IntraAlpha
Create free account Start free

ProShares UltraShort FTSE China 50 of ProShares Trust FXP

i

Market dataready · fetched 2026-11-11T14:03:24.126Z

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 · 2026-11-11T01:00:00.130999583Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:03:23.704438+00:00

Share price$21.45
1D+1.8%
AH$21.05$21.16$21.27$21.37$21.485:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFXP
Sold putSold callAH

ProShares UltraShort FTSE China 50 of ProShares Trust options

Live interpolated FXP call and put midpoint premiums by absolute delta.ProShares UltraShort FTSE China 50 of ProShares Trust$0.26$0.61$0.97$1.32$1.68$18.02$19.53$21.03$22.54$24.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive FXP spot · $21.45FXP PRICE$0.29$0.34$0.41$0.49$0.57$0.64$0.71$0.79$0.86$0.98$1.18$1.38$1.58$0.33$0.38$0.43$0.47$0.55$0.66$0.77$0.88$1.00
Puts——
CallsExpensive1.37×
Skew——
Implied moveBearish±$1.49
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.2182.4%14.3%19.3781.8%11.2%
25Δ23.4072.1%10.7%20.0370.3%8.4%
30Δ22.8566.2%8.4%20.4063.5%6.9%
35Δ22.4963.8%7.1%20.7856.7%5.3%
40Δ22.1461.5%5.9%21.0952.7%4.2%
45Δ21.8658.8%4.9%21.3252.4%3.7%
50Δ21.6255.8%4.1%21.5452.2%3.2%
55Δ21.3852.8%3.3%21.7752.0%2.6%
60Δ21.1449.8%2.6%21.9951.8%2.1%
65Δ20.8948.4%2.0%
70Δ20.6349.5%1.7%
75Δ20.3650.6%1.4%
80Δ20.1051.8%1.0%

20Δ

Calls
Pseudo strike
24.21
IV
82.4%
B/E move
14.3%
Puts
Pseudo strike
19.37
IV
81.8%
B/E move
11.2%

25Δ

Calls
Pseudo strike
23.40
IV
72.1%
B/E move
10.7%
Puts
Pseudo strike
20.03
IV
70.3%
B/E move
8.4%

30Δ

Calls
Pseudo strike
22.85
IV
66.2%
B/E move
8.4%
Puts
Pseudo strike
20.40
IV
63.5%
B/E move
6.9%

35Δ

Calls
Pseudo strike
22.49
IV
63.8%
B/E move
7.1%
Puts
Pseudo strike
20.78
IV
56.7%
B/E move
5.3%

40Δ

Calls
Pseudo strike
22.14
IV
61.5%
B/E move
5.9%
Puts
Pseudo strike
21.09
IV
52.7%
B/E move
4.2%

45Δ

Calls
Pseudo strike
21.86
IV
58.8%
B/E move
4.9%
Puts
Pseudo strike
21.32
IV
52.4%
B/E move
3.7%

50Δ

Calls
Pseudo strike
21.62
IV
55.8%
B/E move
4.1%
Puts
Pseudo strike
21.54
IV
52.2%
B/E move
3.2%

55Δ

Calls
Pseudo strike
21.38
IV
52.8%
B/E move
3.3%
Puts
Pseudo strike
21.77
IV
52.0%
B/E move
2.6%

60Δ

Calls
Pseudo strike
21.14
IV
49.8%
B/E move
2.6%
Puts
Pseudo strike
21.99
IV
51.8%
B/E move
2.1%

65Δ

Calls
Pseudo strike
20.89
IV
48.4%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
20.63
IV
49.5%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
20.36
IV
50.6%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
20.10
IV
51.8%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend45.38%
Daily close
FXP38.3%58.3%78.3%2026-08-14: 61.25%2026-08-17: 68.15%2026-08-18: 56.80%2026-08-19: 75.50%2026-08-21: 47.77%2026-08-24: 49.78%2026-08-25: 47.32%2026-08-26: 46.13%2026-08-27: 46.27%2026-08-28: 44.51%2026-08-31: 45.36%2026-09-01: 42.63%2026-09-02: 42.56%2026-09-03: 42.52%2026-09-04: 43.74%2026-09-08: 44.86%2026-09-09: 45.88%2026-09-10: 44.01%2026-09-11: 43.24%2026-09-14: 46.27%2026-09-15: 50.08%2026-09-16: 50.88%2026-09-17: 57.11%2026-09-18: 44.63%2026-09-21: 47.34%2026-09-22: 46.04%2026-09-23: 45.51%2026-09-24: 43.68%2026-09-25: 44.14%2026-09-28: 43.84%2026-09-29: 43.34%2026-09-30: 42.98%2026-10-01: 43.56%2026-10-02: 41.32%2026-10-05: 43.43%2026-10-06: 43.16%2026-10-07: 42.31%2026-10-08: 41.07%2026-10-09: 44.60%2026-10-12: 47.65%2026-10-13: 46.51%2026-10-14: 48.14%2026-10-16: 46.06%2026-10-19: 48.07%2026-10-20: 44.76%2026-10-21: 47.22%2026-10-22: 48.07%2026-10-23: 49.83%2026-10-26: 48.19%2026-10-27: 47.97%2026-10-28: 49.79%2026-10-29: 45.81%2026-10-30: 45.38%Aug 14Sep 23Oct 30
53 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
61.25%
68.15%
56.80%
75.50%
47.77%
49.78%
47.32%
46.13%
46.27%
44.51%
45.36%
42.63%
42.56%
42.52%
43.74%
44.86%
45.88%
44.01%
43.24%
46.27%
50.08%
50.88%
57.11%
44.63%
47.34%
46.04%
45.51%
43.68%
44.14%
43.84%
43.34%
42.98%
43.56%
41.32%
43.43%
43.16%
42.31%
41.07%
44.60%
47.65%
46.51%
48.14%
46.06%
48.07%
44.76%
47.22%
48.07%
49.83%
48.19%
47.97%
49.79%
45.81%
45.38%