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ProShares Russell 2000 High Income ETF ITWO

i

Market dataready · fetched 2026-11-11T15:39:50.166Z

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 · 2026-11-11T15:03:09.829738887Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:39:49.601055+00:00

Share price$43.22
1D+0.1%
$43.15$43.19$43.23$43.27$43.315:30 AM6:30 AM9:00 AM1:00 PMITWO
Sold putSold call

ProShares Russell 2000 High Income ETF options

Live interpolated ITWO call and put midpoint premiums by absolute delta.ProShares Russell 2000 High Income ETF$0.37$0.63$0.89$1.16$1.42$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEITWO PRICE$0.40$0.40$0.43$0.48$0.53$0.59$0.64$0.69$0.78$0.92$1.06$1.20$1.34$0.41$0.44$0.48$0.53$0.57
Puts——
CallsExpensive1.14×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.7454.6%9.1%40.4752.1%7.3%
25Δ45.3340.7%5.8%41.3942.6%5.3%
30Δ44.6634.7%4.3%42.0535.9%3.8%
35Δ44.1830.9%3.3%42.4132.4%3.1%
40Δ43.8528.2%2.7%42.7628.9%2.4%
45Δ43.6226.3%2.3%
50Δ43.3824.4%1.8%
55Δ43.1422.4%1.4%
60Δ42.9221.2%1.1%
65Δ42.7121.1%0.9%
70Δ42.5021.1%0.8%
75Δ42.2921.0%0.6%
80Δ42.0920.9%0.5%

20Δ

Calls
Pseudo strike
46.74
IV
54.6%
B/E move
9.1%
Puts
Pseudo strike
40.47
IV
52.1%
B/E move
7.3%

25Δ

Calls
Pseudo strike
45.33
IV
40.7%
B/E move
5.8%
Puts
Pseudo strike
41.39
IV
42.6%
B/E move
5.3%

30Δ

Calls
Pseudo strike
44.66
IV
34.7%
B/E move
4.3%
Puts
Pseudo strike
42.05
IV
35.9%
B/E move
3.8%

35Δ

Calls
Pseudo strike
44.18
IV
30.9%
B/E move
3.3%
Puts
Pseudo strike
42.41
IV
32.4%
B/E move
3.1%

40Δ

Calls
Pseudo strike
43.85
IV
28.2%
B/E move
2.7%
Puts
Pseudo strike
42.76
IV
28.9%
B/E move
2.4%

45Δ

Calls
Pseudo strike
43.62
IV
26.3%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
43.38
IV
24.4%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
43.14
IV
22.4%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
42.92
IV
21.2%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
42.71
IV
21.1%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
42.50
IV
21.1%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
42.29
IV
21.0%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
42.09
IV
20.9%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend19.86%
Daily close
ITWO16.3%23.4%30.5%2026-08-13: 18.96%2026-08-14: 18.61%2026-08-17: 20.58%2026-08-18: 22.56%2026-08-19: 22.69%2026-08-21: 18.06%2026-08-24: 18.45%2026-08-25: 18.34%2026-08-26: 18.09%2026-08-27: 17.45%2026-08-28: 17.32%2026-08-31: 18.10%2026-09-01: 18.28%2026-09-02: 18.15%2026-09-03: 18.31%2026-09-04: 17.98%2026-09-08: 19.33%2026-09-09: 18.74%2026-09-10: 20.61%2026-09-11: 20.13%2026-09-14: 21.61%2026-09-15: 23.93%2026-09-18: 17.80%2026-09-21: 17.48%2026-09-22: 17.81%2026-09-23: 17.70%2026-09-24: 18.36%2026-09-25: 19.06%2026-09-28: 18.93%2026-09-29: 19.08%2026-09-30: 19.30%2026-10-01: 19.18%2026-10-02: 18.85%2026-10-05: 19.03%2026-10-06: 19.26%2026-10-07: 19.91%2026-10-09: 20.16%2026-10-12: 21.56%2026-10-13: 22.55%2026-10-14: 24.68%2026-10-15: 29.51%2026-10-16: 18.54%2026-10-19: 18.83%2026-10-20: 19.11%2026-10-21: 19.02%2026-10-22: 20.19%2026-10-23: 20.20%2026-10-26: 19.42%2026-10-27: 19.40%2026-10-28: 19.59%2026-10-29: 19.16%2026-10-30: 19.86%Aug 13Sep 23Oct 30
52 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
18.96%
18.61%
20.58%
22.56%
22.69%
18.06%
18.45%
18.34%
18.09%
17.45%
17.32%
18.10%
18.28%
18.15%
18.31%
17.98%
19.33%
18.74%
20.61%
20.13%
21.61%
23.93%
17.80%
17.48%
17.81%
17.70%
18.36%
19.06%
18.93%
19.08%
19.30%
19.18%
18.85%
19.03%
19.26%
19.91%
20.16%
21.56%
22.55%
24.68%
29.51%
18.54%
18.83%
19.11%
19.02%
20.19%
20.20%
19.42%
19.40%
19.59%
19.16%
19.86%