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ProShares Short MidCap400 MYY

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Market datapartial · fetched 2026-10-22T12:38:30.066Z

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 · 2026-10-22T00:00:00.158138574Z

FundamentalsAlpha Vantage · unavailable

Share price$15.79
1D+0.1%
AH$15.73$15.75$15.76$15.78$15.795:30 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$0.21$1.29$2.36$3.44$4.52$13.23$14.34$15.45$16.57$17.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MYY spot · $15.79MYY PRICE$0.33$0.33$0.35$0.37$0.39$0.42$0.45$0.50$0.54$0.59$0.63$0.68$0.72$0.33$0.33$0.35$0.47$0.58$0.69$0.81$0.97$1.15$1.33$1.52$2.59$4.21
PutsExpensive3.53×
CallsExpensive2.34×
SkewBearish+15.05 pp
Implied moveBearish±$1.26
TiltBearish41.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.2171.6%23.7%13.9260.2%13.9%
25Δ17.8053.8%14.8%14.5647.3%9.9%
30Δ17.0543.8%10.2%15.0638.4%6.9%
35Δ16.7238.7%8.2%15.2839.2%6.2%
40Δ16.4134.0%6.4%15.5140.0%5.5%
45Δ16.1129.3%4.6%15.7440.8%4.7%
50Δ15.9326.7%3.8%15.9641.5%4.0%
55Δ15.8325.0%3.4%16.2242.0%3.5%
60Δ15.7223.4%3.0%16.4842.3%2.9%
65Δ15.6221.8%2.6%16.7442.7%2.4%
70Δ15.5120.1%2.2%17.0243.3%1.8%
75Δ15.4118.5%1.9%18.0661.0%2.0%
80Δ15.3116.9%1.5%19.7080.6%1.9%

20Δ

Calls
Pseudo strike
19.21
IV
71.6%
B/E move
23.7%
Puts
Pseudo strike
13.92
IV
60.2%
B/E move
13.9%

25Δ

Calls
Pseudo strike
17.80
IV
53.8%
B/E move
14.8%
Puts
Pseudo strike
14.56
IV
47.3%
B/E move
9.9%

30Δ

Calls
Pseudo strike
17.05
IV
43.8%
B/E move
10.2%
Puts
Pseudo strike
15.06
IV
38.4%
B/E move
6.9%

35Δ

Calls
Pseudo strike
16.72
IV
38.7%
B/E move
8.2%
Puts
Pseudo strike
15.28
IV
39.2%
B/E move
6.2%

40Δ

Calls
Pseudo strike
16.41
IV
34.0%
B/E move
6.4%
Puts
Pseudo strike
15.51
IV
40.0%
B/E move
5.5%

45Δ

Calls
Pseudo strike
16.11
IV
29.3%
B/E move
4.6%
Puts
Pseudo strike
15.74
IV
40.8%
B/E move
4.7%

50Δ

Calls
Pseudo strike
15.93
IV
26.7%
B/E move
3.8%
Puts
Pseudo strike
15.96
IV
41.5%
B/E move
4.0%

55Δ

Calls
Pseudo strike
15.83
IV
25.0%
B/E move
3.4%
Puts
Pseudo strike
16.22
IV
42.0%
B/E move
3.5%

60Δ

Calls
Pseudo strike
15.72
IV
23.4%
B/E move
3.0%
Puts
Pseudo strike
16.48
IV
42.3%
B/E move
2.9%

65Δ

Calls
Pseudo strike
15.62
IV
21.8%
B/E move
2.6%
Puts
Pseudo strike
16.74
IV
42.7%
B/E move
2.4%

70Δ

Calls
Pseudo strike
15.51
IV
20.1%
B/E move
2.2%
Puts
Pseudo strike
17.02
IV
43.3%
B/E move
1.8%

75Δ

Calls
Pseudo strike
15.41
IV
18.5%
B/E move
1.9%
Puts
Pseudo strike
18.06
IV
61.0%
B/E move
2.0%

80Δ

Calls
Pseudo strike
15.31
IV
16.9%
B/E move
1.5%
Puts
Pseudo strike
19.70
IV
80.6%
B/E move
1.9%

Options history

No recorded observations