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ProShares Investment Grade-Interest Rate Hedged IGHG

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Market datapartial · fetched 2026-10-22T17:12:03.511Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T17:07:15.417908174Z

FundamentalsAlpha Vantage · unavailable

Share price$77.29
1D+0.0%
$77.22$77.26$77.29$77.32$77.365:30 AM6:30 AM9:00 AM1:00 PMIGHG
Sold putSold call

ProShares Investment Grade-Interest Rate Hedged options

Live interpolated IGHG call and put midpoint premiums by absolute delta.ProShares Investment Grade-Interest Rate Hedged$1.63$3.17$4.72$6.26$7.80$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEIGHG PRICE$1.80$1.80$1.80$1.81$1.87$1.95$2.16$4.51$7.35
PutsExpensive2.47×
CallsExpensive3.27×
SkewBullish-4.99 pp
Implied move——
TiltBullish5.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ88.5442.9%16.9%
30Δ84.0933.1%11.1%
35Δ81.5126.5%7.8%
40Δ79.8721.8%5.7%
45Δ78.8118.9%4.4%
50Δ78.0116.6%3.4%
55Δ77.4015.8%2.9%
60Δ
65Δ
70Δ
75Δ81.5616.9%0.3%
80Δ84.4023.3%0.3%

20Δ

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

25Δ

Calls
Pseudo strike
88.54
IV
42.9%
B/E move
16.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
84.09
IV
33.1%
B/E move
11.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
81.51
IV
26.5%
B/E move
7.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
79.87
IV
21.8%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
78.81
IV
18.9%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
78.01
IV
16.6%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
77.40
IV
15.8%
B/E move
2.9%
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
IV
B/E move

70Δ

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

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
81.56
IV
16.9%
B/E move
0.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
84.40
IV
23.3%
B/E move
0.3%

Options history

No recorded observations