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ProShares Ultra Ether ETF ETHT

i

Market dataready · fetched 2026-11-11T13:54:58.669Z

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 · 2026-11-11T13:54:53.396133953Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:54:58.087900+00:00

Share price$10.88
1D-0.1%
$10.78$10.80$10.81$10.83$10.855:30 AM6:30 AM9:00 AM1:00 PMETHT
Sold putSold call

ProShares Ultra Ether ETF options

Live interpolated ETHT call and put midpoint premiums by absolute delta.ProShares Ultra Ether ETF$0.13$0.83$1.52$2.22$2.91$7.44$9.72$12.00$14.27$16.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ETHT spot · $10.88ETHT PRICE$0.21$0.30$0.39$0.48$0.56$0.63$0.71$0.81$0.93$1.05$1.17$0.36$0.40$0.46$0.60$0.75$0.90$1.07$1.27$1.48$1.71$2.01$2.32$2.71
PutsCheap0.93×
Calls——
Skew——
Implied moveBearish±$1.78
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.97118.7%21.1%9.05162.0%20.1%
25Δ12.67123.3%19.2%9.54143.4%16.1%
30Δ12.36127.9%17.2%10.01125.7%12.2%
35Δ12.06132.5%15.3%10.29128.2%10.9%
40Δ11.74128.3%13.0%10.57130.6%9.7%
45Δ11.41121.9%10.7%10.85133.1%8.5%
50Δ11.09115.5%8.4%11.15134.7%7.4%
55Δ10.83112.4%7.0%11.46135.2%6.4%
60Δ10.59110.6%5.9%11.77135.7%5.4%
65Δ10.35108.7%4.8%12.11136.1%4.4%
70Δ10.12106.8%3.7%12.50136.4%3.6%
75Δ12.89136.6%2.8%
80Δ13.37134.8%2.1%

20Δ

Calls
Pseudo strike
12.97
IV
118.7%
B/E move
21.1%
Puts
Pseudo strike
9.05
IV
162.0%
B/E move
20.1%

25Δ

Calls
Pseudo strike
12.67
IV
123.3%
B/E move
19.2%
Puts
Pseudo strike
9.54
IV
143.4%
B/E move
16.1%

30Δ

Calls
Pseudo strike
12.36
IV
127.9%
B/E move
17.2%
Puts
Pseudo strike
10.01
IV
125.7%
B/E move
12.2%

35Δ

Calls
Pseudo strike
12.06
IV
132.5%
B/E move
15.3%
Puts
Pseudo strike
10.29
IV
128.2%
B/E move
10.9%

40Δ

Calls
Pseudo strike
11.74
IV
128.3%
B/E move
13.0%
Puts
Pseudo strike
10.57
IV
130.6%
B/E move
9.7%

45Δ

Calls
Pseudo strike
11.41
IV
121.9%
B/E move
10.7%
Puts
Pseudo strike
10.85
IV
133.1%
B/E move
8.5%

50Δ

Calls
Pseudo strike
11.09
IV
115.5%
B/E move
8.4%
Puts
Pseudo strike
11.15
IV
134.7%
B/E move
7.4%

55Δ

Calls
Pseudo strike
10.83
IV
112.4%
B/E move
7.0%
Puts
Pseudo strike
11.46
IV
135.2%
B/E move
6.4%

60Δ

Calls
Pseudo strike
10.59
IV
110.6%
B/E move
5.9%
Puts
Pseudo strike
11.77
IV
135.7%
B/E move
5.4%

65Δ

Calls
Pseudo strike
10.35
IV
108.7%
B/E move
4.8%
Puts
Pseudo strike
12.11
IV
136.1%
B/E move
4.4%

70Δ

Calls
Pseudo strike
10.12
IV
106.8%
B/E move
3.7%
Puts
Pseudo strike
12.50
IV
136.4%
B/E move
3.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.89
IV
136.6%
B/E move
2.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.37
IV
134.8%
B/E move
2.1%

Options history

IV · four-Friday blend105.15%
Daily close
ETHT85.8%105.7%125.7%2026-08-13: 98.85%2026-08-14: 91.31%2026-08-17: 95.30%2026-08-19: 109.40%2026-08-20: 122.91%2026-08-24: 116.89%2026-08-25: 115.17%2026-08-26: 107.62%2026-08-27: 110.85%2026-08-28: 104.86%2026-08-31: 100.92%2026-09-01: 102.64%2026-09-02: 101.39%2026-09-03: 105.28%2026-09-04: 105.89%2026-09-08: 110.40%2026-09-09: 107.20%2026-09-10: 105.31%2026-09-11: 103.12%2026-09-14: 117.65%2026-09-15: 119.29%2026-09-16: 111.80%2026-09-17: 104.91%2026-09-18: 106.54%2026-09-22: 107.56%2026-09-23: 106.35%2026-09-24: 106.05%2026-09-25: 103.33%2026-09-28: 100.49%2026-09-29: 101.99%2026-09-30: 98.88%2026-10-01: 99.65%2026-10-02: 93.90%2026-10-05: 95.98%2026-10-06: 88.51%2026-10-07: 94.62%2026-10-08: 100.58%2026-10-09: 95.18%2026-10-12: 99.35%2026-10-13: 97.24%2026-10-14: 97.24%2026-10-15: 111.65%2026-10-16: 99.87%2026-10-19: 100.49%2026-10-20: 98.82%2026-10-21: 102.29%2026-10-22: 101.44%2026-10-23: 101.79%2026-10-26: 103.51%2026-10-27: 102.86%2026-10-28: 102.99%2026-10-29: 102.52%2026-10-30: 105.15%Aug 13Sep 24Oct 30
53 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
98.85%
91.31%
95.30%
109.40%
122.91%
116.89%
115.17%
107.62%
110.85%
104.86%
100.92%
102.64%
101.39%
105.28%
105.89%
110.40%
107.20%
105.31%
103.12%
117.65%
119.29%
111.80%
104.91%
106.54%
107.56%
106.35%
106.05%
103.33%
100.49%
101.99%
98.88%
99.65%
93.90%
95.98%
88.51%
94.62%
100.58%
95.18%
99.35%
97.24%
97.24%
111.65%
99.87%
100.49%
98.82%
102.29%
101.44%
101.79%
103.51%
102.86%
102.99%
102.52%
105.15%