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ProShares Ultra MidCap400 MVV

i

Market dataready · fetched 2026-11-11T14:54:44.230Z

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 · 2026-11-11T14:51:26.323809755Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:54:43.832397+00:00

Share price$83.67
1D+0.0%
$83.63$83.65$83.67$83.69$83.715:30 AM6:30 AM9:00 AM1:00 PMMVV
Sold putSold call

ProShares Ultra MidCap400 options

Live interpolated MVV call and put midpoint premiums by absolute delta.ProShares Ultra MidCap400$1.05$2.09$3.13$4.17$5.21$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEMVV PRICE$1.17$1.34$1.62$1.93$2.23$2.54$2.84$3.46$4.11$4.91$2.51$2.88$3.26$3.65$4.29
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ85.9338.5%4.1%
40Δ85.1536.9%3.4%
45Δ84.5136.6%2.9%
50Δ83.9036.5%2.6%
55Δ83.2936.3%2.2%
60Δ82.6836.2%1.8%85.0234.2%1.4%
65Δ82.0736.1%1.5%85.6133.8%1.1%
70Δ81.2637.6%1.3%86.1933.2%0.9%
75Δ80.4339.3%1.0%86.7832.3%0.6%
80Δ79.4641.2%0.8%87.5732.6%0.5%

20Δ

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

25Δ

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

30Δ

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

35Δ

Calls
Pseudo strike
85.93
IV
38.5%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
85.15
IV
36.9%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
84.51
IV
36.6%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
83.90
IV
36.5%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
83.29
IV
36.3%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
82.68
IV
36.2%
B/E move
1.8%
Puts
Pseudo strike
85.02
IV
34.2%
B/E move
1.4%

65Δ

Calls
Pseudo strike
82.07
IV
36.1%
B/E move
1.5%
Puts
Pseudo strike
85.61
IV
33.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
81.26
IV
37.6%
B/E move
1.3%
Puts
Pseudo strike
86.19
IV
33.2%
B/E move
0.9%

75Δ

Calls
Pseudo strike
80.43
IV
39.3%
B/E move
1.0%
Puts
Pseudo strike
86.78
IV
32.3%
B/E move
0.6%

80Δ

Calls
Pseudo strike
79.46
IV
41.2%
B/E move
0.8%
Puts
Pseudo strike
87.57
IV
32.6%
B/E move
0.5%

Options history

IV · four-Friday blend34.71%
Daily EOD
MVV29.8%32.4%35.1%2026-10-19: 30.95%2026-10-20: 30.24%2026-10-21: 30.25%2026-10-22: 31.21%2026-10-23: 32.57%2026-10-26: 32.97%2026-10-27: 31.74%2026-10-28: 31.47%2026-10-29: 30.17%2026-10-30: 34.71%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
30.95%
30.24%
30.25%
31.21%
32.57%
32.97%
31.74%
31.47%
30.17%
34.71%