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ProShares Investment Grade-Interest Rate Hedged IGHG

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Market dataready · fetched 2026-10-22T21:11:32.173Z

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 · 2026-10-22T20:10:03.643976988Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:05:40.675931+00:00

Share price$77.42
1D+0.2%
AH$77.22$77.28$77.34$77.40$77.465:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIGHG
Sold putSold callAH

ProShares Investment Grade-Interest Rate Hedged options

Live interpolated IGHG call and put midpoint premiums by absolute delta.ProShares Investment Grade-Interest Rate Hedged$1.48$1.69$1.91$2.12$2.34$68.35$72.38$76.41$80.44$84.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IGHG spot · $77.42IGHG PRICE$1.50$1.50$1.50$1.50$1.55$1.65$1.80$1.96$2.12$2.27$1.55$1.55$1.55$1.57$1.69$1.86$2.05
PutsExpensive3.40×
CallsExpensive2.65×
SkewBearish+9.27 pp
Implied moveBearish±$3.70
TiltBullish18.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ68.5258.8%13.5%
25Δ86.1749.4%13.2%71.9444.7%9.1%
30Δ82.7038.3%8.8%74.1035.4%6.3%
35Δ80.6530.7%6.1%75.4929.4%4.5%
40Δ79.3425.2%4.4%76.4426.1%3.4%
45Δ78.4921.9%3.4%77.2024.1%2.7%
50Δ77.8319.6%2.7%77.8422.7%2.1%
55Δ77.3218.4%2.2%
60Δ76.8517.2%1.8%
65Δ76.4616.2%1.5%
70Δ76.0615.1%1.2%
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
68.52
IV
58.8%
B/E move
13.5%

25Δ

Calls
Pseudo strike
86.17
IV
49.4%
B/E move
13.2%
Puts
Pseudo strike
71.94
IV
44.7%
B/E move
9.1%

30Δ

Calls
Pseudo strike
82.70
IV
38.3%
B/E move
8.8%
Puts
Pseudo strike
74.10
IV
35.4%
B/E move
6.3%

35Δ

Calls
Pseudo strike
80.65
IV
30.7%
B/E move
6.1%
Puts
Pseudo strike
75.49
IV
29.4%
B/E move
4.5%

40Δ

Calls
Pseudo strike
79.34
IV
25.2%
B/E move
4.4%
Puts
Pseudo strike
76.44
IV
26.1%
B/E move
3.4%

45Δ

Calls
Pseudo strike
78.49
IV
21.9%
B/E move
3.4%
Puts
Pseudo strike
77.20
IV
24.1%
B/E move
2.7%

50Δ

Calls
Pseudo strike
77.83
IV
19.6%
B/E move
2.7%
Puts
Pseudo strike
77.84
IV
22.7%
B/E move
2.1%

55Δ

Calls
Pseudo strike
77.32
IV
18.4%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
76.85
IV
17.2%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
76.46
IV
16.2%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
76.06
IV
15.1%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

75Δ

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

80Δ

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

Options history

No recorded observations