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ProShares Ultra MSCI Japan EZJ

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Market datapartial · fetched 2026-10-23T17:39:20.157Z

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 · 2026-10-23T15:20:42.466076063Z

FundamentalsAlpha Vantage · unavailable

Share price$63.89
1D+0.0%
$63.86$63.87$63.89$63.91$63.925:30 AM6:30 AM9:00 AM1:00 PMEZJ
Sold putSold call

ProShares Ultra MSCI Japan options

Live interpolated EZJ call and put midpoint premiums by absolute delta.ProShares Ultra MSCI Japan$0.72$3.03$5.34$7.65$9.97$53.54$58.62$63.70$68.78$73.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EZJ spot · $63.89EZJ PRICE$0.97$1.16$1.42$1.73$2.10$2.45$2.84$3.31$3.90$4.50$2.16$2.58$3.09$3.59$4.16$4.72$5.75$6.37$8.19$9.30
PutsExpensive1.37×
CallsExpensive1.25×
SkewBearish+2.14 pp
Implied moveBearish±$6.44
TiltBearish34.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ73.1952.1%16.1%
25Δ70.6146.9%12.3%
30Δ68.9244.8%10.1%
35Δ67.7044.3%8.7%61.4148.1%7.3%
40Δ66.6344.5%7.6%62.5347.2%6.2%
45Δ65.5643.9%6.5%63.5847.4%5.3%
50Δ64.5543.2%5.5%64.6246.8%4.5%
55Δ63.5843.3%4.7%65.6646.3%3.7%
60Δ62.5844.3%4.1%66.6845.3%3.0%
65Δ61.5844.5%3.4%68.0047.5%2.6%
70Δ69.0345.7%1.9%
75Δ71.0650.1%1.6%
80Δ72.5048.9%1.1%

20Δ

Calls
Pseudo strike
73.19
IV
52.1%
B/E move
16.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
70.61
IV
46.9%
B/E move
12.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
68.92
IV
44.8%
B/E move
10.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
67.70
IV
44.3%
B/E move
8.7%
Puts
Pseudo strike
61.41
IV
48.1%
B/E move
7.3%

40Δ

Calls
Pseudo strike
66.63
IV
44.5%
B/E move
7.6%
Puts
Pseudo strike
62.53
IV
47.2%
B/E move
6.2%

45Δ

Calls
Pseudo strike
65.56
IV
43.9%
B/E move
6.5%
Puts
Pseudo strike
63.58
IV
47.4%
B/E move
5.3%

50Δ

Calls
Pseudo strike
64.55
IV
43.2%
B/E move
5.5%
Puts
Pseudo strike
64.62
IV
46.8%
B/E move
4.5%

55Δ

Calls
Pseudo strike
63.58
IV
43.3%
B/E move
4.7%
Puts
Pseudo strike
65.66
IV
46.3%
B/E move
3.7%

60Δ

Calls
Pseudo strike
62.58
IV
44.3%
B/E move
4.1%
Puts
Pseudo strike
66.68
IV
45.3%
B/E move
3.0%

65Δ

Calls
Pseudo strike
61.58
IV
44.5%
B/E move
3.4%
Puts
Pseudo strike
68.00
IV
47.5%
B/E move
2.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
69.03
IV
45.7%
B/E move
1.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
71.06
IV
50.1%
B/E move
1.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
72.50
IV
48.9%
B/E move
1.1%

Options history

EZJ42.7643.7944.822026-10-20: 44.68%2026-10-21: 42.90%Oct 20Oct 21
Table
DateIV
44.68%
42.90%