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ProShares S&P 500 High Income ETF ISPY

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Market datapartial · fetched 2026-10-23T01:41:10.134Z

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 · 2026-10-23T00:00:03.743798224Z

FundamentalsAlpha Vantage · unavailable

Share price$47.70
1D-0.6%
AH$47.53$47.65$47.77$47.88$48.005:30 AM6:30 AM9:00 AM1:00 PM2:00 PMISPY
Sold putSold callAH

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$0.39$0.93$1.46$1.99$2.52$44.62$46.09$47.55$49.01$50.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ISPY spot · $47.70ISPY PRICE$0.45$0.45$0.49$0.54$0.59$0.64$0.70$0.77$0.84$0.91$0.99$1.07$1.33$0.49$0.53$0.59$0.64$0.71$0.78$0.85$0.98$1.14$1.31$1.47$1.89$2.37
PutsFair1.01×
CallsFair0.95×
SkewBearish+3.10 pp
Implied moveBearish±$1.55
TiltBearish16.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.7831.5%9.5%44.5831.6%7.6%
25Δ50.1623.4%6.1%45.6726.0%5.4%
30Δ49.4320.1%4.7%46.3622.5%4.0%
35Δ48.8917.8%3.6%46.9119.8%3.0%
40Δ48.5516.2%3.0%47.2618.2%2.4%
45Δ48.2014.7%2.4%47.5816.9%1.9%
50Δ47.9213.5%1.9%47.8915.6%1.4%
55Δ47.7412.7%1.7%48.1715.0%1.1%
60Δ47.5512.0%1.5%48.4314.9%0.9%
65Δ47.3611.2%1.2%48.6914.8%0.7%
70Δ47.1710.5%1.0%48.9514.7%0.5%
75Δ46.989.8%0.7%49.4316.0%0.3%
80Δ46.6810.0%0.6%49.9717.7%0.2%

20Δ

Calls
Pseudo strike
51.78
IV
31.5%
B/E move
9.5%
Puts
Pseudo strike
44.58
IV
31.6%
B/E move
7.6%

25Δ

Calls
Pseudo strike
50.16
IV
23.4%
B/E move
6.1%
Puts
Pseudo strike
45.67
IV
26.0%
B/E move
5.4%

30Δ

Calls
Pseudo strike
49.43
IV
20.1%
B/E move
4.7%
Puts
Pseudo strike
46.36
IV
22.5%
B/E move
4.0%

35Δ

Calls
Pseudo strike
48.89
IV
17.8%
B/E move
3.6%
Puts
Pseudo strike
46.91
IV
19.8%
B/E move
3.0%

40Δ

Calls
Pseudo strike
48.55
IV
16.2%
B/E move
3.0%
Puts
Pseudo strike
47.26
IV
18.2%
B/E move
2.4%

45Δ

Calls
Pseudo strike
48.20
IV
14.7%
B/E move
2.4%
Puts
Pseudo strike
47.58
IV
16.9%
B/E move
1.9%

50Δ

Calls
Pseudo strike
47.92
IV
13.5%
B/E move
1.9%
Puts
Pseudo strike
47.89
IV
15.6%
B/E move
1.4%

55Δ

Calls
Pseudo strike
47.74
IV
12.7%
B/E move
1.7%
Puts
Pseudo strike
48.17
IV
15.0%
B/E move
1.1%

60Δ

Calls
Pseudo strike
47.55
IV
12.0%
B/E move
1.5%
Puts
Pseudo strike
48.43
IV
14.9%
B/E move
0.9%

65Δ

Calls
Pseudo strike
47.36
IV
11.2%
B/E move
1.2%
Puts
Pseudo strike
48.69
IV
14.8%
B/E move
0.7%

70Δ

Calls
Pseudo strike
47.17
IV
10.5%
B/E move
1.0%
Puts
Pseudo strike
48.95
IV
14.7%
B/E move
0.5%

75Δ

Calls
Pseudo strike
46.98
IV
9.8%
B/E move
0.7%
Puts
Pseudo strike
49.43
IV
16.0%
B/E move
0.3%

80Δ

Calls
Pseudo strike
46.68
IV
10.0%
B/E move
0.6%
Puts
Pseudo strike
49.97
IV
17.7%
B/E move
0.2%

Options history

No recorded observations