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ProShares Ultra Communication Services LTL

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Market dataready · fetched 2026-11-12T01:04:32.489Z

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: 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 · 2026-11-12T01:00:00.114864332Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:04:31.390547+00:00

Share price$22.57
1D+0.5%
AH$22.51$22.54$22.58$22.62$22.655:30 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$0.29$0.64$1.00$1.35$1.71$18.86$20.51$22.16$23.80$25.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LTL spot · $22.57LTL PRICE$0.33$0.35$0.39$0.42$0.46$0.54$0.65$0.75$0.86$0.96$1.17$1.39$1.61$0.38$0.42$0.47$0.51$0.57$0.62$0.68$0.74$0.80$0.93$1.07$1.21$1.34
PutsExpensive1.90×
CallsCheap0.84×
SkewBullish-1.31 pp
Implied moveBearish±$1.33
TiltBalanced0.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.6589.0%15.1%20.2092.6%12.2%
25Δ24.5471.1%10.3%21.0076.4%8.8%
30Δ23.8961.3%7.6%21.4367.9%7.1%
35Δ23.5155.0%6.0%21.8759.4%5.4%
40Δ23.1348.7%4.5%22.1554.4%4.4%
45Δ22.8646.5%3.7%22.3650.8%3.7%
50Δ22.6546.4%3.3%22.5747.2%3.0%
55Δ22.4446.2%2.8%22.7843.7%2.3%
60Δ22.2446.0%2.3%22.9940.1%1.6%
65Δ22.0345.8%1.9%23.1939.1%1.4%
70Δ21.7546.9%1.6%23.3938.2%1.1%
75Δ21.4748.1%1.3%23.5837.3%0.9%
80Δ21.1949.3%1.0%23.7836.3%0.6%

20Δ

Calls
Pseudo strike
25.65
IV
89.0%
B/E move
15.1%
Puts
Pseudo strike
20.20
IV
92.6%
B/E move
12.2%

25Δ

Calls
Pseudo strike
24.54
IV
71.1%
B/E move
10.3%
Puts
Pseudo strike
21.00
IV
76.4%
B/E move
8.8%

30Δ

Calls
Pseudo strike
23.89
IV
61.3%
B/E move
7.6%
Puts
Pseudo strike
21.43
IV
67.9%
B/E move
7.1%

35Δ

Calls
Pseudo strike
23.51
IV
55.0%
B/E move
6.0%
Puts
Pseudo strike
21.87
IV
59.4%
B/E move
5.4%

40Δ

Calls
Pseudo strike
23.13
IV
48.7%
B/E move
4.5%
Puts
Pseudo strike
22.15
IV
54.4%
B/E move
4.4%

45Δ

Calls
Pseudo strike
22.86
IV
46.5%
B/E move
3.7%
Puts
Pseudo strike
22.36
IV
50.8%
B/E move
3.7%

50Δ

Calls
Pseudo strike
22.65
IV
46.4%
B/E move
3.3%
Puts
Pseudo strike
22.57
IV
47.2%
B/E move
3.0%

55Δ

Calls
Pseudo strike
22.44
IV
46.2%
B/E move
2.8%
Puts
Pseudo strike
22.78
IV
43.7%
B/E move
2.3%

60Δ

Calls
Pseudo strike
22.24
IV
46.0%
B/E move
2.3%
Puts
Pseudo strike
22.99
IV
40.1%
B/E move
1.6%

65Δ

Calls
Pseudo strike
22.03
IV
45.8%
B/E move
1.9%
Puts
Pseudo strike
23.19
IV
39.1%
B/E move
1.4%

70Δ

Calls
Pseudo strike
21.75
IV
46.9%
B/E move
1.6%
Puts
Pseudo strike
23.39
IV
38.2%
B/E move
1.1%

75Δ

Calls
Pseudo strike
21.47
IV
48.1%
B/E move
1.3%
Puts
Pseudo strike
23.58
IV
37.3%
B/E move
0.9%

80Δ

Calls
Pseudo strike
21.19
IV
49.3%
B/E move
1.0%
Puts
Pseudo strike
23.78
IV
36.3%
B/E move
0.6%

Options history

IV · four-Friday blend43.27%
Daily EOD
LTL38.0%40.8%43.7%2026-10-19: 38.56%2026-10-20: 38.80%2026-10-21: 38.89%2026-10-22: 41.85%2026-10-23: 41.23%2026-10-26: 40.29%2026-10-27: 39.51%2026-10-28: 38.35%2026-10-29: 39.47%2026-10-30: 43.27%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
38.56%
38.80%
38.89%
41.85%
41.23%
40.29%
39.51%
38.35%
39.47%
43.27%