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ProShares UltraShort Ether ETF ETHD

i

Market datapartial · fetched 2026-11-13T04:11:34.292Z

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 · 2026-11-13T01:00:00.060141436Z

FundamentalsAlpha Vantage · unavailable

Share price$39.43
1D-1.0%
AH$39.08$39.43$39.79$40.14$40.495:30 AM6:30 AM9:00 AM1:00 PM2:00 PMETHD
Sold putSold callAH

ProShares UltraShort Ether ETF options

Live interpolated ETHD call and put midpoint premiums by absolute delta.ProShares UltraShort Ether ETF$0.61$1.97$3.33$4.69$6.05$25.74$31.81$37.89$43.97$50.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ETHD spot · $39.43ETHD PRICE$1.30$1.57$1.85$2.17$2.57$2.96$3.35$3.76$4.25$4.91$5.65$0.76$1.01$1.31$1.63$1.99$2.37$2.67$3.24$3.81$4.61$5.60
Puts——
Calls——
Skew——
Implied moveBalanced±$5.24
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.94107.9%13.3%
25Δ35.92106.4%11.4%
30Δ44.45128.0%16.0%36.76107.7%10.1%
35Δ43.23125.4%13.6%37.58108.0%8.8%
40Δ42.01122.8%11.2%38.38108.4%7.7%
45Δ41.02121.4%9.5%39.17108.2%6.7%
50Δ40.12123.0%8.3%39.93103.8%5.5%
55Δ39.21122.0%7.0%40.77106.9%4.8%
60Δ38.33119.6%5.7%41.63107.9%4.1%
65Δ37.48116.6%4.6%42.68110.2%3.4%
70Δ36.62114.8%3.6%43.89114.5%2.9%
75Δ35.66115.9%2.9%
80Δ34.64116.4%2.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.94
IV
107.9%
B/E move
13.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.92
IV
106.4%
B/E move
11.4%

30Δ

Calls
Pseudo strike
44.45
IV
128.0%
B/E move
16.0%
Puts
Pseudo strike
36.76
IV
107.7%
B/E move
10.1%

35Δ

Calls
Pseudo strike
43.23
IV
125.4%
B/E move
13.6%
Puts
Pseudo strike
37.58
IV
108.0%
B/E move
8.8%

40Δ

Calls
Pseudo strike
42.01
IV
122.8%
B/E move
11.2%
Puts
Pseudo strike
38.38
IV
108.4%
B/E move
7.7%

45Δ

Calls
Pseudo strike
41.02
IV
121.4%
B/E move
9.5%
Puts
Pseudo strike
39.17
IV
108.2%
B/E move
6.7%

50Δ

Calls
Pseudo strike
40.12
IV
123.0%
B/E move
8.3%
Puts
Pseudo strike
39.93
IV
103.8%
B/E move
5.5%

55Δ

Calls
Pseudo strike
39.21
IV
122.0%
B/E move
7.0%
Puts
Pseudo strike
40.77
IV
106.9%
B/E move
4.8%

60Δ

Calls
Pseudo strike
38.33
IV
119.6%
B/E move
5.7%
Puts
Pseudo strike
41.63
IV
107.9%
B/E move
4.1%

65Δ

Calls
Pseudo strike
37.48
IV
116.6%
B/E move
4.6%
Puts
Pseudo strike
42.68
IV
110.2%
B/E move
3.4%

70Δ

Calls
Pseudo strike
36.62
IV
114.8%
B/E move
3.6%
Puts
Pseudo strike
43.89
IV
114.5%
B/E move
2.9%

75Δ

Calls
Pseudo strike
35.66
IV
115.9%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
34.64
IV
116.4%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend109.03%
Daily close
ETHD97.6%111.3%124.9%2026-08-21: 118.35%2026-08-24: 123.00%2026-08-25: 121.71%2026-08-26: 116.99%2026-08-27: 119.15%2026-08-28: 111.03%2026-08-31: 109.41%2026-09-01: 107.51%2026-09-02: 108.65%2026-09-03: 114.23%2026-09-04: 112.08%2026-09-08: 117.73%2026-09-09: 115.15%2026-09-10: 118.88%2026-09-11: 115.20%2026-09-15: 119.31%2026-09-16: 117.12%2026-09-17: 115.13%2026-09-18: 112.87%2026-09-21: 116.26%2026-09-22: 115.35%2026-09-23: 111.41%2026-09-24: 110.26%2026-09-25: 109.70%2026-09-28: 107.77%2026-09-29: 104.22%2026-09-30: 106.57%2026-10-01: 106.25%2026-10-02: 99.52%2026-10-05: 104.45%2026-10-06: 108.41%2026-10-07: 104.04%2026-10-08: 103.22%2026-10-09: 103.86%2026-10-12: 106.73%2026-10-13: 105.41%2026-10-14: 109.03%Aug 21Sep 18Oct 14
37 observations2026-08-21 — 2026-10-14
Table
DateIV (%)
118.35%
123.00%
121.71%
116.99%
119.15%
111.03%
109.41%
107.51%
108.65%
114.23%
112.08%
117.73%
115.15%
118.88%
115.20%
119.31%
117.12%
115.13%
112.87%
116.26%
115.35%
111.41%
110.26%
109.70%
107.77%
104.22%
106.57%
106.25%
99.52%
104.45%
108.41%
104.04%
103.22%
103.86%
106.73%
105.41%
109.03%