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ProShares S&P Global Core Battery Metals ETF ION

i

Market dataready · fetched 2026-11-11T13:45:09.230Z

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: 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 · 2026-11-11T01:00:00.070731856Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:45:08.812371+00:00

Share price$38.96
1D+0.0%
AH$38.96$38.97$38.98$38.98$38.995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMION
Sold putSold callAH

ProShares S&P Global Core Battery Metals ETF options

Live interpolated ION call and put midpoint premiums by absolute delta.ProShares S&P Global Core Battery Metals ETF$0.76$1.38$2.00$2.62$3.24$34.26$36.65$39.03$41.42$43.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ION spot · $38.96ION PRICE$0.82$0.83$0.90$0.94$1.04$1.14$1.24$1.36$1.50$1.63$1.85$2.08$2.32$0.83$0.87$0.96$1.04$1.12$1.21$1.32$1.46$1.60$1.83$2.19$2.59$3.06
PutsExpensive1.23×
CallsExpensive1.29×
SkewBullish-2.33 pp
Implied moveBearish±$2.56
TiltBearish6.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.54130.8%24.1%34.17109.8%14.4%
25Δ43.8196.5%14.6%35.8387.6%10.3%
30Δ42.1080.9%10.3%36.8676.2%7.9%
35Δ40.9267.9%7.4%37.6167.1%6.1%
40Δ40.2262.3%5.9%38.2260.0%4.8%
45Δ39.6657.4%4.7%38.6954.9%3.8%
50Δ39.1752.8%3.7%39.1250.7%3.0%
55Δ38.7749.7%3.0%39.4648.4%2.5%
60Δ38.4147.4%2.4%39.8146.0%1.9%
65Δ38.0545.1%1.8%40.2145.3%1.5%
70Δ37.6943.9%1.5%40.6746.7%1.2%
75Δ37.3442.9%1.2%41.1647.9%1.0%
80Δ36.9841.8%0.9%41.7448.7%0.7%

20Δ

Calls
Pseudo strike
47.54
IV
130.8%
B/E move
24.1%
Puts
Pseudo strike
34.17
IV
109.8%
B/E move
14.4%

25Δ

Calls
Pseudo strike
43.81
IV
96.5%
B/E move
14.6%
Puts
Pseudo strike
35.83
IV
87.6%
B/E move
10.3%

30Δ

Calls
Pseudo strike
42.10
IV
80.9%
B/E move
10.3%
Puts
Pseudo strike
36.86
IV
76.2%
B/E move
7.9%

35Δ

Calls
Pseudo strike
40.92
IV
67.9%
B/E move
7.4%
Puts
Pseudo strike
37.61
IV
67.1%
B/E move
6.1%

40Δ

Calls
Pseudo strike
40.22
IV
62.3%
B/E move
5.9%
Puts
Pseudo strike
38.22
IV
60.0%
B/E move
4.8%

45Δ

Calls
Pseudo strike
39.66
IV
57.4%
B/E move
4.7%
Puts
Pseudo strike
38.69
IV
54.9%
B/E move
3.8%

50Δ

Calls
Pseudo strike
39.17
IV
52.8%
B/E move
3.7%
Puts
Pseudo strike
39.12
IV
50.7%
B/E move
3.0%

55Δ

Calls
Pseudo strike
38.77
IV
49.7%
B/E move
3.0%
Puts
Pseudo strike
39.46
IV
48.4%
B/E move
2.5%

60Δ

Calls
Pseudo strike
38.41
IV
47.4%
B/E move
2.4%
Puts
Pseudo strike
39.81
IV
46.0%
B/E move
1.9%

65Δ

Calls
Pseudo strike
38.05
IV
45.1%
B/E move
1.8%
Puts
Pseudo strike
40.21
IV
45.3%
B/E move
1.5%

70Δ

Calls
Pseudo strike
37.69
IV
43.9%
B/E move
1.5%
Puts
Pseudo strike
40.67
IV
46.7%
B/E move
1.2%

75Δ

Calls
Pseudo strike
37.34
IV
42.9%
B/E move
1.2%
Puts
Pseudo strike
41.16
IV
47.9%
B/E move
1.0%

80Δ

Calls
Pseudo strike
36.98
IV
41.8%
B/E move
0.9%
Puts
Pseudo strike
41.74
IV
48.7%
B/E move
0.7%

Options history

IV · four-Friday blend38.14%
Daily close
ION32.7%45.4%58.1%2026-08-13: 43.02%2026-08-14: 44.03%2026-08-17: 46.32%2026-08-18: 48.12%2026-08-19: 51.49%2026-08-20: 56.36%2026-08-21: 40.51%2026-08-24: 39.73%2026-08-25: 39.98%2026-08-26: 41.10%2026-08-27: 41.30%2026-08-28: 40.26%2026-08-31: 42.18%2026-09-01: 41.62%2026-09-02: 42.52%2026-09-03: 41.17%2026-09-04: 41.73%2026-09-08: 43.47%2026-09-09: 43.98%2026-09-18: 38.88%2026-09-21: 38.00%2026-09-22: 38.48%2026-09-23: 37.85%2026-09-24: 39.01%2026-09-25: 38.87%2026-09-28: 38.37%2026-09-29: 38.77%2026-09-30: 37.08%2026-10-01: 37.17%2026-10-02: 37.37%2026-10-05: 37.90%2026-10-06: 37.03%2026-10-07: 39.28%2026-10-08: 38.89%2026-10-09: 39.52%2026-10-12: 43.74%2026-10-13: 45.58%2026-10-14: 48.24%2026-10-15: 55.20%2026-10-16: 34.48%2026-10-19: 35.53%2026-10-20: 35.78%2026-10-21: 35.75%2026-10-22: 37.26%2026-10-23: 36.91%2026-10-26: 37.38%2026-10-27: 37.40%2026-10-28: 36.61%2026-10-29: 38.14%Aug 13Sep 25Oct 29
49 observations2026-08-13 — 2026-10-29
Table
DateIV (%)
43.02%
44.03%
46.32%
48.12%
51.49%
56.36%
40.51%
39.73%
39.98%
41.10%
41.30%
40.26%
42.18%
41.62%
42.52%
41.17%
41.73%
43.47%
43.98%
38.88%
38.00%
38.48%
37.85%
39.01%
38.87%
38.37%
38.77%
37.08%
37.17%
37.37%
37.90%
37.03%
39.28%
38.89%
39.52%
43.74%
45.58%
48.24%
55.20%
34.48%
35.53%
35.78%
35.75%
37.26%
36.91%
37.38%
37.40%
36.61%
38.14%