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ProShares UltraShort Euro EUO

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Market dataready · fetched 2026-10-22T09:16:15.187Z

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 · 2026-10-22T00:00:00.147003573Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T09:16:12.933130+00:00

Share price$32.20
1D+0.1%
AH$32.15$32.18$32.21$32.24$32.275:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEUO
Sold putSold callAH

ProShares UltraShort Euro options

Live interpolated EUO call and put midpoint premiums by absolute delta.ProShares UltraShort Euro$0.41$2.09$3.77$5.45$7.13$26.86$29.43$32.00$34.57$37.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EUO spot · $32.20EUO PRICE$0.73$1.00$1.00$1.00$0.96$0.90$0.83$0.76$0.77$1.74$2.37$2.79$3.22$0.98$0.59$0.81$1.00$1.00$1.08$1.42$1.76$2.28$2.84$3.42$5.32$6.65
PutsExpensive3.45×
CallsExpensive3.06×
SkewBearish+4.32 pp
Implied moveBearish±$2.25
TiltBearish23.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.4374.4%24.7%27.1285.5%18.8%
25Δ38.8682.0%23.8%30.1040.6%8.4%
30Δ36.0762.9%15.1%30.5742.3%7.6%
35Δ34.5350.4%10.4%31.0443.4%6.7%
40Δ33.7541.8%7.8%31.5836.8%5.0%
45Δ33.3035.0%6.2%32.1032.4%3.7%
50Δ32.8628.1%4.6%32.5235.5%3.4%
55Δ32.4121.2%3.0%32.9538.6%3.1%
60Δ31.9516.1%1.6%33.5742.3%2.8%
65Δ31.2532.3%2.5%34.2445.5%2.5%
70Δ30.6438.5%2.5%34.9647.5%2.0%
75Δ30.0739.0%2.1%36.8761.5%2.0%
80Δ29.5139.5%1.6%38.3265.3%1.6%

20Δ

Calls
Pseudo strike
39.43
IV
74.4%
B/E move
24.7%
Puts
Pseudo strike
27.12
IV
85.5%
B/E move
18.8%

25Δ

Calls
Pseudo strike
38.86
IV
82.0%
B/E move
23.8%
Puts
Pseudo strike
30.10
IV
40.6%
B/E move
8.4%

30Δ

Calls
Pseudo strike
36.07
IV
62.9%
B/E move
15.1%
Puts
Pseudo strike
30.57
IV
42.3%
B/E move
7.6%

35Δ

Calls
Pseudo strike
34.53
IV
50.4%
B/E move
10.4%
Puts
Pseudo strike
31.04
IV
43.4%
B/E move
6.7%

40Δ

Calls
Pseudo strike
33.75
IV
41.8%
B/E move
7.8%
Puts
Pseudo strike
31.58
IV
36.8%
B/E move
5.0%

45Δ

Calls
Pseudo strike
33.30
IV
35.0%
B/E move
6.2%
Puts
Pseudo strike
32.10
IV
32.4%
B/E move
3.7%

50Δ

Calls
Pseudo strike
32.86
IV
28.1%
B/E move
4.6%
Puts
Pseudo strike
32.52
IV
35.5%
B/E move
3.4%

55Δ

Calls
Pseudo strike
32.41
IV
21.2%
B/E move
3.0%
Puts
Pseudo strike
32.95
IV
38.6%
B/E move
3.1%

60Δ

Calls
Pseudo strike
31.95
IV
16.1%
B/E move
1.6%
Puts
Pseudo strike
33.57
IV
42.3%
B/E move
2.8%

65Δ

Calls
Pseudo strike
31.25
IV
32.3%
B/E move
2.5%
Puts
Pseudo strike
34.24
IV
45.5%
B/E move
2.5%

70Δ

Calls
Pseudo strike
30.64
IV
38.5%
B/E move
2.5%
Puts
Pseudo strike
34.96
IV
47.5%
B/E move
2.0%

75Δ

Calls
Pseudo strike
30.07
IV
39.0%
B/E move
2.1%
Puts
Pseudo strike
36.87
IV
61.5%
B/E move
2.0%

80Δ

Calls
Pseudo strike
29.51
IV
39.5%
B/E move
1.6%
Puts
Pseudo strike
38.32
IV
65.3%
B/E move
1.6%

Options history

No recorded observations