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ProShares UltraShort FTSE China 50 of ProShares Trust FXP

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Market dataready · fetched 2026-10-22T07:16:27.262Z

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 · 2026-10-22T00:00:00.020132042Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T07:16:25.316956+00:00

Share price$23.38
1D+1.6%
AH$23.01$23.12$23.24$23.35$23.465:30 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$0.23$1.59$2.96$4.32$5.69$19.05$21.03$23.02$25.01$27.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FXP spot · $23.38FXP PRICE$0.37$0.46$0.56$0.67$0.79$0.92$1.06$1.19$1.33$1.47$1.60$1.74$2.05$0.43$0.53$0.64$0.80$0.95$1.15$1.37$1.63$2.15$2.68$3.21$4.27$5.29
PutsExpensive1.41×
CallsExpensive1.13×
SkewBearish+10.74 pp
Implied moveBearish±$2.42
TiltBearish27.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.0254.6%17.2%20.8454.3%12.7%
25Δ26.1050.7%13.6%21.4850.7%10.4%
30Δ25.4447.9%11.2%22.0547.7%8.4%
35Δ24.8745.8%9.2%22.4647.2%7.3%
40Δ24.4445.1%7.9%22.8746.7%6.2%
45Δ24.0144.3%6.6%23.2746.8%5.4%
50Δ23.6543.1%5.7%23.6747.1%4.6%
55Δ23.2941.7%4.7%24.0948.2%3.9%
60Δ22.9440.3%3.8%24.6953.6%3.6%
65Δ22.6538.4%3.2%25.3257.5%3.2%
70Δ22.3636.4%2.5%25.9959.8%2.6%
75Δ22.0734.5%1.9%27.1367.0%2.2%
80Δ21.6634.6%1.4%28.2970.4%1.7%

20Δ

Calls
Pseudo strike
27.02
IV
54.6%
B/E move
17.2%
Puts
Pseudo strike
20.84
IV
54.3%
B/E move
12.7%

25Δ

Calls
Pseudo strike
26.10
IV
50.7%
B/E move
13.6%
Puts
Pseudo strike
21.48
IV
50.7%
B/E move
10.4%

30Δ

Calls
Pseudo strike
25.44
IV
47.9%
B/E move
11.2%
Puts
Pseudo strike
22.05
IV
47.7%
B/E move
8.4%

35Δ

Calls
Pseudo strike
24.87
IV
45.8%
B/E move
9.2%
Puts
Pseudo strike
22.46
IV
47.2%
B/E move
7.3%

40Δ

Calls
Pseudo strike
24.44
IV
45.1%
B/E move
7.9%
Puts
Pseudo strike
22.87
IV
46.7%
B/E move
6.2%

45Δ

Calls
Pseudo strike
24.01
IV
44.3%
B/E move
6.6%
Puts
Pseudo strike
23.27
IV
46.8%
B/E move
5.4%

50Δ

Calls
Pseudo strike
23.65
IV
43.1%
B/E move
5.7%
Puts
Pseudo strike
23.67
IV
47.1%
B/E move
4.6%

55Δ

Calls
Pseudo strike
23.29
IV
41.7%
B/E move
4.7%
Puts
Pseudo strike
24.09
IV
48.2%
B/E move
3.9%

60Δ

Calls
Pseudo strike
22.94
IV
40.3%
B/E move
3.8%
Puts
Pseudo strike
24.69
IV
53.6%
B/E move
3.6%

65Δ

Calls
Pseudo strike
22.65
IV
38.4%
B/E move
3.2%
Puts
Pseudo strike
25.32
IV
57.5%
B/E move
3.2%

70Δ

Calls
Pseudo strike
22.36
IV
36.4%
B/E move
2.5%
Puts
Pseudo strike
25.99
IV
59.8%
B/E move
2.6%

75Δ

Calls
Pseudo strike
22.07
IV
34.5%
B/E move
1.9%
Puts
Pseudo strike
27.13
IV
67.0%
B/E move
2.2%

80Δ

Calls
Pseudo strike
21.66
IV
34.6%
B/E move
1.4%
Puts
Pseudo strike
28.29
IV
70.4%
B/E move
1.7%

Options history

No recorded observations