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ProShares Decline of the Retail Store ETF EMTY

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Market datapartial · fetched 2026-10-22T18:00:00.388Z

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 · 2026-10-22T00:00:00.144333298Z

FundamentalsAlpha Vantage · unavailable

Share price$23.13
1D-0.3%
AH$23.09$23.12$23.14$23.17$23.195:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEMTY
Sold putSold callAH

ProShares Decline of the Retail Store ETF options

Live interpolated EMTY call and put midpoint premiums by absolute delta.ProShares Decline of the Retail Store ETF$0.77$1.47$2.17$2.87$3.56$17.87$20.17$22.46$24.75$27.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EMTY spot · $23.13EMTY PRICE$0.85$0.85$0.87$0.90$0.94$0.99$1.04$1.09$1.14$1.19$1.24$1.29$0.86$0.92$1.07$1.66$2.17$2.42$2.56$2.64$2.75$2.94$3.13$3.36
PutsExpensive1.94×
CallsExpensive3.88×
SkewBearish+20.54 pp
Implied moveBearish±$3.42
TiltBearish36.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ29.2299.8%30.0%20.4479.3%15.3%
30Δ26.7277.0%19.2%21.3667.2%11.6%
35Δ25.2562.2%12.9%22.0661.8%9.2%
40Δ24.4353.2%9.5%22.6075.2%9.5%
45Δ23.8446.4%7.2%23.1784.1%9.2%
50Δ23.4541.6%5.7%23.8080.1%7.6%
55Δ23.0536.8%4.2%24.2973.7%6.0%
60Δ22.8433.7%3.5%24.7166.4%4.6%
65Δ22.6630.8%2.9%25.1160.0%3.4%
70Δ22.4927.9%2.4%25.4855.9%2.5%
75Δ22.3125.0%1.8%25.8651.7%1.7%
80Δ22.1322.1%1.2%26.2347.7%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
29.22
IV
99.8%
B/E move
30.0%
Puts
Pseudo strike
20.44
IV
79.3%
B/E move
15.3%

30Δ

Calls
Pseudo strike
26.72
IV
77.0%
B/E move
19.2%
Puts
Pseudo strike
21.36
IV
67.2%
B/E move
11.6%

35Δ

Calls
Pseudo strike
25.25
IV
62.2%
B/E move
12.9%
Puts
Pseudo strike
22.06
IV
61.8%
B/E move
9.2%

40Δ

Calls
Pseudo strike
24.43
IV
53.2%
B/E move
9.5%
Puts
Pseudo strike
22.60
IV
75.2%
B/E move
9.5%

45Δ

Calls
Pseudo strike
23.84
IV
46.4%
B/E move
7.2%
Puts
Pseudo strike
23.17
IV
84.1%
B/E move
9.2%

50Δ

Calls
Pseudo strike
23.45
IV
41.6%
B/E move
5.7%
Puts
Pseudo strike
23.80
IV
80.1%
B/E move
7.6%

55Δ

Calls
Pseudo strike
23.05
IV
36.8%
B/E move
4.2%
Puts
Pseudo strike
24.29
IV
73.7%
B/E move
6.0%

60Δ

Calls
Pseudo strike
22.84
IV
33.7%
B/E move
3.5%
Puts
Pseudo strike
24.71
IV
66.4%
B/E move
4.6%

65Δ

Calls
Pseudo strike
22.66
IV
30.8%
B/E move
2.9%
Puts
Pseudo strike
25.11
IV
60.0%
B/E move
3.4%

70Δ

Calls
Pseudo strike
22.49
IV
27.9%
B/E move
2.4%
Puts
Pseudo strike
25.48
IV
55.9%
B/E move
2.5%

75Δ

Calls
Pseudo strike
22.31
IV
25.0%
B/E move
1.8%
Puts
Pseudo strike
25.86
IV
51.7%
B/E move
1.7%

80Δ

Calls
Pseudo strike
22.13
IV
22.1%
B/E move
1.2%
Puts
Pseudo strike
26.23
IV
47.7%
B/E move
1.1%

Options history

EMTY44.4644.9345.402026-10-20: 44.52%2026-10-21: 45.34%Oct 20Oct 21
Table
DateIV
44.52%
45.34%