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ProShares UltraShort Gold GLL

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Market datapartial · fetched 2026-10-24T00:24:07.780Z

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 · 2026-10-24T00:00:00.148759464Z

FundamentalsAlpha Vantage · unavailable

Share price$27.05
1D+1.6%
AH$26.55$26.76$26.98$27.19$27.405:30 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$1.82$3.41$5.00$6.60$22.19$24.43$26.67$28.91$31.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GLL spot · $27.05GLL PRICE$0.40$0.44$0.55$0.72$0.89$1.07$1.27$1.46$1.64$1.82$2.05$2.31$2.60$0.40$0.53$0.68$0.85$1.09$1.33$1.84$2.33$2.53$2.74$3.69$4.93$6.14
PutsExpensive1.45×
CallsExpensive1.14×
SkewBearish+10.16 pp
Implied moveBearish±$3.10
TiltBearish25.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.8650.9%15.6%24.6244.5%10.5%
25Δ29.5641.7%10.9%25.1644.0%8.9%
30Δ28.9540.4%9.0%25.6244.0%7.8%
35Δ28.5742.2%8.3%26.0844.3%6.7%
40Δ28.1944.1%7.5%26.5046.2%6.1%
45Δ27.7845.1%6.7%26.9248.0%5.4%
50Δ27.3545.4%5.8%27.5054.4%5.1%
55Δ26.9245.3%4.9%28.0859.9%4.8%
60Δ26.5243.9%4.1%28.5456.3%3.8%
65Δ26.1142.4%3.3%29.0152.8%2.9%
70Δ25.7141.3%2.7%30.0460.4%2.6%
75Δ25.3140.3%2.1%31.3868.1%2.2%
80Δ24.8839.5%1.6%32.7471.9%1.7%

20Δ

Calls
Pseudo strike
30.86
IV
50.9%
B/E move
15.6%
Puts
Pseudo strike
24.62
IV
44.5%
B/E move
10.5%

25Δ

Calls
Pseudo strike
29.56
IV
41.7%
B/E move
10.9%
Puts
Pseudo strike
25.16
IV
44.0%
B/E move
8.9%

30Δ

Calls
Pseudo strike
28.95
IV
40.4%
B/E move
9.0%
Puts
Pseudo strike
25.62
IV
44.0%
B/E move
7.8%

35Δ

Calls
Pseudo strike
28.57
IV
42.2%
B/E move
8.3%
Puts
Pseudo strike
26.08
IV
44.3%
B/E move
6.7%

40Δ

Calls
Pseudo strike
28.19
IV
44.1%
B/E move
7.5%
Puts
Pseudo strike
26.50
IV
46.2%
B/E move
6.1%

45Δ

Calls
Pseudo strike
27.78
IV
45.1%
B/E move
6.7%
Puts
Pseudo strike
26.92
IV
48.0%
B/E move
5.4%

50Δ

Calls
Pseudo strike
27.35
IV
45.4%
B/E move
5.8%
Puts
Pseudo strike
27.50
IV
54.4%
B/E move
5.1%

55Δ

Calls
Pseudo strike
26.92
IV
45.3%
B/E move
4.9%
Puts
Pseudo strike
28.08
IV
59.9%
B/E move
4.8%

60Δ

Calls
Pseudo strike
26.52
IV
43.9%
B/E move
4.1%
Puts
Pseudo strike
28.54
IV
56.3%
B/E move
3.8%

65Δ

Calls
Pseudo strike
26.11
IV
42.4%
B/E move
3.3%
Puts
Pseudo strike
29.01
IV
52.8%
B/E move
2.9%

70Δ

Calls
Pseudo strike
25.71
IV
41.3%
B/E move
2.7%
Puts
Pseudo strike
30.04
IV
60.4%
B/E move
2.6%

75Δ

Calls
Pseudo strike
25.31
IV
40.3%
B/E move
2.1%
Puts
Pseudo strike
31.38
IV
68.1%
B/E move
2.2%

80Δ

Calls
Pseudo strike
24.88
IV
39.5%
B/E move
1.6%
Puts
Pseudo strike
32.74
IV
71.9%
B/E move
1.7%

Options history

No recorded observations