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ProShares S&P 500 High Income ETF ISPY

i

Market dataready · fetched 2026-11-12T17:47:45.801Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-06-17

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 · 2026-11-12T17:37:22.588645684Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T17:47:43.834821+00:00

Share price$47.44
1D+1.1%
$46.86$47.04$47.23$47.41$47.605:30 AM6:30 AM9:00 AM1:00 PMISPY
Sold putSold call

ProShares S&P 500 High Income ETF options

Live interpolated ISPY call and put midpoint premiums by absolute delta.ProShares S&P 500 High Income ETF$2.86$3.71$4.56$5.41$6.26$-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 unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEISPY PRICE$4.40$4.43$2.95$3.68$4.61$6.01
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
45Δ48.3321.4%4.3%
50Δ49.4422.3%3.5%
55Δ50.6823.8%2.9%
60Δ52.3726.0%2.3%
65Δ
70Δ
75Δ43.9816.1%2.0%
80Δ43.7414.0%1.5%

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
48.33
IV
21.4%
B/E move
4.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.44
IV
22.3%
B/E move
3.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.68
IV
23.8%
B/E move
2.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.37
IV
26.0%
B/E move
2.3%

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
43.98
IV
16.1%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
43.74
IV
14.0%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend14.82%
Daily close
ISPY11.6%18.0%24.3%2026-08-14: 15.19%2026-08-17: 16.27%2026-08-18: 18.23%2026-08-19: 18.45%2026-08-21: 13.27%2026-08-24: 13.27%2026-08-25: 13.41%2026-08-26: 13.37%2026-08-28: 12.70%2026-08-31: 13.09%2026-09-01: 13.36%2026-09-02: 13.22%2026-09-03: 12.55%2026-09-04: 13.26%2026-09-08: 14.47%2026-09-09: 14.94%2026-09-10: 15.65%2026-09-11: 13.95%2026-09-14: 16.66%2026-09-15: 18.05%2026-09-16: 18.47%2026-09-17: 22.21%2026-09-18: 12.91%2026-09-21: 12.94%2026-09-22: 13.04%2026-09-23: 12.51%2026-09-24: 13.06%2026-09-25: 13.34%2026-09-28: 13.45%2026-09-29: 13.78%2026-09-30: 13.39%2026-10-01: 14.34%2026-10-02: 13.89%2026-10-05: 14.02%2026-10-06: 14.21%2026-10-07: 14.65%2026-10-08: 14.81%2026-10-09: 14.81%2026-10-12: 16.54%2026-10-13: 17.69%2026-10-15: 23.43%2026-10-16: 12.81%2026-10-19: 13.41%2026-10-20: 13.40%2026-10-21: 13.65%2026-10-22: 13.94%2026-10-23: 14.15%2026-10-26: 14.17%2026-10-27: 14.10%2026-10-28: 14.48%2026-10-29: 14.40%2026-10-30: 14.82%Aug 14Sep 23Oct 30
52 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
15.19%
16.27%
18.23%
18.45%
13.27%
13.27%
13.41%
13.37%
12.70%
13.09%
13.36%
13.22%
12.55%
13.26%
14.47%
14.94%
15.65%
13.95%
16.66%
18.05%
18.47%
22.21%
12.91%
12.94%
13.04%
12.51%
13.06%
13.34%
13.45%
13.78%
13.39%
14.34%
13.89%
14.02%
14.21%
14.65%
14.81%
14.81%
16.54%
17.69%
23.43%
12.81%
13.41%
13.40%
13.65%
13.94%
14.15%
14.17%
14.10%
14.48%
14.40%
14.82%