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ProShares UltraShort FTSE Europe EPV

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Market datapartial · fetched 2026-10-22T23:44:09.035Z

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 · 2026-10-22T22:56:54.451721276Z

FundamentalsAlpha Vantage · unavailable

Share price$18.90
1D-1.7%
AH$18.71$18.85$18.99$19.14$19.285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEPV
Sold putSold callAH

ProShares UltraShort FTSE Europe options

Live interpolated EPV call and put midpoint premiums by absolute delta.ProShares UltraShort FTSE Europe$0.19$0.89$1.59$2.29$2.99$16.07$17.56$19.05$20.54$22.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EPV spot · $18.90EPV PRICE$0.28$0.35$0.38$0.43$0.50$0.57$0.64$1.04$1.50$1.96$2.42$0.27$0.32$0.37$0.41$0.46$0.51$0.57$0.79$1.02$1.24$1.53$1.99$2.79
PutsCheap0.81×
CallsCheap0.94×
SkewBullish-10.57 pp
Implied moveBullish±$1.21
TiltBearish9.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.6751.1%16.1%17.2043.5%10.4%
25Δ20.9547.6%12.7%17.6838.6%8.2%
30Δ20.3240.8%9.5%18.0834.5%6.3%
35Δ19.8636.6%7.4%18.3132.1%5.3%
40Δ19.5935.0%6.3%18.5529.7%4.3%
45Δ19.3233.4%5.2%18.7827.3%3.3%
50Δ19.0431.8%4.1%19.0225.4%2.4%
55Δ18.6239.9%4.0%19.2928.1%2.2%
60Δ18.1749.9%4.1%19.5530.8%1.9%
65Δ17.7359.9%4.1%19.8133.5%1.7%
70Δ17.2869.9%4.2%20.1436.4%1.5%
75Δ20.6540.2%1.2%
80Δ21.4948.3%1.1%

20Δ

Calls
Pseudo strike
21.67
IV
51.1%
B/E move
16.1%
Puts
Pseudo strike
17.20
IV
43.5%
B/E move
10.4%

25Δ

Calls
Pseudo strike
20.95
IV
47.6%
B/E move
12.7%
Puts
Pseudo strike
17.68
IV
38.6%
B/E move
8.2%

30Δ

Calls
Pseudo strike
20.32
IV
40.8%
B/E move
9.5%
Puts
Pseudo strike
18.08
IV
34.5%
B/E move
6.3%

35Δ

Calls
Pseudo strike
19.86
IV
36.6%
B/E move
7.4%
Puts
Pseudo strike
18.31
IV
32.1%
B/E move
5.3%

40Δ

Calls
Pseudo strike
19.59
IV
35.0%
B/E move
6.3%
Puts
Pseudo strike
18.55
IV
29.7%
B/E move
4.3%

45Δ

Calls
Pseudo strike
19.32
IV
33.4%
B/E move
5.2%
Puts
Pseudo strike
18.78
IV
27.3%
B/E move
3.3%

50Δ

Calls
Pseudo strike
19.04
IV
31.8%
B/E move
4.1%
Puts
Pseudo strike
19.02
IV
25.4%
B/E move
2.4%

55Δ

Calls
Pseudo strike
18.62
IV
39.9%
B/E move
4.0%
Puts
Pseudo strike
19.29
IV
28.1%
B/E move
2.2%

60Δ

Calls
Pseudo strike
18.17
IV
49.9%
B/E move
4.1%
Puts
Pseudo strike
19.55
IV
30.8%
B/E move
1.9%

65Δ

Calls
Pseudo strike
17.73
IV
59.9%
B/E move
4.1%
Puts
Pseudo strike
19.81
IV
33.5%
B/E move
1.7%

70Δ

Calls
Pseudo strike
17.28
IV
69.9%
B/E move
4.2%
Puts
Pseudo strike
20.14
IV
36.4%
B/E move
1.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.65
IV
40.2%
B/E move
1.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.49
IV
48.3%
B/E move
1.1%

Options history

EPV55.7255.9356.142026-10-20: 56.08%2026-10-21: 55.77%Oct 20Oct 21
Table
DateIV
56.08%
55.77%