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ProShares Short MidCap400 MYY

i

Market dataready · fetched 2026-11-11T14:03:42.991Z

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 · 2026-11-11T01:00:00.146657279Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:03:42.239791+00:00

Share price$15.65
1D+0.0%
AH$15.64$15.65$15.65$15.65$15.665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMYY
Sold putSold callAH

ProShares Short MidCap400 options

Live interpolated MYY call and put midpoint premiums by absolute delta.ProShares Short MidCap400$0.30$0.51$0.72$0.93$1.14$14.04$14.67$15.31$15.94$16.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive MYY spot · $15.65MYY PRICE$0.33$0.33$0.35$0.37$0.40$0.43$0.47$0.50$0.54$0.57$0.61$0.64$0.33$0.33$0.33$0.36$0.40$0.44$0.48$0.52$0.56$0.65$0.79$0.94$1.08
PutsExpensive2.10×
Calls——
Skew——
Implied moveBearish±$0.91
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.72109.0%14.4%
25Δ17.6195.4%14.6%14.3785.1%10.3%
30Δ16.8675.7%9.9%14.8866.0%7.0%
35Δ16.4965.6%7.6%15.1258.8%5.6%
40Δ16.1255.5%5.4%15.2955.0%4.9%
45Δ15.9350.1%4.3%15.4551.3%4.1%
50Δ15.8247.0%3.9%15.6147.6%3.3%
55Δ15.7144.0%3.4%15.7743.8%2.6%
60Δ15.6040.9%2.9%15.9340.1%1.8%
65Δ15.5037.9%2.5%16.1038.5%1.3%
70Δ15.3934.9%2.0%16.2738.5%1.1%
75Δ15.2831.8%1.5%16.4538.6%0.9%
80Δ15.1728.8%1.1%16.6338.7%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.72
IV
109.0%
B/E move
14.4%

25Δ

Calls
Pseudo strike
17.61
IV
95.4%
B/E move
14.6%
Puts
Pseudo strike
14.37
IV
85.1%
B/E move
10.3%

30Δ

Calls
Pseudo strike
16.86
IV
75.7%
B/E move
9.9%
Puts
Pseudo strike
14.88
IV
66.0%
B/E move
7.0%

35Δ

Calls
Pseudo strike
16.49
IV
65.6%
B/E move
7.6%
Puts
Pseudo strike
15.12
IV
58.8%
B/E move
5.6%

40Δ

Calls
Pseudo strike
16.12
IV
55.5%
B/E move
5.4%
Puts
Pseudo strike
15.29
IV
55.0%
B/E move
4.9%

45Δ

Calls
Pseudo strike
15.93
IV
50.1%
B/E move
4.3%
Puts
Pseudo strike
15.45
IV
51.3%
B/E move
4.1%

50Δ

Calls
Pseudo strike
15.82
IV
47.0%
B/E move
3.9%
Puts
Pseudo strike
15.61
IV
47.6%
B/E move
3.3%

55Δ

Calls
Pseudo strike
15.71
IV
44.0%
B/E move
3.4%
Puts
Pseudo strike
15.77
IV
43.8%
B/E move
2.6%

60Δ

Calls
Pseudo strike
15.60
IV
40.9%
B/E move
2.9%
Puts
Pseudo strike
15.93
IV
40.1%
B/E move
1.8%

65Δ

Calls
Pseudo strike
15.50
IV
37.9%
B/E move
2.5%
Puts
Pseudo strike
16.10
IV
38.5%
B/E move
1.3%

70Δ

Calls
Pseudo strike
15.39
IV
34.9%
B/E move
2.0%
Puts
Pseudo strike
16.27
IV
38.5%
B/E move
1.1%

75Δ

Calls
Pseudo strike
15.28
IV
31.8%
B/E move
1.5%
Puts
Pseudo strike
16.45
IV
38.6%
B/E move
0.9%

80Δ

Calls
Pseudo strike
15.17
IV
28.8%
B/E move
1.1%
Puts
Pseudo strike
16.63
IV
38.7%
B/E move
0.6%

Options history

IV · four-Friday blend39.13%
Daily EOD
MYY36.3%41.8%47.3%2026-10-19: 40.35%2026-10-20: 38.30%2026-10-22: 37.36%2026-10-23: 37.03%2026-10-26: 38.07%2026-10-27: 41.61%2026-10-28: 46.58%2026-10-29: 39.13%Oct 19Oct 23Oct 29
8 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
40.35%
38.30%
37.36%
37.03%
38.07%
41.61%
46.58%
39.13%