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ProShares UltraShort Gold GLL

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Market datapartial · fetched 2026-10-23T03:14:31.388Z

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 · 2026-10-23T00:00:00.147300666Z

FundamentalsAlpha Vantage · unavailable

Share price$26.66
1D+2.5%
AH$25.88$26.11$26.34$26.57$26.815:30 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$0.22$1.65$3.07$4.49$5.92$21.51$23.93$26.34$28.76$31.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GLL spot · $26.66GLL PRICE$0.38$0.42$0.56$0.71$0.88$1.08$1.28$1.44$1.60$1.80$2.03$2.27$2.67$0.40$0.53$0.71$0.92$1.16$1.56$1.96$2.39$2.94$3.58$4.34$5.51
PutsExpensive1.53×
CallsCheap0.89×
SkewBearish+13.67 pp
Implied moveBearish±$3.24
TiltBearish20.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.2548.0%14.9%24.2643.9%10.5%
25Δ29.0540.1%10.6%24.7644.2%9.1%
30Δ28.6140.9%9.4%25.2245.4%8.1%
35Δ28.2042.1%8.4%25.6447.2%7.3%
40Δ27.7943.5%7.5%26.0849.5%6.5%
45Δ27.3845.0%6.8%26.5954.2%6.1%
50Δ26.9746.4%6.0%27.1258.4%5.6%
55Δ26.5644.6%5.0%27.7460.5%4.9%
60Δ26.1442.7%4.0%28.4663.5%4.3%
65Δ25.7441.5%3.3%29.2766.4%3.7%
70Δ25.3540.6%2.7%30.2069.1%3.0%
75Δ24.9439.9%2.1%31.5174.4%2.5%
80Δ24.4340.2%1.6%

20Δ

Calls
Pseudo strike
30.25
IV
48.0%
B/E move
14.9%
Puts
Pseudo strike
24.26
IV
43.9%
B/E move
10.5%

25Δ

Calls
Pseudo strike
29.05
IV
40.1%
B/E move
10.6%
Puts
Pseudo strike
24.76
IV
44.2%
B/E move
9.1%

30Δ

Calls
Pseudo strike
28.61
IV
40.9%
B/E move
9.4%
Puts
Pseudo strike
25.22
IV
45.4%
B/E move
8.1%

35Δ

Calls
Pseudo strike
28.20
IV
42.1%
B/E move
8.4%
Puts
Pseudo strike
25.64
IV
47.2%
B/E move
7.3%

40Δ

Calls
Pseudo strike
27.79
IV
43.5%
B/E move
7.5%
Puts
Pseudo strike
26.08
IV
49.5%
B/E move
6.5%

45Δ

Calls
Pseudo strike
27.38
IV
45.0%
B/E move
6.8%
Puts
Pseudo strike
26.59
IV
54.2%
B/E move
6.1%

50Δ

Calls
Pseudo strike
26.97
IV
46.4%
B/E move
6.0%
Puts
Pseudo strike
27.12
IV
58.4%
B/E move
5.6%

55Δ

Calls
Pseudo strike
26.56
IV
44.6%
B/E move
5.0%
Puts
Pseudo strike
27.74
IV
60.5%
B/E move
4.9%

60Δ

Calls
Pseudo strike
26.14
IV
42.7%
B/E move
4.0%
Puts
Pseudo strike
28.46
IV
63.5%
B/E move
4.3%

65Δ

Calls
Pseudo strike
25.74
IV
41.5%
B/E move
3.3%
Puts
Pseudo strike
29.27
IV
66.4%
B/E move
3.7%

70Δ

Calls
Pseudo strike
25.35
IV
40.6%
B/E move
2.7%
Puts
Pseudo strike
30.20
IV
69.1%
B/E move
3.0%

75Δ

Calls
Pseudo strike
24.94
IV
39.9%
B/E move
2.1%
Puts
Pseudo strike
31.51
IV
74.4%
B/E move
2.5%

80Δ

Calls
Pseudo strike
24.43
IV
40.2%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations