IntraAlpha
Create free account Start free

ProShares UltraShort Bloomberg Natural Gas KOLD

i

Market dataready · fetched 2026-10-15T21:53:43.319Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T21:48:41.155478722Z

FundamentalsAlpha Vantage · ready

Share price$25.00
1D+2.6%
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$0.17$1.04$1.92$2.80$3.67$21.88$23.57$25.26$26.95$28.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KOLD spot · $25.00KOLD PRICE$1.05$1.07$0.84$0.26$0.34$0.41$0.48$0.66$0.86$1.13$1.46$1.80$2.13$1.06$0.28$0.33$0.42$0.48$0.52$0.73$1.42$1.36$1.31$1.25$1.95$3.42
PutsExpensive5.00×
CallsExpensive3.91×
SkewBullish-41.26 pp
Implied moveBearish±$1.22
TiltBearish7.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.64778.9%54.7%20.06645.4%24.0%
25Δ33.25673.2%37.3%23.86141.0%5.7%
30Δ29.05420.6%19.6%24.20125.7%4.5%
35Δ25.4787.1%2.9%24.42128.8%4.0%
40Δ25.3289.7%2.6%24.63123.8%3.4%
45Δ25.1892.3%2.4%24.84113.5%2.7%
50Δ25.0395.0%2.1%25.10131.3%2.5%
55Δ24.83108.7%2.0%25.51226.4%3.6%
60Δ24.62125.5%1.9%25.63196.4%2.9%
65Δ24.32139.4%1.8%25.76166.4%2.2%
70Δ23.92149.9%1.5%25.88136.3%1.5%
75Δ23.52160.5%1.3%26.66165.5%1.2%
80Δ23.12171.0%1.0%28.08255.1%1.3%

20Δ

Calls
Pseudo strike
37.64
IV
778.9%
B/E move
54.7%
Puts
Pseudo strike
20.06
IV
645.4%
B/E move
24.0%

25Δ

Calls
Pseudo strike
33.25
IV
673.2%
B/E move
37.3%
Puts
Pseudo strike
23.86
IV
141.0%
B/E move
5.7%

30Δ

Calls
Pseudo strike
29.05
IV
420.6%
B/E move
19.6%
Puts
Pseudo strike
24.20
IV
125.7%
B/E move
4.5%

35Δ

Calls
Pseudo strike
25.47
IV
87.1%
B/E move
2.9%
Puts
Pseudo strike
24.42
IV
128.8%
B/E move
4.0%

40Δ

Calls
Pseudo strike
25.32
IV
89.7%
B/E move
2.6%
Puts
Pseudo strike
24.63
IV
123.8%
B/E move
3.4%

45Δ

Calls
Pseudo strike
25.18
IV
92.3%
B/E move
2.4%
Puts
Pseudo strike
24.84
IV
113.5%
B/E move
2.7%

50Δ

Calls
Pseudo strike
25.03
IV
95.0%
B/E move
2.1%
Puts
Pseudo strike
25.10
IV
131.3%
B/E move
2.5%

55Δ

Calls
Pseudo strike
24.83
IV
108.7%
B/E move
2.0%
Puts
Pseudo strike
25.51
IV
226.4%
B/E move
3.6%

60Δ

Calls
Pseudo strike
24.62
IV
125.5%
B/E move
1.9%
Puts
Pseudo strike
25.63
IV
196.4%
B/E move
2.9%

65Δ

Calls
Pseudo strike
24.32
IV
139.4%
B/E move
1.8%
Puts
Pseudo strike
25.76
IV
166.4%
B/E move
2.2%

70Δ

Calls
Pseudo strike
23.92
IV
149.9%
B/E move
1.5%
Puts
Pseudo strike
25.88
IV
136.3%
B/E move
1.5%

75Δ

Calls
Pseudo strike
23.52
IV
160.5%
B/E move
1.3%
Puts
Pseudo strike
26.66
IV
165.5%
B/E move
1.2%

80Δ

Calls
Pseudo strike
23.12
IV
171.0%
B/E move
1.0%
Puts
Pseudo strike
28.08
IV
255.1%
B/E move
1.3%