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ProShares Hedge Replication ETF HDG

i

Market dataready · fetched 2026-11-12T02:51:40.336Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19

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 · 2026-11-12T01:00:00.128016789Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:51:39.233074+00:00

Share price$53.82
1D-0.1%
AH$53.83$53.85$53.87$53.89$53.925:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHDG
Sold putSold callAH

ProShares Hedge Replication ETF options

Live interpolated HDG call and put midpoint premiums by absolute delta.ProShares Hedge Replication ETF$3.30$5.00$6.70$8.40$10.09$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEHDG PRICE$3.49$4.48$3.59$9.60
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ57.0416.8%0.7%
70Δ
75Δ50.9512.7%1.1%63.0031.0%0.8%
80Δ49.8313.7%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.04
IV
16.8%
B/E move
0.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
50.95
IV
12.7%
B/E move
1.1%
Puts
Pseudo strike
63.00
IV
31.0%
B/E move
0.8%

80Δ

Calls
Pseudo strike
49.83
IV
13.7%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend13.98%
Daily close
HDG10.0%18.0%26.0%2026-08-13: 13.89%2026-08-14: 14.13%2026-08-17: 16.22%2026-08-18: 18.23%2026-08-19: 19.53%2026-08-20: 24.87%2026-08-21: 12.01%2026-08-24: 12.72%2026-08-25: 12.78%2026-08-26: 13.02%2026-08-27: 12.07%2026-08-28: 11.93%2026-08-31: 12.19%2026-09-01: 12.53%2026-09-02: 12.61%2026-09-03: 11.79%2026-09-04: 12.18%2026-09-08: 13.51%2026-09-09: 13.75%2026-09-10: 14.51%2026-09-11: 14.49%2026-09-14: 17.21%2026-09-15: 18.53%2026-09-16: 18.65%2026-09-17: 22.91%2026-09-18: 11.92%2026-09-21: 12.48%2026-09-22: 13.41%2026-09-23: 12.21%2026-09-24: 12.12%2026-09-25: 12.57%2026-09-28: 12.65%2026-09-29: 12.94%2026-09-30: 13.14%2026-10-01: 12.90%2026-10-02: 13.26%2026-10-05: 13.96%2026-10-06: 14.06%2026-10-07: 14.01%2026-10-08: 14.33%2026-10-09: 14.32%2026-10-12: 16.74%2026-10-13: 18.14%2026-10-14: 16.99%2026-10-15: 20.24%2026-10-16: 11.79%2026-10-19: 12.09%2026-10-20: 11.07%2026-10-21: 11.91%2026-10-22: 12.48%2026-10-23: 13.13%2026-10-26: 13.47%2026-10-27: 13.12%2026-10-28: 13.44%2026-10-29: 13.52%2026-10-30: 13.98%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
13.89%
14.13%
16.22%
18.23%
19.53%
24.87%
12.01%
12.72%
12.78%
13.02%
12.07%
11.93%
12.19%
12.53%
12.61%
11.79%
12.18%
13.51%
13.75%
14.51%
14.49%
17.21%
18.53%
18.65%
22.91%
11.92%
12.48%
13.41%
12.21%
12.12%
12.57%
12.65%
12.94%
13.14%
12.90%
13.26%
13.96%
14.06%
14.01%
14.33%
14.32%
16.74%
18.14%
16.99%
20.24%
11.79%
12.09%
11.07%
11.91%
12.48%
13.13%
13.47%
13.12%
13.44%
13.52%
13.98%