IntraAlpha
Create free account Start free

ProShares Trust Short MSCI Emerging Markets EUM

i

Market datapartial · fetched 2026-10-22T23:11:24.973Z

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 · 2026-10-22T22:30:00.003394184Z

FundamentalsAlpha Vantage · unavailable

Share price$17.02
1D+0.8%
AH$16.84$16.90$16.96$17.02$17.085:30 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$0.46$1.69$2.92$4.15$5.38$10.90$14.38$17.86$21.33$24.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EUM spot · $17.02EUM PRICE$1.50$1.93$2.36$2.45$0.74$1.64$2.59$3.97$4.50$4.04$0.59$1.19$1.79$2.39$1.58$0.60$1.83$5.03$5.03$5.03$2.51$3.15$3.78
PutsExpensive4.57×
CallsExpensive4.78×
SkewBullish-34.92 pp
Implied moveBullish±$4.28
TiltBearish14.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.1569.6%14.4%
25Δ15.4399.1%16.3%
30Δ15.70128.6%18.3%
35Δ22.62163.9%41.7%15.97158.1%20.2%
40Δ21.89178.4%39.9%16.43102.2%12.7%
45Δ21.16193.0%38.2%16.9136.0%4.1%
50Δ19.10167.7%26.6%17.7077.1%6.8%
55Δ16.8933.9%3.6%20.05161.9%11.7%
60Δ16.4269.2%6.1%20.47144.9%9.3%
65Δ15.89105.7%8.6%20.89127.9%6.8%
70Δ14.82153.7%10.4%19.0763.2%2.7%
75Δ14.21164.2%9.9%19.8063.8%2.1%
80Δ13.78116.9%4.7%20.5464.4%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.15
IV
69.6%
B/E move
14.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.43
IV
99.1%
B/E move
16.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.70
IV
128.6%
B/E move
18.3%

35Δ

Calls
Pseudo strike
22.62
IV
163.9%
B/E move
41.7%
Puts
Pseudo strike
15.97
IV
158.1%
B/E move
20.2%

40Δ

Calls
Pseudo strike
21.89
IV
178.4%
B/E move
39.9%
Puts
Pseudo strike
16.43
IV
102.2%
B/E move
12.7%

45Δ

Calls
Pseudo strike
21.16
IV
193.0%
B/E move
38.2%
Puts
Pseudo strike
16.91
IV
36.0%
B/E move
4.1%

50Δ

Calls
Pseudo strike
19.10
IV
167.7%
B/E move
26.6%
Puts
Pseudo strike
17.70
IV
77.1%
B/E move
6.8%

55Δ

Calls
Pseudo strike
16.89
IV
33.9%
B/E move
3.6%
Puts
Pseudo strike
20.05
IV
161.9%
B/E move
11.7%

60Δ

Calls
Pseudo strike
16.42
IV
69.2%
B/E move
6.1%
Puts
Pseudo strike
20.47
IV
144.9%
B/E move
9.3%

65Δ

Calls
Pseudo strike
15.89
IV
105.7%
B/E move
8.6%
Puts
Pseudo strike
20.89
IV
127.9%
B/E move
6.8%

70Δ

Calls
Pseudo strike
14.82
IV
153.7%
B/E move
10.4%
Puts
Pseudo strike
19.07
IV
63.2%
B/E move
2.7%

75Δ

Calls
Pseudo strike
14.21
IV
164.2%
B/E move
9.9%
Puts
Pseudo strike
19.80
IV
63.8%
B/E move
2.1%

80Δ

Calls
Pseudo strike
13.78
IV
116.9%
B/E move
4.7%
Puts
Pseudo strike
20.54
IV
64.4%
B/E move
1.6%

Options history

EUM87.94105.82123.712026-10-20: 90.40%2026-10-21: 121.24%Oct 20Oct 21
Table
DateIV
90.40%
121.24%