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ProShares Trust UltraShort MSCI Japan EWV

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Market dataready · fetched 2026-10-22T23:51:31.743Z

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 · 2026-10-22T23:03:17.188509184Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:51:30.410895+00:00

Share price$16.92
1D-0.3%
AH$16.74$16.81$16.88$16.95$17.025:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEWV
Sold putSold callAH

ProShares Trust UltraShort MSCI Japan options

Live interpolated EWV call and put midpoint premiums by absolute delta.ProShares Trust UltraShort MSCI Japan$0.21$1.74$3.27$4.81$6.34$12.96$14.74$16.52$18.30$20.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EWV spot · $16.92EWV PRICE$0.38$0.43$0.49$0.55$0.64$0.75$0.85$0.97$1.10$1.23$1.36$1.59$1.84$0.40$0.46$0.53$0.70$0.92$1.15$1.38$1.62$1.91$2.59$3.31$4.29$5.90
PutsExpensive1.36×
CallsFair1.04×
SkewBearish+16.95 pp
Implied moveBearish±$2.23
TiltBearish34.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.9578.4%26.0%14.6669.2%15.7%
25Δ19.6366.3%18.5%15.3160.7%12.2%
30Δ18.8359.5%14.2%15.8354.2%9.6%
35Δ18.2453.6%11.0%16.2254.7%8.3%
40Δ17.8050.7%9.0%16.5558.5%7.6%
45Δ17.4749.6%7.7%16.8862.3%7.0%
50Δ17.1548.5%6.4%17.2663.7%6.2%
55Δ16.8547.3%5.3%17.6563.7%5.2%
60Δ16.5846.0%4.5%18.0964.8%4.4%
65Δ16.3144.7%3.6%18.8274.0%4.0%
70Δ16.0443.4%2.8%19.6480.5%3.5%
75Δ15.7243.3%2.3%20.7288.1%2.9%
80Δ15.3943.3%1.8%22.42100.1%2.4%

20Δ

Calls
Pseudo strike
20.95
IV
78.4%
B/E move
26.0%
Puts
Pseudo strike
14.66
IV
69.2%
B/E move
15.7%

25Δ

Calls
Pseudo strike
19.63
IV
66.3%
B/E move
18.5%
Puts
Pseudo strike
15.31
IV
60.7%
B/E move
12.2%

30Δ

Calls
Pseudo strike
18.83
IV
59.5%
B/E move
14.2%
Puts
Pseudo strike
15.83
IV
54.2%
B/E move
9.6%

35Δ

Calls
Pseudo strike
18.24
IV
53.6%
B/E move
11.0%
Puts
Pseudo strike
16.22
IV
54.7%
B/E move
8.3%

40Δ

Calls
Pseudo strike
17.80
IV
50.7%
B/E move
9.0%
Puts
Pseudo strike
16.55
IV
58.5%
B/E move
7.6%

45Δ

Calls
Pseudo strike
17.47
IV
49.6%
B/E move
7.7%
Puts
Pseudo strike
16.88
IV
62.3%
B/E move
7.0%

50Δ

Calls
Pseudo strike
17.15
IV
48.5%
B/E move
6.4%
Puts
Pseudo strike
17.26
IV
63.7%
B/E move
6.2%

55Δ

Calls
Pseudo strike
16.85
IV
47.3%
B/E move
5.3%
Puts
Pseudo strike
17.65
IV
63.7%
B/E move
5.2%

60Δ

Calls
Pseudo strike
16.58
IV
46.0%
B/E move
4.5%
Puts
Pseudo strike
18.09
IV
64.8%
B/E move
4.4%

65Δ

Calls
Pseudo strike
16.31
IV
44.7%
B/E move
3.6%
Puts
Pseudo strike
18.82
IV
74.0%
B/E move
4.0%

70Δ

Calls
Pseudo strike
16.04
IV
43.4%
B/E move
2.8%
Puts
Pseudo strike
19.64
IV
80.5%
B/E move
3.5%

75Δ

Calls
Pseudo strike
15.72
IV
43.3%
B/E move
2.3%
Puts
Pseudo strike
20.72
IV
88.1%
B/E move
2.9%

80Δ

Calls
Pseudo strike
15.39
IV
43.3%
B/E move
1.8%
Puts
Pseudo strike
22.42
IV
100.1%
B/E move
2.4%

Options history

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