IntraAlpha
Create free account Start free

ProShares UltraShort FTSE Europe EPV

i

Market dataready · fetched 2026-11-12T02:20:56.713Z

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 · 2026-11-12T01:00:00.148086746Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:20:56.379988+00:00

Share price$17.69
1D-1.5%
AH$17.61$17.71$17.80$17.89$17.995:30 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$0.35$0.81$1.27$1.73$2.19$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEEPV PRICE$0.40$0.58$1.38$1.60$1.81$2.06$0.47$0.48$0.60$0.71$0.81$0.89$0.98$1.09$1.24$1.38$1.53$1.71
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.86142.8%25.9%15.09140.1%17.4%
25Δ21.42154.7%24.4%16.03108.3%12.1%
30Δ16.45104.6%10.4%
35Δ16.86100.8%8.7%
40Δ17.2195.3%7.3%
45Δ17.5289.0%6.0%
50Δ17.8282.7%4.8%
55Δ18.1178.1%3.8%
60Δ18.3775.8%3.2%
65Δ16.9588.9%3.6%18.6273.5%2.5%
70Δ16.6287.8%3.0%18.8871.2%1.9%
75Δ16.2986.7%2.3%19.1468.0%1.4%
80Δ15.9386.4%1.7%

20Δ

Calls
Pseudo strike
21.86
IV
142.8%
B/E move
25.9%
Puts
Pseudo strike
15.09
IV
140.1%
B/E move
17.4%

25Δ

Calls
Pseudo strike
21.42
IV
154.7%
B/E move
24.4%
Puts
Pseudo strike
16.03
IV
108.3%
B/E move
12.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.45
IV
104.6%
B/E move
10.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.86
IV
100.8%
B/E move
8.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.21
IV
95.3%
B/E move
7.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.52
IV
89.0%
B/E move
6.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.82
IV
82.7%
B/E move
4.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.11
IV
78.1%
B/E move
3.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.37
IV
75.8%
B/E move
3.2%

65Δ

Calls
Pseudo strike
16.95
IV
88.9%
B/E move
3.6%
Puts
Pseudo strike
18.62
IV
73.5%
B/E move
2.5%

70Δ

Calls
Pseudo strike
16.62
IV
87.8%
B/E move
3.0%
Puts
Pseudo strike
18.88
IV
71.2%
B/E move
1.9%

75Δ

Calls
Pseudo strike
16.29
IV
86.7%
B/E move
2.3%
Puts
Pseudo strike
19.14
IV
68.0%
B/E move
1.4%

80Δ

Calls
Pseudo strike
15.93
IV
86.4%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend53.69%
Daily close
EPV31.1%52.3%73.5%2026-08-13: 46.48%2026-08-14: 36.88%2026-08-17: 41.46%2026-08-18: 59.39%2026-08-19: 49.62%2026-08-20: 70.61%2026-08-21: 40.24%2026-08-24: 40.50%2026-08-25: 34.07%2026-08-26: 41.11%2026-08-27: 39.00%2026-08-28: 38.88%2026-08-31: 43.60%2026-09-01: 43.89%2026-09-02: 51.83%2026-09-03: 39.11%2026-09-04: 44.09%2026-09-08: 41.46%2026-09-10: 36.95%2026-09-11: 48.20%2026-09-14: 49.61%2026-09-15: 64.55%2026-09-17: 61.39%2026-09-18: 38.78%2026-09-21: 44.28%2026-09-22: 37.15%2026-09-23: 51.04%2026-09-24: 35.98%2026-09-25: 40.91%2026-09-28: 45.79%2026-09-29: 51.04%2026-09-30: 36.34%2026-10-01: 40.91%2026-10-02: 36.68%2026-10-05: 47.30%2026-10-06: 42.03%2026-10-07: 50.78%2026-10-08: 54.28%2026-10-09: 42.86%2026-10-12: 38.44%2026-10-13: 50.99%2026-10-14: 50.96%2026-10-16: 53.16%2026-10-19: 59.52%2026-10-20: 56.09%2026-10-21: 55.77%2026-10-22: 35.72%2026-10-23: 41.49%2026-10-26: 60.16%2026-10-27: 60.19%2026-10-28: 59.48%2026-10-29: 34.53%2026-10-30: 53.69%Aug 13Sep 23Oct 30
53 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
46.48%
36.88%
41.46%
59.39%
49.62%
70.61%
40.24%
40.50%
34.07%
41.11%
39.00%
38.88%
43.60%
43.89%
51.83%
39.11%
44.09%
41.46%
36.95%
48.20%
49.61%
64.55%
61.39%
38.78%
44.28%
37.15%
51.04%
35.98%
40.91%
45.79%
51.04%
36.34%
40.91%
36.68%
47.30%
42.03%
50.78%
54.28%
42.86%
38.44%
50.99%
50.96%
53.16%
59.52%
56.09%
55.77%
35.72%
41.49%
60.16%
60.19%
59.48%
34.53%
53.69%