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ProShares UltraShort Bloomberg Natural Gas KOLD

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Market dataready · fetched 2026-10-15T20:03:01.870Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:54.365046345Z

FundamentalsAlpha Vantage · ready

Share price$24.89
1D+2.0%
AH$24.23$24.48$24.74$24.99$25.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKOLD
Sold putSold callAH

ProShares UltraShort Bloomberg Natural Gas options

Live interpolated KOLD call and put midpoint premiums by absolute delta.ProShares UltraShort Bloomberg Natural Gas$0.09$1.35$2.61$3.88$5.14$21.32$23.02$24.72$26.43$28.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $24.89OPTION PRICELive KOLD spot · $24.89KOLD PRICE$0.22$1.07$0.70$0.30$0.37$0.45$0.58$0.79$1.00$1.35$1.71$2.06$2.41$0.72$0.43$0.31$0.39$0.46$0.49$0.53$1.09$2.04$2.95$3.86$4.77$4.66
PutsExpensive5.09×
CallsExpensive3.13×
SkewBearish+25.54 pp
Implied moveBullish±$1.11
TiltBearish27.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.90164.0%9.0%21.41425.3%16.9%
25Δ33.16650.1%37.6%23.11228.9%8.9%
30Δ28.22337.9%16.2%24.14117.7%4.2%
35Δ25.4196.3%3.3%24.34119.9%3.8%
40Δ25.25100.0%3.0%24.54119.4%3.2%
45Δ25.09103.8%2.6%24.72109.6%2.7%
50Δ24.91113.2%2.4%24.9199.8%2.1%
55Δ24.70131.2%2.4%25.31164.4%2.7%
60Δ24.47148.9%2.3%26.15236.8%3.1%
65Δ24.05162.4%2.1%27.12278.7%2.9%
70Δ23.63175.9%1.8%28.08320.6%2.7%
75Δ23.20189.4%1.5%29.05362.5%2.5%
80Δ22.78202.9%1.2%29.12324.5%1.8%

20Δ

Calls
Pseudo strike
26.90
IV
164.0%
B/E move
9.0%
Puts
Pseudo strike
21.41
IV
425.3%
B/E move
16.9%

25Δ

Calls
Pseudo strike
33.16
IV
650.1%
B/E move
37.6%
Puts
Pseudo strike
23.11
IV
228.9%
B/E move
8.9%

30Δ

Calls
Pseudo strike
28.22
IV
337.9%
B/E move
16.2%
Puts
Pseudo strike
24.14
IV
117.7%
B/E move
4.2%

35Δ

Calls
Pseudo strike
25.41
IV
96.3%
B/E move
3.3%
Puts
Pseudo strike
24.34
IV
119.9%
B/E move
3.8%

40Δ

Calls
Pseudo strike
25.25
IV
100.0%
B/E move
3.0%
Puts
Pseudo strike
24.54
IV
119.4%
B/E move
3.2%

45Δ

Calls
Pseudo strike
25.09
IV
103.8%
B/E move
2.6%
Puts
Pseudo strike
24.72
IV
109.6%
B/E move
2.7%

50Δ

Calls
Pseudo strike
24.91
IV
113.2%
B/E move
2.4%
Puts
Pseudo strike
24.91
IV
99.8%
B/E move
2.1%

55Δ

Calls
Pseudo strike
24.70
IV
131.2%
B/E move
2.4%
Puts
Pseudo strike
25.31
IV
164.4%
B/E move
2.7%

60Δ

Calls
Pseudo strike
24.47
IV
148.9%
B/E move
2.3%
Puts
Pseudo strike
26.15
IV
236.8%
B/E move
3.1%

65Δ

Calls
Pseudo strike
24.05
IV
162.4%
B/E move
2.1%
Puts
Pseudo strike
27.12
IV
278.7%
B/E move
2.9%

70Δ

Calls
Pseudo strike
23.63
IV
175.9%
B/E move
1.8%
Puts
Pseudo strike
28.08
IV
320.6%
B/E move
2.7%

75Δ

Calls
Pseudo strike
23.20
IV
189.4%
B/E move
1.5%
Puts
Pseudo strike
29.05
IV
362.5%
B/E move
2.5%

80Δ

Calls
Pseudo strike
22.78
IV
202.9%
B/E move
1.2%
Puts
Pseudo strike
29.12
IV
324.5%
B/E move
1.8%