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ProShares Hedge Replication ETF HDG

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Market dataready · fetched 2026-10-22T21:56:02.810Z

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 · 2026-10-22T20:10:00.003382978Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:56:00.856788+00:00

Share price$53.51
1D+0.0%
AH$53.64$53.66$53.67$53.68$53.705:30 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$0.60$0.83$1.06$1.29$1.52$49.71$51.48$53.25$55.01$56.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HDG spot · $53.51HDG PRICE$0.63$0.63$0.63$0.64$0.68$0.72$0.81$0.90$0.99$1.08$1.20$1.33$1.46$0.63$0.63$0.65$0.70$0.75$0.82$0.90$0.97
PutsExpensive3.37×
CallsExpensive3.76×
SkewBearish+3.46 pp
Implied moveBearish±$1.71
TiltBullish31.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.2939.2%12.0%49.5935.6%8.5%
25Δ56.9329.0%7.6%51.1427.0%5.6%
30Δ55.6822.8%5.2%52.0622.1%3.9%
35Δ54.8918.6%3.8%52.6119.3%3.0%
40Δ54.4616.5%3.0%53.0917.0%2.2%
45Δ54.0214.5%2.3%53.3915.8%1.8%
50Δ53.7713.8%2.0%53.6914.7%1.3%
55Δ53.5313.1%1.7%53.9913.5%0.9%
60Δ53.2912.5%1.5%
65Δ53.0511.8%1.2%
70Δ52.8411.2%1.0%
75Δ52.6410.6%0.9%
80Δ52.439.9%0.7%

20Δ

Calls
Pseudo strike
59.29
IV
39.2%
B/E move
12.0%
Puts
Pseudo strike
49.59
IV
35.6%
B/E move
8.5%

25Δ

Calls
Pseudo strike
56.93
IV
29.0%
B/E move
7.6%
Puts
Pseudo strike
51.14
IV
27.0%
B/E move
5.6%

30Δ

Calls
Pseudo strike
55.68
IV
22.8%
B/E move
5.2%
Puts
Pseudo strike
52.06
IV
22.1%
B/E move
3.9%

35Δ

Calls
Pseudo strike
54.89
IV
18.6%
B/E move
3.8%
Puts
Pseudo strike
52.61
IV
19.3%
B/E move
3.0%

40Δ

Calls
Pseudo strike
54.46
IV
16.5%
B/E move
3.0%
Puts
Pseudo strike
53.09
IV
17.0%
B/E move
2.2%

45Δ

Calls
Pseudo strike
54.02
IV
14.5%
B/E move
2.3%
Puts
Pseudo strike
53.39
IV
15.8%
B/E move
1.8%

50Δ

Calls
Pseudo strike
53.77
IV
13.8%
B/E move
2.0%
Puts
Pseudo strike
53.69
IV
14.7%
B/E move
1.3%

55Δ

Calls
Pseudo strike
53.53
IV
13.1%
B/E move
1.7%
Puts
Pseudo strike
53.99
IV
13.5%
B/E move
0.9%

60Δ

Calls
Pseudo strike
53.29
IV
12.5%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
53.05
IV
11.8%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
52.84
IV
11.2%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
52.64
IV
10.6%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
52.43
IV
9.9%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations