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ProShares UltraShort Gold GLL

i

Market dataready · fetched 2026-11-13T00:47:38.510Z

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 · 2026-11-13T00:46:01.470489355Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T00:47:37.882396+00:00

Share price$28.43
1D+1.0%
AH$28.14$28.35$28.55$28.75$28.965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGLL
Sold putSold callAH

ProShares UltraShort Gold options

Live interpolated GLL call and put midpoint premiums by absolute delta.ProShares UltraShort Gold$0.17$0.75$1.33$1.91$2.48$24.33$26.11$27.88$29.66$31.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GLL spot · $28.43GLL PRICE$0.28$0.36$0.45$0.55$0.65$0.76$0.87$0.99$1.10$1.28$1.45$1.63$1.99$0.23$0.34$0.48$0.61$0.75$0.83$0.90$0.98$1.05$1.31$1.58$1.86$2.32
PutsExpensive1.24×
CallsFair0.98×
SkewBullish-3.61 pp
Implied moveBalanced±$1.78
TiltBearish3.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.8561.0%9.5%26.8547.7%6.4%
25Δ30.3659.8%8.1%27.1849.1%5.6%
30Δ29.9158.6%6.8%27.4452.3%5.2%
35Δ29.5457.6%5.9%27.6955.4%4.8%
40Δ29.1856.5%4.9%27.9558.6%4.3%
45Δ28.8655.3%4.2%28.2156.0%3.7%
50Δ28.5753.9%3.6%28.4752.1%3.0%
55Δ28.2852.6%3.0%28.7348.1%2.4%
60Δ27.9951.3%2.3%28.9944.2%1.7%
65Δ27.7150.5%2.0%29.3346.1%1.5%
70Δ27.4349.8%1.6%29.6748.2%1.2%
75Δ27.1549.1%1.2%30.0150.4%1.0%
80Δ26.7152.0%1.0%30.5352.8%0.7%

20Δ

Calls
Pseudo strike
30.85
IV
61.0%
B/E move
9.5%
Puts
Pseudo strike
26.85
IV
47.7%
B/E move
6.4%

25Δ

Calls
Pseudo strike
30.36
IV
59.8%
B/E move
8.1%
Puts
Pseudo strike
27.18
IV
49.1%
B/E move
5.6%

30Δ

Calls
Pseudo strike
29.91
IV
58.6%
B/E move
6.8%
Puts
Pseudo strike
27.44
IV
52.3%
B/E move
5.2%

35Δ

Calls
Pseudo strike
29.54
IV
57.6%
B/E move
5.9%
Puts
Pseudo strike
27.69
IV
55.4%
B/E move
4.8%

40Δ

Calls
Pseudo strike
29.18
IV
56.5%
B/E move
4.9%
Puts
Pseudo strike
27.95
IV
58.6%
B/E move
4.3%

45Δ

Calls
Pseudo strike
28.86
IV
55.3%
B/E move
4.2%
Puts
Pseudo strike
28.21
IV
56.0%
B/E move
3.7%

50Δ

Calls
Pseudo strike
28.57
IV
53.9%
B/E move
3.6%
Puts
Pseudo strike
28.47
IV
52.1%
B/E move
3.0%

55Δ

Calls
Pseudo strike
28.28
IV
52.6%
B/E move
3.0%
Puts
Pseudo strike
28.73
IV
48.1%
B/E move
2.4%

60Δ

Calls
Pseudo strike
27.99
IV
51.3%
B/E move
2.3%
Puts
Pseudo strike
28.99
IV
44.2%
B/E move
1.7%

65Δ

Calls
Pseudo strike
27.71
IV
50.5%
B/E move
2.0%
Puts
Pseudo strike
29.33
IV
46.1%
B/E move
1.5%

70Δ

Calls
Pseudo strike
27.43
IV
49.8%
B/E move
1.6%
Puts
Pseudo strike
29.67
IV
48.2%
B/E move
1.2%

75Δ

Calls
Pseudo strike
27.15
IV
49.1%
B/E move
1.2%
Puts
Pseudo strike
30.01
IV
50.4%
B/E move
1.0%

80Δ

Calls
Pseudo strike
26.71
IV
52.0%
B/E move
1.0%
Puts
Pseudo strike
30.53
IV
52.8%
B/E move
0.7%

Options history

IV · four-Friday blend47.53%
Daily close
GLL40.1%48.7%57.2%2026-08-14: 43.98%2026-08-17: 46.28%2026-08-19: 51.83%2026-08-20: 56.05%2026-08-21: 48.91%2026-08-24: 52.25%2026-08-25: 50.11%2026-08-26: 49.91%2026-08-27: 49.31%2026-08-28: 48.68%2026-08-31: 48.15%2026-09-01: 47.15%2026-09-02: 47.95%2026-09-03: 49.88%2026-09-04: 47.06%2026-09-08: 52.69%2026-09-09: 53.05%2026-09-10: 53.02%2026-09-11: 48.97%2026-09-14: 50.49%2026-09-15: 53.54%2026-09-16: 52.09%2026-09-17: 52.41%2026-09-18: 47.14%2026-09-21: 45.20%2026-09-22: 43.64%2026-09-23: 44.92%2026-09-24: 42.84%2026-09-25: 42.89%2026-09-28: 45.13%2026-09-29: 44.52%2026-09-30: 43.35%2026-10-01: 41.28%2026-10-02: 43.54%2026-10-05: 43.62%2026-10-06: 41.98%2026-10-07: 42.20%2026-10-08: 42.21%2026-10-09: 41.40%2026-10-12: 43.88%2026-10-13: 42.67%2026-10-14: 44.36%2026-10-16: 41.99%2026-10-19: 43.46%2026-10-20: 43.76%2026-10-21: 44.94%2026-10-22: 47.78%2026-10-23: 45.84%2026-10-26: 42.91%2026-10-27: 41.63%2026-10-28: 43.30%2026-10-29: 42.19%2026-10-30: 47.53%Aug 14Sep 23Oct 30
53 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
43.98%
46.28%
51.83%
56.05%
48.91%
52.25%
50.11%
49.91%
49.31%
48.68%
48.15%
47.15%
47.95%
49.88%
47.06%
52.69%
53.05%
53.02%
48.97%
50.49%
53.54%
52.09%
52.41%
47.14%
45.20%
43.64%
44.92%
42.84%
42.89%
45.13%
44.52%
43.35%
41.28%
43.54%
43.62%
41.98%
42.20%
42.21%
41.40%
43.88%
42.67%
44.36%
41.99%
43.46%
43.76%
44.94%
47.78%
45.84%
42.91%
41.63%
43.30%
42.19%
47.53%