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ProShares Ultra MSCI Japan EZJ

i

Market dataready · fetched 2026-11-13T01:28:31.710Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-13T01:00:00.12233337Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:28:31.342316+00:00

Share price$59.77
1D+0.3%
AH$59.83$59.89$59.96$60.02$60.085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEZJ
Sold putSold callAH

ProShares Ultra MSCI Japan options

Live interpolated EZJ call and put midpoint premiums by absolute delta.ProShares Ultra MSCI Japan$1.05$2.67$4.30$5.93$7.55$54.17$56.94$59.71$62.49$65.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive EZJ spot · $59.77EZJ PRICE$1.27$1.31$1.39$1.51$1.68$1.57$1.89$2.25$2.73$3.24$3.86$7.08$1.41$1.54$1.66$1.22$1.33$1.43$1.54$1.65$1.86$2.16
Puts——
Calls——
Skew——
Implied moveBullish±$2.90
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ73.02143.8%24.3%
25Δ67.47108.9%15.1%54.76100.6%10.8%
30Δ64.6589.6%10.5%56.4186.7%8.2%
35Δ62.9378.0%7.8%57.6576.2%6.3%
40Δ61.7971.6%6.2%
45Δ59.4439.9%2.6%
50Δ59.9646.4%3.0%59.8936.5%2.0%
55Δ59.4347.7%2.6%60.2433.9%1.6%
60Δ58.8749.3%2.3%60.5531.5%1.3%
65Δ58.2252.2%2.0%60.8629.2%0.9%
70Δ57.5354.0%1.7%61.2228.2%0.7%
75Δ56.7356.2%1.4%61.6128.1%0.5%
80Δ53.7393.9%1.7%

20Δ

Calls
Pseudo strike
73.02
IV
143.8%
B/E move
24.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
67.47
IV
108.9%
B/E move
15.1%
Puts
Pseudo strike
54.76
IV
100.6%
B/E move
10.8%

30Δ

Calls
Pseudo strike
64.65
IV
89.6%
B/E move
10.5%
Puts
Pseudo strike
56.41
IV
86.7%
B/E move
8.2%

35Δ

Calls
Pseudo strike
62.93
IV
78.0%
B/E move
7.8%
Puts
Pseudo strike
57.65
IV
76.2%
B/E move
6.3%

40Δ

Calls
Pseudo strike
61.79
IV
71.6%
B/E move
6.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
59.44
IV
39.9%
B/E move
2.6%

50Δ

Calls
Pseudo strike
59.96
IV
46.4%
B/E move
3.0%
Puts
Pseudo strike
59.89
IV
36.5%
B/E move
2.0%

55Δ

Calls
Pseudo strike
59.43
IV
47.7%
B/E move
2.6%
Puts
Pseudo strike
60.24
IV
33.9%
B/E move
1.6%

60Δ

Calls
Pseudo strike
58.87
IV
49.3%
B/E move
2.3%
Puts
Pseudo strike
60.55
IV
31.5%
B/E move
1.3%

65Δ

Calls
Pseudo strike
58.22
IV
52.2%
B/E move
2.0%
Puts
Pseudo strike
60.86
IV
29.2%
B/E move
0.9%

70Δ

Calls
Pseudo strike
57.53
IV
54.0%
B/E move
1.7%
Puts
Pseudo strike
61.22
IV
28.2%
B/E move
0.7%

75Δ

Calls
Pseudo strike
56.73
IV
56.2%
B/E move
1.4%
Puts
Pseudo strike
61.61
IV
28.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
53.73
IV
93.9%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend43.62%
Daily close
EZJ37.9%49.5%61.1%2026-08-14: 43.79%2026-08-17: 51.80%2026-08-18: 51.62%2026-08-19: 59.47%2026-08-20: 54.01%2026-08-21: 46.06%2026-08-24: 45.70%2026-08-25: 44.12%2026-08-26: 43.87%2026-08-27: 42.42%2026-08-28: 39.84%2026-08-31: 40.63%2026-09-01: 41.18%2026-09-02: 39.69%2026-09-09: 44.06%2026-09-10: 43.91%2026-09-15: 46.56%2026-09-16: 47.29%2026-09-17: 51.83%2026-09-18: 41.69%2026-09-23: 40.98%2026-09-24: 41.51%2026-09-25: 39.48%2026-09-28: 40.61%2026-09-29: 40.81%2026-09-30: 40.11%2026-10-01: 41.26%2026-10-08: 42.18%2026-10-09: 41.41%2026-10-12: 43.96%2026-10-13: 44.45%2026-10-14: 46.60%2026-10-15: 51.89%2026-10-16: 44.68%2026-10-19: 43.28%2026-10-20: 43.25%2026-10-21: 43.65%2026-10-22: 43.12%2026-10-23: 42.74%2026-10-26: 42.59%2026-10-27: 41.75%2026-10-28: 41.24%2026-10-29: 41.28%2026-10-30: 43.62%Aug 14Sep 24Oct 30
44 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
43.79%
51.80%
51.62%
59.47%
54.01%
46.06%
45.70%
44.12%
43.87%
42.42%
39.84%
40.63%
41.18%
39.69%
44.06%
43.91%
46.56%
47.29%
51.83%
41.69%
40.98%
41.51%
39.48%
40.61%
40.81%
40.11%
41.26%
42.18%
41.41%
43.96%
44.45%
46.60%
51.89%
44.68%
43.28%
43.25%
43.65%
43.12%
42.74%
42.59%
41.75%
41.24%
41.28%
43.62%