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ProShares Trust UltraShort MSCI Japan EWV

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Market datapartial · fetched 2026-10-23T15:44:54.157Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-10-23T14:32:36.134819742Z

FundamentalsAlpha Vantage · unavailable

Share price$17.15
1D-1.2%
$17.13$17.19$17.26$17.32$17.385:30 AM6:30 AM9:00 AM1:00 PMEWV
Sold putSold call

ProShares Trust UltraShort MSCI Japan options

Live interpolated EWV call and put midpoint premiums by absolute delta.ProShares Trust UltraShort MSCI Japan$0.45$1.30$2.15$3.00$3.85$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEEWV PRICE$0.54$0.67$2.08$2.72$3.61
PutsExpensive1.49×
CallsExpensive1.54×
SkewNeutral+0.06 pp
Implied move——
TiltBearish74.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.9969.8%54.7%
25Δ22.6363.9%35.9%
30Δ
35Δ
40Δ
45Δ17.4561.0%10.4%
50Δ18.2366.5%9.6%
55Δ19.2673.1%8.7%
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
25.99
IV
69.8%
B/E move
54.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
22.63
IV
63.9%
B/E move
35.9%
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
IV
B/E move

40Δ

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

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.45
IV
61.0%
B/E move
10.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.23
IV
66.5%
B/E move
9.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.26
IV
73.1%
B/E move
8.7%

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

EWV52.2654.8357.392026-10-20: 52.61%2026-10-21: 57.04%Oct 20Oct 21
Table
DateIV
52.61%
57.04%