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ProShares UltraShort Gold GLL

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Market dataready · fetched 2026-10-23T04:07:22.957Z

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 · ready · fetched 2026-10-23T04:07:22.554998+00:00

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$1.64$3.06$4.49$5.91$21.44$23.87$26.31$28.75$31.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GLL spot · $26.66GLL PRICE$0.38$0.42$0.56$0.71$0.88$1.09$1.29$1.44$1.60$1.80$2.03$2.28$2.67$0.40$0.53$0.71$0.92$1.16$1.55$1.95$2.39$2.94$3.58$4.32$5.50
PutsExpensive1.56×
CallsCheap0.90×
SkewBearish+13.95 pp
Implied moveBearish±$3.24
TiltBearish20.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.2548.0%14.9%24.2644.7%10.5%
25Δ29.0540.1%10.6%24.7645.0%9.1%
30Δ28.6141.2%9.4%25.2246.1%8.1%
35Δ28.1942.7%8.4%25.6448.0%7.3%
40Δ27.7944.3%7.5%26.0850.3%6.5%
45Δ27.3845.9%6.8%26.5855.0%6.1%
50Δ26.9747.2%6.0%27.1159.3%5.6%
55Δ26.5545.4%5.0%27.7361.5%4.9%
60Δ26.1443.5%4.0%28.4564.6%4.3%
65Δ25.7342.3%3.3%29.2667.5%3.7%
70Δ25.3441.4%2.7%30.1870.1%3.0%
75Δ24.9340.7%2.1%31.5075.6%2.5%
80Δ24.4241.0%1.6%

20Δ

Calls
Pseudo strike
30.25
IV
48.0%
B/E move
14.9%
Puts
Pseudo strike
24.26
IV
44.7%
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
45.0%
B/E move
9.1%

30Δ

Calls
Pseudo strike
28.61
IV
41.2%
B/E move
9.4%
Puts
Pseudo strike
25.22
IV
46.1%
B/E move
8.1%

35Δ

Calls
Pseudo strike
28.19
IV
42.7%
B/E move
8.4%
Puts
Pseudo strike
25.64
IV
48.0%
B/E move
7.3%

40Δ

Calls
Pseudo strike
27.79
IV
44.3%
B/E move
7.5%
Puts
Pseudo strike
26.08
IV
50.3%
B/E move
6.5%

45Δ

Calls
Pseudo strike
27.38
IV
45.9%
B/E move
6.8%
Puts
Pseudo strike
26.58
IV
55.0%
B/E move
6.1%

50Δ

Calls
Pseudo strike
26.97
IV
47.2%
B/E move
6.0%
Puts
Pseudo strike
27.11
IV
59.3%
B/E move
5.6%

55Δ

Calls
Pseudo strike
26.55
IV
45.4%
B/E move
5.0%
Puts
Pseudo strike
27.73
IV
61.5%
B/E move
4.9%

60Δ

Calls
Pseudo strike
26.14
IV
43.5%
B/E move
4.0%
Puts
Pseudo strike
28.45
IV
64.6%
B/E move
4.3%

65Δ

Calls
Pseudo strike
25.73
IV
42.3%
B/E move
3.3%
Puts
Pseudo strike
29.26
IV
67.5%
B/E move
3.7%

70Δ

Calls
Pseudo strike
25.34
IV
41.4%
B/E move
2.7%
Puts
Pseudo strike
30.18
IV
70.1%
B/E move
3.0%

75Δ

Calls
Pseudo strike
24.93
IV
40.7%
B/E move
2.1%
Puts
Pseudo strike
31.50
IV
75.6%
B/E move
2.5%

80Δ

Calls
Pseudo strike
24.42
IV
41.0%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations