 30Oct 30
30 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
20.62%
18.07%
17.82%
17.55%
18.13%
17.30%
18.83%
17.89%
18.59%
20.51%
17.09%
17.26%
17.65%
17.52%
17.83%
19.24%
19.42%
19.37%
23.15%
26.00%
28.93%
27.18%
26.88%
28.26%
28.54%
29.85%
27.29%
28.35%
28.31%
29.42%