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ProShares Russell 2000 High Income ETF ITWO

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Market datapartial · fetched 2026-10-22T23:33:24.487Z

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 · 2026-10-22T22:30:03.861714817Z

FundamentalsAlpha Vantage · unavailable

Share price$42.70
1D+0.0%
AH$42.32$42.43$42.53$42.63$42.745:30 AM6:30 AM9:00 AM1:00 PM2:00 PMITWO
Sold putSold callAH

ProShares Russell 2000 High Income ETF options

Live interpolated ITWO call and put midpoint premiums by absolute delta.ProShares Russell 2000 High Income ETF$0.31$1.24$2.17$3.10$4.03$38.81$40.60$42.39$44.18$45.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ITWO spot · $42.70ITWO PRICE$0.41$0.46$0.52$0.59$0.66$0.73$0.82$0.95$1.09$1.22$1.39$1.59$1.78$0.52$0.60$0.68$0.76$0.87$0.99$1.12$1.33$1.57$1.82$2.35$2.98$3.76
PutsExpensive1.41×
CallsCheap0.93×
SkewBearish+6.61 pp
Implied moveBearish±$1.94
TiltBearish22.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.4732.3%9.8%39.4337.2%8.9%
25Δ45.2526.9%7.1%40.4632.0%6.6%
30Δ44.5323.8%5.5%41.1928.6%5.1%
35Δ43.9521.4%4.3%41.7426.0%4.0%
40Δ43.5920.0%3.6%42.1924.3%3.2%
45Δ43.2318.6%3.0%42.5523.3%2.7%
50Δ42.9117.5%2.4%42.9122.4%2.1%
55Δ42.6417.3%2.1%43.2822.4%1.8%
60Δ42.3717.0%1.8%43.6422.7%1.5%
65Δ42.1116.8%1.5%44.0223.2%1.2%
70Δ41.8416.4%1.2%44.6325.5%1.0%
75Δ41.5516.1%1.0%45.3428.0%0.8%
80Δ41.2715.7%0.8%46.2130.3%0.6%

20Δ

Calls
Pseudo strike
46.47
IV
32.3%
B/E move
9.8%
Puts
Pseudo strike
39.43
IV
37.2%
B/E move
8.9%

25Δ

Calls
Pseudo strike
45.25
IV
26.9%
B/E move
7.1%
Puts
Pseudo strike
40.46
IV
32.0%
B/E move
6.6%

30Δ

Calls
Pseudo strike
44.53
IV
23.8%
B/E move
5.5%
Puts
Pseudo strike
41.19
IV
28.6%
B/E move
5.1%

35Δ

Calls
Pseudo strike
43.95
IV
21.4%
B/E move
4.3%
Puts
Pseudo strike
41.74
IV
26.0%
B/E move
4.0%

40Δ

Calls
Pseudo strike
43.59
IV
20.0%
B/E move
3.6%
Puts
Pseudo strike
42.19
IV
24.3%
B/E move
3.2%

45Δ

Calls
Pseudo strike
43.23
IV
18.6%
B/E move
3.0%
Puts
Pseudo strike
42.55
IV
23.3%
B/E move
2.7%

50Δ

Calls
Pseudo strike
42.91
IV
17.5%
B/E move
2.4%
Puts
Pseudo strike
42.91
IV
22.4%
B/E move
2.1%

55Δ

Calls
Pseudo strike
42.64
IV
17.3%
B/E move
2.1%
Puts
Pseudo strike
43.28
IV
22.4%
B/E move
1.8%

60Δ

Calls
Pseudo strike
42.37
IV
17.0%
B/E move
1.8%
Puts
Pseudo strike
43.64
IV
22.7%
B/E move
1.5%

65Δ

Calls
Pseudo strike
42.11
IV
16.8%
B/E move
1.5%
Puts
Pseudo strike
44.02
IV
23.2%
B/E move
1.2%

70Δ

Calls
Pseudo strike
41.84
IV
16.4%
B/E move
1.2%
Puts
Pseudo strike
44.63
IV
25.5%
B/E move
1.0%

75Δ

Calls
Pseudo strike
41.55
IV
16.1%
B/E move
1.0%
Puts
Pseudo strike
45.34
IV
28.0%
B/E move
0.8%

80Δ

Calls
Pseudo strike
41.27
IV
15.7%
B/E move
0.8%
Puts
Pseudo strike
46.21
IV
30.3%
B/E move
0.6%

Options history

No recorded observations