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ProShares Ultra MidCap400 MVV

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Market dataready · fetched 2026-10-22T16:04:28.141Z

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 · 2026-10-22T16:01:11.5170245Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T15:59:36.939817+00:00

Share price$80.25
1D+0.3%
$79.96$80.04$80.13$80.21$80.295:30 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$4.71$6.04$7.36$8.69$10.01$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEMVV PRICE$4.85$5.60$6.35$7.73$9.63
PutsExpensive1.34×
CallsExpensive1.16×
SkewBearish+9.11 pp
Implied move——
TiltBalanced1.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ77.0930.7%2.1%
75Δ76.0630.1%1.8%87.0338.0%1.2%
80Δ75.0229.5%1.4%89.1940.4%0.9%

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

Calls
Pseudo strike
77.09
IV
30.7%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
76.06
IV
30.1%
B/E move
1.8%
Puts
Pseudo strike
87.03
IV
38.0%
B/E move
1.2%

80Δ

Calls
Pseudo strike
75.02
IV
29.5%
B/E move
1.4%
Puts
Pseudo strike
89.19
IV
40.4%
B/E move
0.9%

Options history

No recorded observations