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ProShares Ultra Communication Services LTL

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Market datapartial · fetched 2026-10-22T23:43:10.602Z

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 · 2026-10-22T22:30:00.004125381Z

FundamentalsAlpha Vantage · unavailable

Share price$22.23
1D-0.3%
AH$21.95$22.10$22.26$22.41$22.565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLTL
Sold putSold callAH

ProShares Ultra Communication Services options

Live interpolated LTL call and put midpoint premiums by absolute delta.ProShares Ultra Communication Services$0.31$1.10$1.90$2.69$3.48$18.38$20.29$22.20$24.10$26.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LTL spot · $22.23LTL PRICE$0.39$0.46$0.53$0.61$0.68$0.85$1.05$1.26$1.48$1.71$1.97$2.48$3.02$0.50$0.59$0.69$0.82$0.96$1.11$1.30$1.48$1.69$1.92$2.16$2.64$3.25
PutsExpensive1.34×
CallsExpensive1.43×
SkewBearish+1.11 pp
Implied moveBearish±$2.35
TiltBearish7.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.2061.4%19.6%19.3766.3%15.1%
25Δ24.9452.7%14.2%20.2258.2%11.7%
30Δ24.1948.0%11.2%20.8253.7%9.5%
35Δ23.6344.2%9.0%21.2951.1%7.9%
40Δ23.1340.8%7.1%21.7249.3%6.6%
45Δ22.7641.6%6.2%22.1247.8%5.5%
50Δ22.4344.0%5.7%22.4947.1%4.7%
55Δ22.1146.3%5.1%22.8646.3%3.8%
60Δ21.7447.4%4.5%23.2345.5%3.1%
65Δ21.3547.7%3.8%23.6044.6%2.5%
70Δ20.9448.5%3.1%23.9743.7%1.9%
75Δ20.3553.3%2.7%24.5545.4%1.5%
80Δ19.7157.0%2.2%25.2548.1%1.1%

20Δ

Calls
Pseudo strike
26.20
IV
61.4%
B/E move
19.6%
Puts
Pseudo strike
19.37
IV
66.3%
B/E move
15.1%

25Δ

Calls
Pseudo strike
24.94
IV
52.7%
B/E move
14.2%
Puts
Pseudo strike
20.22
IV
58.2%
B/E move
11.7%

30Δ

Calls
Pseudo strike
24.19
IV
48.0%
B/E move
11.2%
Puts
Pseudo strike
20.82
IV
53.7%
B/E move
9.5%

35Δ

Calls
Pseudo strike
23.63
IV
44.2%
B/E move
9.0%
Puts
Pseudo strike
21.29
IV
51.1%
B/E move
7.9%

40Δ

Calls
Pseudo strike
23.13
IV
40.8%
B/E move
7.1%
Puts
Pseudo strike
21.72
IV
49.3%
B/E move
6.6%

45Δ

Calls
Pseudo strike
22.76
IV
41.6%
B/E move
6.2%
Puts
Pseudo strike
22.12
IV
47.8%
B/E move
5.5%

50Δ

Calls
Pseudo strike
22.43
IV
44.0%
B/E move
5.7%
Puts
Pseudo strike
22.49
IV
47.1%
B/E move
4.7%

55Δ

Calls
Pseudo strike
22.11
IV
46.3%
B/E move
5.1%
Puts
Pseudo strike
22.86
IV
46.3%
B/E move
3.8%

60Δ

Calls
Pseudo strike
21.74
IV
47.4%
B/E move
4.5%
Puts
Pseudo strike
23.23
IV
45.5%
B/E move
3.1%

65Δ

Calls
Pseudo strike
21.35
IV
47.7%
B/E move
3.8%
Puts
Pseudo strike
23.60
IV
44.6%
B/E move
2.5%

70Δ

Calls
Pseudo strike
20.94
IV
48.5%
B/E move
3.1%
Puts
Pseudo strike
23.97
IV
43.7%
B/E move
1.9%

75Δ

Calls
Pseudo strike
20.35
IV
53.3%
B/E move
2.7%
Puts
Pseudo strike
24.55
IV
45.4%
B/E move
1.5%

80Δ

Calls
Pseudo strike
19.71
IV
57.0%
B/E move
2.2%
Puts
Pseudo strike
25.25
IV
48.1%
B/E move
1.1%

Options history

No recorded observations