Share price$64.49
1D-0.2%
Sold putSold callAH
ProShares Ultra MSCI Japan EZJ
i
Market datapartial · fetched 2026-10-22T21:14:37.503Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T20:10:00.003768411Z
FundamentalsAlpha Vantage · unavailable
ProShares Ultra MSCI Japan options
PutsExpensive1.39×
CallsExpensive1.18×
SkewNeutral-0.25 pp
Implied moveBearish±$6.77
TiltBearish32.1% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 74.57 | 54.7% | 17.2% | |||
| 25Δ | 71.67 | 48.6% | 13.0% | |||
| 30Δ | 69.68 | 44.7% | 10.3% | |||
| 35Δ | 68.45 | 44.7% | 8.9% | 62.04 | 46.4% | 7.1% |
| 40Δ | 67.42 | 46.0% | 8.0% | 63.13 | 46.1% | 6.1% |
| 45Δ | 66.30 | 45.7% | 6.9% | 64.18 | 45.6% | 5.2% |
| 50Δ | 65.24 | 46.3% | 6.0% | 65.25 | 46.3% | 4.5% |
| 55Δ | 64.18 | 46.7% | 5.2% | 66.37 | 47.2% | 3.9% |
| 60Δ | 63.11 | 47.0% | 4.4% | 67.51 | 47.2% | 3.2% |
| 65Δ | 62.01 | 47.0% | 3.7% | 68.72 | 47.3% | 2.6% |
| 70Δ | 70.06 | 47.8% | 2.1% | |||
| 75Δ | 71.43 | 47.4% | 1.5% | |||
| 80Δ | 73.07 | 47.5% | 1.1% | |||
20Δ
- Pseudo strike
- 74.57
- IV
- 54.7%
- B/E move
- 17.2%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 71.67
- IV
- 48.6%
- B/E move
- 13.0%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 69.68
- IV
- 44.7%
- B/E move
- 10.3%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 68.45
- IV
- 44.7%
- B/E move
- 8.9%
- Pseudo strike
- 62.04
- IV
- 46.4%
- B/E move
- 7.1%
40Δ
- Pseudo strike
- 67.42
- IV
- 46.0%
- B/E move
- 8.0%
- Pseudo strike
- 63.13
- IV
- 46.1%
- B/E move
- 6.1%
45Δ
- Pseudo strike
- 66.30
- IV
- 45.7%
- B/E move
- 6.9%
- Pseudo strike
- 64.18
- IV
- 45.6%
- B/E move
- 5.2%
50Δ
- Pseudo strike
- 65.24
- IV
- 46.3%
- B/E move
- 6.0%
- Pseudo strike
- 65.25
- IV
- 46.3%
- B/E move
- 4.5%
55Δ
- Pseudo strike
- 64.18
- IV
- 46.7%
- B/E move
- 5.2%
- Pseudo strike
- 66.37
- IV
- 47.2%
- B/E move
- 3.9%
60Δ
- Pseudo strike
- 63.11
- IV
- 47.0%
- B/E move
- 4.4%
- Pseudo strike
- 67.51
- IV
- 47.2%
- B/E move
- 3.2%
65Δ
- Pseudo strike
- 62.01
- IV
- 47.0%
- B/E move
- 3.7%
- Pseudo strike
- 68.72
- IV
- 47.3%
- B/E move
- 2.6%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 70.06
- IV
- 47.8%
- B/E move
- 2.1%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 71.43
- IV
- 47.4%
- B/E move
- 1.5%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 73.07
- IV
- 47.5%
- B/E move
- 1.1%
Options history
Table
| Date | IV |
|---|---|
| 44.68% | |
| 42.90% |