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ProShares Ultra MidCap400 MVV

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Market dataready · fetched 2026-10-22T13:27:18.243Z

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 · 2026-10-22T12:15:17.120214154Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T13:27:17.243073+00:00

Share price$80.78
1D
Price history unavailable.

ProShares Ultra MidCap400 options

Live interpolated MVV call and put midpoint premiums by absolute delta.ProShares Ultra MidCap400$0.63$3.49$6.36$9.22$12.09$72.29$77.23$82.18$87.12$92.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MVV spot · $80.78MVV PRICE$0.94$1.12$1.38$1.75$2.17$2.67$3.27$3.92$4.66$5.64$6.92$8.74$11.26$1.09$1.23$1.39$1.62$1.88$2.13$2.40$2.69$2.97$3.25$3.54$3.86$4.21
PutsCheap0.91×
CallsExpensive1.58×
SkewBullish-14.73 pp
Implied moveBullish±$5.66
TiltBullish25.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ89.4638.7%11.9%74.1340.2%9.6%
25Δ87.0234.5%9.1%76.2834.3%7.1%
30Δ85.5333.2%7.6%77.7230.6%5.5%
35Δ84.4834.1%6.7%78.7828.9%4.5%
40Δ83.5135.3%6.1%79.6827.6%3.7%
45Δ82.5236.5%5.4%80.4826.4%3.0%
50Δ81.4938.3%4.9%81.2325.2%2.4%
55Δ80.4039.7%4.4%81.9224.3%1.9%
60Δ79.2141.0%3.8%82.5423.1%1.5%
65Δ77.8743.4%3.4%83.1422.0%1.1%
70Δ76.2746.7%3.0%83.6920.8%0.8%
75Δ74.1852.1%2.6%84.2419.6%0.5%
80Δ71.3859.3%2.3%84.7918.5%0.3%

20Δ

Calls
Pseudo strike
89.46
IV
38.7%
B/E move
11.9%
Puts
Pseudo strike
74.13
IV
40.2%
B/E move
9.6%

25Δ

Calls
Pseudo strike
87.02
IV
34.5%
B/E move
9.1%
Puts
Pseudo strike
76.28
IV
34.3%
B/E move
7.1%

30Δ

Calls
Pseudo strike
85.53
IV
33.2%
B/E move
7.6%
Puts
Pseudo strike
77.72
IV
30.6%
B/E move
5.5%

35Δ

Calls
Pseudo strike
84.48
IV
34.1%
B/E move
6.7%
Puts
Pseudo strike
78.78
IV
28.9%
B/E move
4.5%

40Δ

Calls
Pseudo strike
83.51
IV
35.3%
B/E move
6.1%
Puts
Pseudo strike
79.68
IV
27.6%
B/E move
3.7%

45Δ

Calls
Pseudo strike
82.52
IV
36.5%
B/E move
5.4%
Puts
Pseudo strike
80.48
IV
26.4%
B/E move
3.0%

50Δ

Calls
Pseudo strike
81.49
IV
38.3%
B/E move
4.9%
Puts
Pseudo strike
81.23
IV
25.2%
B/E move
2.4%

55Δ

Calls
Pseudo strike
80.40
IV
39.7%
B/E move
4.4%
Puts
Pseudo strike
81.92
IV
24.3%
B/E move
1.9%

60Δ

Calls
Pseudo strike
79.21
IV
41.0%
B/E move
3.8%
Puts
Pseudo strike
82.54
IV
23.1%
B/E move
1.5%

65Δ

Calls
Pseudo strike
77.87
IV
43.4%
B/E move
3.4%
Puts
Pseudo strike
83.14
IV
22.0%
B/E move
1.1%

70Δ

Calls
Pseudo strike
76.27
IV
46.7%
B/E move
3.0%
Puts
Pseudo strike
83.69
IV
20.8%
B/E move
0.8%

75Δ

Calls
Pseudo strike
74.18
IV
52.1%
B/E move
2.6%
Puts
Pseudo strike
84.24
IV
19.6%
B/E move
0.5%

80Δ

Calls
Pseudo strike
71.38
IV
59.3%
B/E move
2.3%
Puts
Pseudo strike
84.79
IV
18.5%
B/E move
0.3%

Options history

No recorded observations