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ProShares Ultra MidCap400 MVV

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Market datapartial · fetched 2026-10-22T23:29:16.228Z

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 · 2026-10-22T22:30:00.004257738Z

FundamentalsAlpha Vantage · unavailable

Share price$80.69
1D+0.9%
AH$79.83$80.06$80.29$80.52$80.755:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMVV
Sold putSold callAH

ProShares Ultra MidCap400 options

Live interpolated MVV call and put midpoint premiums by absolute delta.ProShares Ultra MidCap400$0.67$2.83$5.00$7.17$9.33$70.73$75.42$80.12$84.81$89.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MVV spot · $80.69MVV PRICE$0.90$1.05$1.25$1.43$1.74$2.15$2.45$2.95$3.70$4.25$4.72$5.54$6.47$1.15$1.36$1.71$2.10$2.45$2.81$3.20$3.83$4.45$5.17$6.02$7.24$8.71
PutsExpensive1.28×
CallsExpensive1.17×
SkewBearish+5.05 pp
Implied moveBearish±$5.65
TiltBearish13.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ88.9637.4%11.4%73.6842.9%10.1%
25Δ86.5032.5%8.5%75.7238.1%7.9%
30Δ84.9830.3%6.9%77.0337.3%6.7%
35Δ83.6827.8%5.5%78.1836.9%5.7%
40Δ82.8328.0%4.8%79.3135.5%4.7%
45Δ82.0629.2%4.4%80.3234.4%3.9%
50Δ81.2128.4%3.7%81.3033.1%3.2%
55Δ80.3629.3%3.3%82.3033.9%2.8%
60Δ79.4231.9%3.0%83.3234.0%2.3%
65Δ78.5132.0%2.6%84.3934.1%1.8%
70Δ77.6130.9%2.0%85.5634.3%1.4%
75Δ76.5131.6%1.7%87.0535.6%1.1%
80Δ75.3132.1%1.3%88.7936.7%0.8%

20Δ

Calls
Pseudo strike
88.96
IV
37.4%
B/E move
11.4%
Puts
Pseudo strike
73.68
IV
42.9%
B/E move
10.1%

25Δ

Calls
Pseudo strike
86.50
IV
32.5%
B/E move
8.5%
Puts
Pseudo strike
75.72
IV
38.1%
B/E move
7.9%

30Δ

Calls
Pseudo strike
84.98
IV
30.3%
B/E move
6.9%
Puts
Pseudo strike
77.03
IV
37.3%
B/E move
6.7%

35Δ

Calls
Pseudo strike
83.68
IV
27.8%
B/E move
5.5%
Puts
Pseudo strike
78.18
IV
36.9%
B/E move
5.7%

40Δ

Calls
Pseudo strike
82.83
IV
28.0%
B/E move
4.8%
Puts
Pseudo strike
79.31
IV
35.5%
B/E move
4.7%

45Δ

Calls
Pseudo strike
82.06
IV
29.2%
B/E move
4.4%
Puts
Pseudo strike
80.32
IV
34.4%
B/E move
3.9%

50Δ

Calls
Pseudo strike
81.21
IV
28.4%
B/E move
3.7%
Puts
Pseudo strike
81.30
IV
33.1%
B/E move
3.2%

55Δ

Calls
Pseudo strike
80.36
IV
29.3%
B/E move
3.3%
Puts
Pseudo strike
82.30
IV
33.9%
B/E move
2.8%

60Δ

Calls
Pseudo strike
79.42
IV
31.9%
B/E move
3.0%
Puts
Pseudo strike
83.32
IV
34.0%
B/E move
2.3%

65Δ

Calls
Pseudo strike
78.51
IV
32.0%
B/E move
2.6%
Puts
Pseudo strike
84.39
IV
34.1%
B/E move
1.8%

70Δ

Calls
Pseudo strike
77.61
IV
30.9%
B/E move
2.0%
Puts
Pseudo strike
85.56
IV
34.3%
B/E move
1.4%

75Δ

Calls
Pseudo strike
76.51
IV
31.6%
B/E move
1.7%
Puts
Pseudo strike
87.05
IV
35.6%
B/E move
1.1%

80Δ

Calls
Pseudo strike
75.31
IV
32.1%
B/E move
1.3%
Puts
Pseudo strike
88.79
IV
36.7%
B/E move
0.8%

Options history

No recorded observations