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ProShares UltraShort Bloomberg Natural Gas KOLD

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Market dataready · fetched 2026-11-07T01:49:37.794Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T01:00:00.134432533Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T01:49:37.362611+00:00

Share price$32.25
1D-1.5%
AH$31.49$31.95$32.42$32.88$33.345:30 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$0.43$1.45$2.47$3.49$4.52$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEKOLD PRICE$0.54$1.14$1.32$1.53$1.79$2.09$2.61$2.81$2.82$3.61$0.55$0.68$0.96$1.33$1.74$2.74$2.98$3.33$3.79$4.22
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.93102.4%12.0%
25Δ35.1985.1%10.8%29.8194.4%9.7%
30Δ
35Δ31.0784.9%6.6%
40Δ33.6595.9%7.9%31.4896.6%6.5%
45Δ33.0993.8%6.7%32.03104.9%6.1%
50Δ32.5492.9%5.7%
55Δ32.0293.6%4.8%
60Δ31.4994.6%4.1%33.79103.1%3.7%
65Δ30.85103.7%3.7%34.3097.2%2.9%
70Δ30.3797.4%2.9%34.8694.2%2.2%
75Δ30.0584.1%1.9%35.4992.7%1.7%
80Δ29.1794.1%1.6%36.0889.0%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.93
IV
102.4%
B/E move
12.0%

25Δ

Calls
Pseudo strike
35.19
IV
85.1%
B/E move
10.8%
Puts
Pseudo strike
29.81
IV
94.4%
B/E move
9.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.07
IV
84.9%
B/E move
6.6%

40Δ

Calls
Pseudo strike
33.65
IV
95.9%
B/E move
7.9%
Puts
Pseudo strike
31.48
IV
96.6%
B/E move
6.5%

45Δ

Calls
Pseudo strike
33.09
IV
93.8%
B/E move
6.7%
Puts
Pseudo strike
32.03
IV
104.9%
B/E move
6.1%

50Δ

Calls
Pseudo strike
32.54
IV
92.9%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
32.02
IV
93.6%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
31.49
IV
94.6%
B/E move
4.1%
Puts
Pseudo strike
33.79
IV
103.1%
B/E move
3.7%

65Δ

Calls
Pseudo strike
30.85
IV
103.7%
B/E move
3.7%
Puts
Pseudo strike
34.30
IV
97.2%
B/E move
2.9%

70Δ

Calls
Pseudo strike
30.37
IV
97.4%
B/E move
2.9%
Puts
Pseudo strike
34.86
IV
94.2%
B/E move
2.2%

75Δ

Calls
Pseudo strike
30.05
IV
84.1%
B/E move
1.9%
Puts
Pseudo strike
35.49
IV
92.7%
B/E move
1.7%

80Δ

Calls
Pseudo strike
29.17
IV
94.1%
B/E move
1.6%
Puts
Pseudo strike
36.08
IV
89.0%
B/E move
1.2%

Options history

IV · four-Friday blend96.51%
Daily close
KOLD52.9%83.7%114.4%2026-08-10: 67.89%2026-08-11: 67.51%2026-08-12: 71.34%2026-08-13: 69.60%2026-08-14: 61.45%2026-08-17: 62.55%2026-08-18: 63.33%2026-08-19: 74.14%2026-08-20: 76.18%2026-08-21: 58.06%2026-08-24: 57.15%2026-08-25: 67.82%2026-08-26: 77.11%2026-08-27: 68.97%2026-08-28: 66.17%2026-08-31: 67.14%2026-09-01: 75.44%2026-09-02: 67.49%2026-09-03: 69.33%2026-09-04: 65.17%2026-09-08: 64.13%2026-09-09: 66.41%2026-09-10: 75.66%2026-09-11: 62.78%2026-09-14: 65.95%2026-09-15: 70.09%2026-09-16: 64.55%2026-09-17: 91.29%2026-09-18: 63.83%2026-09-21: 67.78%2026-09-22: 77.44%2026-09-23: 74.23%2026-09-24: 110.18%2026-09-25: 82.38%2026-09-28: 84.63%2026-09-29: 77.72%2026-09-30: 75.62%2026-10-01: 99.36%2026-10-02: 79.23%2026-10-05: 81.95%2026-10-06: 84.62%2026-10-07: 86.61%2026-10-08: 87.26%2026-10-09: 78.09%2026-10-12: 83.69%2026-10-13: 87.52%2026-10-14: 88.03%2026-10-15: 89.21%2026-10-16: 76.65%2026-10-19: 79.90%2026-10-20: 84.21%2026-10-21: 91.50%2026-10-22: 94.64%2026-10-23: 92.86%2026-10-26: 104.10%2026-10-27: 103.22%2026-10-28: 107.35%2026-10-29: 98.81%2026-10-30: 96.51%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
67.89%
67.51%
71.34%
69.60%
61.45%
62.55%
63.33%
74.14%
76.18%
58.06%
57.15%
67.82%
77.11%
68.97%
66.17%
67.14%
75.44%
67.49%
69.33%
65.17%
64.13%
66.41%
75.66%
62.78%
65.95%
70.09%
64.55%
91.29%
63.83%
67.78%
77.44%
74.23%
110.18%
82.38%
84.63%
77.72%
75.62%
99.36%
79.23%
81.95%
84.62%
86.61%
87.26%
78.09%
83.69%
87.52%
88.03%
89.21%
76.65%
79.90%
84.21%
91.50%
94.64%
92.86%
104.10%
103.22%
107.35%
98.81%
96.51%