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ProShares UltraShort FTSE Europe EPV

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Market datapartial · fetched 2026-10-22T22:09:40.629Z

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 · 2026-10-22T20:10:00.003804173Z

FundamentalsAlpha Vantage · unavailable

Share price$18.91
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$0.93$1.66$2.39$3.13$16.08$17.57$19.06$20.56$22.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EPV spot · $18.91EPV PRICE$0.28$0.35$0.38$0.43$0.50$0.57$0.64$1.02$1.48$1.94$2.40$1.46$0.27$0.32$0.37$0.41$0.46$0.51$0.58$0.81$1.03$1.26$1.56$2.02$2.92
PutsCheap0.82×
CallsCheap0.92×
SkewBullish-9.14 pp
Implied moveBullish±$1.22
TiltBearish4.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.6750.9%16.1%17.2043.6%10.4%
25Δ20.9647.4%12.7%17.6938.7%8.2%
30Δ20.3340.7%9.5%18.0834.6%6.3%
35Δ19.8736.4%7.4%18.3232.2%5.3%
40Δ19.6034.8%6.3%18.5629.8%4.3%
45Δ19.3333.2%5.2%18.8027.4%3.3%
50Δ19.0631.6%4.1%19.0425.8%2.4%
55Δ18.6439.2%4.0%19.3028.5%2.2%
60Δ18.1949.2%4.0%19.5731.3%2.0%
65Δ17.7459.2%4.1%19.8334.0%1.8%
70Δ17.2969.2%4.1%20.1837.1%1.5%
75Δ17.8337.0%2.0%20.6941.0%1.3%
80Δ21.6250.2%1.1%

20Δ

Calls
Pseudo strike
21.67
IV
50.9%
B/E move
16.1%
Puts
Pseudo strike
17.20
IV
43.6%
B/E move
10.4%

25Δ

Calls
Pseudo strike
20.96
IV
47.4%
B/E move
12.7%
Puts
Pseudo strike
17.69
IV
38.7%
B/E move
8.2%

30Δ

Calls
Pseudo strike
20.33
IV
40.7%
B/E move
9.5%
Puts
Pseudo strike
18.08
IV
34.6%
B/E move
6.3%

35Δ

Calls
Pseudo strike
19.87
IV
36.4%
B/E move
7.4%
Puts
Pseudo strike
18.32
IV
32.2%
B/E move
5.3%

40Δ

Calls
Pseudo strike
19.60
IV
34.8%
B/E move
6.3%
Puts
Pseudo strike
18.56
IV
29.8%
B/E move
4.3%

45Δ

Calls
Pseudo strike
19.33
IV
33.2%
B/E move
5.2%
Puts
Pseudo strike
18.80
IV
27.4%
B/E move
3.3%

50Δ

Calls
Pseudo strike
19.06
IV
31.6%
B/E move
4.1%
Puts
Pseudo strike
19.04
IV
25.8%
B/E move
2.4%

55Δ

Calls
Pseudo strike
18.64
IV
39.2%
B/E move
4.0%
Puts
Pseudo strike
19.30
IV
28.5%
B/E move
2.2%

60Δ

Calls
Pseudo strike
18.19
IV
49.2%
B/E move
4.0%
Puts
Pseudo strike
19.57
IV
31.3%
B/E move
2.0%

65Δ

Calls
Pseudo strike
17.74
IV
59.2%
B/E move
4.1%
Puts
Pseudo strike
19.83
IV
34.0%
B/E move
1.8%

70Δ

Calls
Pseudo strike
17.29
IV
69.2%
B/E move
4.1%
Puts
Pseudo strike
20.18
IV
37.1%
B/E move
1.5%

75Δ

Calls
Pseudo strike
17.83
IV
37.0%
B/E move
2.0%
Puts
Pseudo strike
20.69
IV
41.0%
B/E move
1.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.62
IV
50.2%
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%