IntraAlpha
Create free account Start free

ProShares UltraShort Bloomberg Natural Gas KOLD

i

Market dataready · fetched 2026-10-16T00:59:24.283Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-16T00:00:00.112722222Z

FundamentalsAlpha Vantage · ready

Share price$24.88
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$0.69$3.55$6.41$9.27$12.13$15.63$20.29$24.95$29.62$34.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KOLD spot · $24.88KOLD PRICE$1.09$1.21$1.18$1.64$1.73$2.03$2.38$2.55$2.83$3.47$4.10$4.68$5.55$1.00$1.30$1.69$2.26$2.90$2.86$3.18$3.58$4.51$5.52$7.19$8.62$11.30
PutsExpensive1.20×
CallsExpensive1.23×
SkewBullish-1.85 pp
Implied moveBearish±$5.55
TiltBearish23.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.51154.9%75.2%20.2197.9%22.8%
25Δ35.26125.1%46.6%21.3495.1%19.5%
30Δ30.3091.8%26.5%22.3295.8%17.1%
35Δ30.12106.6%27.6%23.28100.7%15.5%
40Δ27.9790.9%19.4%24.23106.6%14.3%
45Δ26.9389.7%16.4%25.0890.0%10.7%
50Δ26.0090.1%14.0%25.8885.3%8.7%
55Δ25.0082.4%10.7%26.6782.2%7.2%
60Δ24.2079.0%8.6%27.8287.5%6.3%
65Δ23.3385.4%7.7%29.0691.2%5.4%
70Δ22.4289.1%6.6%30.9299.7%4.6%
75Δ21.5089.2%5.2%32.61101.7%3.6%
80Δ20.3593.6%4.1%35.50109.6%2.7%

20Δ

Calls
Pseudo strike
42.51
IV
154.9%
B/E move
75.2%
Puts
Pseudo strike
20.21
IV
97.9%
B/E move
22.8%

25Δ

Calls
Pseudo strike
35.26
IV
125.1%
B/E move
46.6%
Puts
Pseudo strike
21.34
IV
95.1%
B/E move
19.5%

30Δ

Calls
Pseudo strike
30.30
IV
91.8%
B/E move
26.5%
Puts
Pseudo strike
22.32
IV
95.8%
B/E move
17.1%

35Δ

Calls
Pseudo strike
30.12
IV
106.6%
B/E move
27.6%
Puts
Pseudo strike
23.28
IV
100.7%
B/E move
15.5%

40Δ

Calls
Pseudo strike
27.97
IV
90.9%
B/E move
19.4%
Puts
Pseudo strike
24.23
IV
106.6%
B/E move
14.3%

45Δ

Calls
Pseudo strike
26.93
IV
89.7%
B/E move
16.4%
Puts
Pseudo strike
25.08
IV
90.0%
B/E move
10.7%

50Δ

Calls
Pseudo strike
26.00
IV
90.1%
B/E move
14.0%
Puts
Pseudo strike
25.88
IV
85.3%
B/E move
8.7%

55Δ

Calls
Pseudo strike
25.00
IV
82.4%
B/E move
10.7%
Puts
Pseudo strike
26.67
IV
82.2%
B/E move
7.2%

60Δ

Calls
Pseudo strike
24.20
IV
79.0%
B/E move
8.6%
Puts
Pseudo strike
27.82
IV
87.5%
B/E move
6.3%

65Δ

Calls
Pseudo strike
23.33
IV
85.4%
B/E move
7.7%
Puts
Pseudo strike
29.06
IV
91.2%
B/E move
5.4%

70Δ

Calls
Pseudo strike
22.42
IV
89.1%
B/E move
6.6%
Puts
Pseudo strike
30.92
IV
99.7%
B/E move
4.6%

75Δ

Calls
Pseudo strike
21.50
IV
89.2%
B/E move
5.2%
Puts
Pseudo strike
32.61
IV
101.7%
B/E move
3.6%

80Δ

Calls
Pseudo strike
20.35
IV
93.6%
B/E move
4.1%
Puts
Pseudo strike
35.50
IV
109.6%
B/E move
2.7%