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ProShares Trust Short MSCI EAFE EFZ

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Market datapartial · fetched 2026-10-22T21:16:32.976Z

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 · 2026-10-22T20:10:00.00406279Z

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$0.15$1.10$2.04$2.99$3.94$20.83$21.85$22.87$23.90$24.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EFZ spot · $23.24EFZ PRICE$0.26$0.28$0.31$0.33$0.36$0.38$0.41$0.44$0.46$0.49$0.61$0.76$0.91$0.25$0.27$0.32$0.36$0.42$0.60$0.78$0.96$1.14$1.47$1.86$2.62$3.67
PutsExpensive2.29×
CallsExpensive1.11×
SkewBearish+11.20 pp
Implied moveBearish±$1.19
TiltBearish42.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.6737.5%11.6%21.6033.6%8.1%
25Δ24.8530.6%8.1%22.1627.4%5.8%
30Δ24.3826.2%6.2%22.4525.2%4.8%
35Δ23.9722.4%4.6%22.7423.0%3.7%
40Δ23.8120.8%4.0%23.0221.2%2.7%
45Δ23.6619.1%3.5%23.2523.4%2.5%
50Δ23.5117.5%2.9%23.4725.6%2.3%
55Δ23.3515.9%2.4%23.7027.8%2.1%
60Δ23.2014.2%1.8%23.9329.9%2.0%
65Δ23.0512.6%1.3%24.3132.8%1.7%
70Δ22.8612.3%1.0%24.7636.0%1.5%
75Δ22.6712.8%0.8%25.5443.3%1.4%
80Δ22.4713.2%0.6%26.6451.3%1.1%

20Δ

Calls
Pseudo strike
25.67
IV
37.5%
B/E move
11.6%
Puts
Pseudo strike
21.60
IV
33.6%
B/E move
8.1%

25Δ

Calls
Pseudo strike
24.85
IV
30.6%
B/E move
8.1%
Puts
Pseudo strike
22.16
IV
27.4%
B/E move
5.8%

30Δ

Calls
Pseudo strike
24.38
IV
26.2%
B/E move
6.2%
Puts
Pseudo strike
22.45
IV
25.2%
B/E move
4.8%

35Δ

Calls
Pseudo strike
23.97
IV
22.4%
B/E move
4.6%
Puts
Pseudo strike
22.74
IV
23.0%
B/E move
3.7%

40Δ

Calls
Pseudo strike
23.81
IV
20.8%
B/E move
4.0%
Puts
Pseudo strike
23.02
IV
21.2%
B/E move
2.7%

45Δ

Calls
Pseudo strike
23.66
IV
19.1%
B/E move
3.5%
Puts
Pseudo strike
23.25
IV
23.4%
B/E move
2.5%

50Δ

Calls
Pseudo strike
23.51
IV
17.5%
B/E move
2.9%
Puts
Pseudo strike
23.47
IV
25.6%
B/E move
2.3%

55Δ

Calls
Pseudo strike
23.35
IV
15.9%
B/E move
2.4%
Puts
Pseudo strike
23.70
IV
27.8%
B/E move
2.1%

60Δ

Calls
Pseudo strike
23.20
IV
14.2%
B/E move
1.8%
Puts
Pseudo strike
23.93
IV
29.9%
B/E move
2.0%

65Δ

Calls
Pseudo strike
23.05
IV
12.6%
B/E move
1.3%
Puts
Pseudo strike
24.31
IV
32.8%
B/E move
1.7%

70Δ

Calls
Pseudo strike
22.86
IV
12.3%
B/E move
1.0%
Puts
Pseudo strike
24.76
IV
36.0%
B/E move
1.5%

75Δ

Calls
Pseudo strike
22.67
IV
12.8%
B/E move
0.8%
Puts
Pseudo strike
25.54
IV
43.3%
B/E move
1.4%

80Δ

Calls
Pseudo strike
22.47
IV
13.2%
B/E move
0.6%
Puts
Pseudo strike
26.64
IV
51.3%
B/E move
1.1%

Options history

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