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ProShares Trust Short MSCI Emerging Markets EUM

i

Market dataready · fetched 2026-11-11T15:36:22.272Z

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 · 2026-11-11T15:14:20.255519642Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:36:21.739415+00:00

Share price$16.83
1D-0.6%
$16.82$16.85$16.88$16.91$16.935:30 AM6:30 AM9:00 AM1:00 PMEUM
Sold putSold call

ProShares Trust Short MSCI Emerging Markets options

Live interpolated EUM call and put midpoint premiums by absolute delta.ProShares Trust Short MSCI Emerging Markets$0.14$1.42$2.70$3.98$5.26$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEEUM PRICE$0.28$0.37$0.46$0.55$0.65$0.74$0.83$0.92$2.41$3.24$4.06$4.89
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.17357.1%36.1%
25Δ14.38395.4%33.8%
30Δ15.59433.6%31.5%
35Δ16.80471.9%29.2%
40Δ
45Δ16.9630.1%2.4%
50Δ16.8331.2%2.2%
55Δ16.7032.3%2.0%
60Δ16.5633.4%1.7%
65Δ16.4334.4%1.5%
70Δ16.3035.5%1.3%
75Δ16.1736.6%1.0%
80Δ16.0437.7%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.17
IV
357.1%
B/E move
36.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.38
IV
395.4%
B/E move
33.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.59
IV
433.6%
B/E move
31.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.80
IV
471.9%
B/E move
29.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
16.96
IV
30.1%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
16.83
IV
31.2%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
16.70
IV
32.3%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
16.56
IV
33.4%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
16.43
IV
34.4%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
16.30
IV
35.5%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
16.17
IV
36.6%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
16.04
IV
37.7%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend105.57%
Daily close
EUM23.5%182.2%341.0%2026-08-13: 122.45%2026-08-14: 112.80%2026-08-17: 204.45%2026-08-18: 188.32%2026-08-19: 178.81%2026-08-21: 95.14%2026-08-24: 96.37%2026-08-25: 100.67%2026-08-26: 101.28%2026-08-27: 116.31%2026-08-28: 70.91%2026-08-31: 105.68%2026-09-01: 103.17%2026-09-02: 50.55%2026-09-03: 97.59%2026-09-04: 127.86%2026-09-08: 161.32%2026-09-09: 182.62%2026-09-10: 155.57%2026-09-11: 145.65%2026-09-14: 165.30%2026-09-15: 181.67%2026-09-16: 207.81%2026-09-17: 317.91%2026-09-18: 59.54%2026-09-21: 127.58%2026-09-22: 102.04%2026-09-23: 113.52%2026-09-24: 104.15%2026-09-25: 133.57%2026-09-28: 124.06%2026-09-29: 114.27%2026-09-30: 145.07%2026-10-01: 135.30%2026-10-02: 109.84%2026-10-05: 94.96%2026-10-08: 135.67%2026-10-09: 174.83%2026-10-12: 166.76%2026-10-13: 134.46%2026-10-14: 232.11%2026-10-15: 319.08%2026-10-16: 80.51%2026-10-19: 103.56%2026-10-20: 65.89%2026-10-21: 121.40%2026-10-22: 89.56%2026-10-23: 67.36%2026-10-26: 99.86%2026-10-27: 103.71%2026-10-28: 100.91%2026-10-29: 45.41%2026-10-30: 105.57%Aug 13Sep 22Oct 30
53 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
122.45%
112.80%
204.45%
188.32%
178.81%
95.14%
96.37%
100.67%
101.28%
116.31%
70.91%
105.68%
103.17%
50.55%
97.59%
127.86%
161.32%
182.62%
155.57%
145.65%
165.30%
181.67%
207.81%
317.91%
59.54%
127.58%
102.04%
113.52%
104.15%
133.57%
124.06%
114.27%
145.07%
135.30%
109.84%
94.96%
135.67%
174.83%
166.76%
134.46%
232.11%
319.08%
80.51%
103.56%
65.89%
121.40%
89.56%
67.36%
99.86%
103.71%
100.91%
45.41%
105.57%