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ProShares Trust Short MSCI Emerging Markets EUM

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Market datapartial · fetched 2026-10-22T10:08:07.423Z

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 · 2026-10-22T00:00:00.156070079Z

FundamentalsAlpha Vantage · unavailable

Share price$16.53
1D+0.2%
AH$16.48$16.51$16.55$16.58$16.615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEUM
Sold putSold callAH

ProShares Trust Short MSCI Emerging Markets options

Live interpolated EUM call and put midpoint premiums by absolute delta.ProShares Trust Short MSCI Emerging Markets$2.33$3.47$4.62$5.77$6.92$8.43$12.55$16.67$20.79$24.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EUM spot · $16.53EUM PRICE$2.45$2.45$2.45$2.45$2.45$5.22$5.55$2.45$2.45$2.45$5.04$5.23$3.11$5.47$5.91$6.21$6.59
PutsExpensive6.42×
CallsExpensive5.46×
SkewBullish-5.87 pp
Implied moveBearish±$7.49
TiltBearish32.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ15.43167.3%21.5%
40Δ16.22143.0%16.7%
45Δ16.85123.3%12.9%
50Δ18.74172.9%28.2%19.04186.8%15.3%
55Δ17.14143.5%18.5%19.73170.3%12.2%
60Δ16.16120.8%12.6%18.6296.5%6.2%
65Δ15.56103.5%9.0%20.83137.9%7.1%
70Δ15.0487.2%5.8%21.52131.1%5.6%
75Δ13.30201.6%12.0%22.09120.5%3.9%
80Δ12.29183.1%7.9%22.68111.2%2.7%

20Δ

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

25Δ

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

30Δ

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

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.43
IV
167.3%
B/E move
21.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.22
IV
143.0%
B/E move
16.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.85
IV
123.3%
B/E move
12.9%

50Δ

Calls
Pseudo strike
18.74
IV
172.9%
B/E move
28.2%
Puts
Pseudo strike
19.04
IV
186.8%
B/E move
15.3%

55Δ

Calls
Pseudo strike
17.14
IV
143.5%
B/E move
18.5%
Puts
Pseudo strike
19.73
IV
170.3%
B/E move
12.2%

60Δ

Calls
Pseudo strike
16.16
IV
120.8%
B/E move
12.6%
Puts
Pseudo strike
18.62
IV
96.5%
B/E move
6.2%

65Δ

Calls
Pseudo strike
15.56
IV
103.5%
B/E move
9.0%
Puts
Pseudo strike
20.83
IV
137.9%
B/E move
7.1%

70Δ

Calls
Pseudo strike
15.04
IV
87.2%
B/E move
5.8%
Puts
Pseudo strike
21.52
IV
131.1%
B/E move
5.6%

75Δ

Calls
Pseudo strike
13.30
IV
201.6%
B/E move
12.0%
Puts
Pseudo strike
22.09
IV
120.5%
B/E move
3.9%

80Δ

Calls
Pseudo strike
12.29
IV
183.1%
B/E move
7.9%
Puts
Pseudo strike
22.68
IV
111.2%
B/E move
2.7%

Options history

No recorded observations