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ProShares Russell 2000 High Income ETF ITWO

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Market datapartial · fetched 2026-10-22T16:08:44.077Z

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 · 2026-10-22T16:07:26.863327391Z

FundamentalsAlpha Vantage · unavailable

Share price$42.67
1D+0.3%
$42.32$42.43$42.53$42.63$42.745:30 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$0.41$0.81$1.21$1.61$2.01$38.04$40.05$42.05$44.06$46.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ITWO spot · $42.67ITWO PRICE$0.45$0.49$0.52$0.57$0.64$0.71$0.81$0.94$1.08$1.21$1.41$1.65$1.90$0.55$0.69$0.84$0.98$1.13$1.28$1.42$1.57$1.71
PutsExpensive1.68×
CallsFair1.02×
SkewBearish+10.22 pp
Implied moveBearish±$2.23
TiltBullish9.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.2043.9%16.4%39.1738.6%9.5%
25Δ47.2935.5%12.0%39.7137.0%8.6%
30Δ45.3827.2%7.6%40.2535.3%7.6%
35Δ43.9020.8%4.2%40.7933.6%6.7%
40Δ43.5419.4%3.6%41.3332.0%5.8%
45Δ43.1918.0%2.9%41.8730.3%4.9%
50Δ42.8817.2%2.4%42.4128.7%3.9%
55Δ42.6117.0%2.1%42.9527.0%3.0%
60Δ42.3516.8%1.8%43.4925.3%2.1%
65Δ42.0916.6%1.5%
70Δ41.7816.6%1.2%
75Δ41.4616.8%1.0%
80Δ41.1417.0%0.9%

20Δ

Calls
Pseudo strike
49.20
IV
43.9%
B/E move
16.4%
Puts
Pseudo strike
39.17
IV
38.6%
B/E move
9.5%

25Δ

Calls
Pseudo strike
47.29
IV
35.5%
B/E move
12.0%
Puts
Pseudo strike
39.71
IV
37.0%
B/E move
8.6%

30Δ

Calls
Pseudo strike
45.38
IV
27.2%
B/E move
7.6%
Puts
Pseudo strike
40.25
IV
35.3%
B/E move
7.6%

35Δ

Calls
Pseudo strike
43.90
IV
20.8%
B/E move
4.2%
Puts
Pseudo strike
40.79
IV
33.6%
B/E move
6.7%

40Δ

Calls
Pseudo strike
43.54
IV
19.4%
B/E move
3.6%
Puts
Pseudo strike
41.33
IV
32.0%
B/E move
5.8%

45Δ

Calls
Pseudo strike
43.19
IV
18.0%
B/E move
2.9%
Puts
Pseudo strike
41.87
IV
30.3%
B/E move
4.9%

50Δ

Calls
Pseudo strike
42.88
IV
17.2%
B/E move
2.4%
Puts
Pseudo strike
42.41
IV
28.7%
B/E move
3.9%

55Δ

Calls
Pseudo strike
42.61
IV
17.0%
B/E move
2.1%
Puts
Pseudo strike
42.95
IV
27.0%
B/E move
3.0%

60Δ

Calls
Pseudo strike
42.35
IV
16.8%
B/E move
1.8%
Puts
Pseudo strike
43.49
IV
25.3%
B/E move
2.1%

65Δ

Calls
Pseudo strike
42.09
IV
16.6%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
41.78
IV
16.6%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
41.46
IV
16.8%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
41.14
IV
17.0%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations