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ProShares UltraShort MidCap400 MZZ

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Market dataready · fetched 2026-10-22T15:45:46.206Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T00:00:00.131732738Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T15:44:51.533155+00:00

Share price$6.40
1D+0.3%
AH$6.37$6.37$6.38$6.39$6.405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMZZ
Sold putSold callAH

ProShares UltraShort MidCap400 options

Live interpolated MZZ call and put midpoint premiums by absolute delta.ProShares UltraShort MidCap400$0.19$1.28$2.36$3.45$4.53$2.39$3.97$5.55$7.13$8.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MZZ spot · $6.39MZZ PRICE$0.33$0.34$0.37$0.31$0.31$0.37$0.43$0.48$0.54$0.59$0.36$0.84$1.32$1.81$2.29$2.77$3.25$3.74$4.22
PutsExpensive5.44×
CallsExpensive2.32×
SkewBearish+66.55 pp
Implied moveBearish±$3.68
TiltBearish67.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.54148.0%101.1%5.0497.2%26.8%
25Δ9.51109.5%54.0%5.63106.4%25.0%
30Δ8.3591.3%36.3%6.23115.6%23.2%
35Δ7.3360.1%19.4%6.83124.9%21.5%
40Δ6.9047.2%12.8%7.42134.1%19.7%
45Δ6.7546.1%11.3%8.02143.3%17.9%
50Δ6.6044.9%9.8%8.62152.5%16.1%
55Δ6.4543.8%8.4%9.21161.7%14.4%
60Δ6.3042.7%6.9%9.81171.0%12.6%
65Δ6.1541.5%5.4%
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
12.54
IV
148.0%
B/E move
101.1%
Puts
Pseudo strike
5.04
IV
97.2%
B/E move
26.8%

25Δ

Calls
Pseudo strike
9.51
IV
109.5%
B/E move
54.0%
Puts
Pseudo strike
5.63
IV
106.4%
B/E move
25.0%

30Δ

Calls
Pseudo strike
8.35
IV
91.3%
B/E move
36.3%
Puts
Pseudo strike
6.23
IV
115.6%
B/E move
23.2%

35Δ

Calls
Pseudo strike
7.33
IV
60.1%
B/E move
19.4%
Puts
Pseudo strike
6.83
IV
124.9%
B/E move
21.5%

40Δ

Calls
Pseudo strike
6.90
IV
47.2%
B/E move
12.8%
Puts
Pseudo strike
7.42
IV
134.1%
B/E move
19.7%

45Δ

Calls
Pseudo strike
6.75
IV
46.1%
B/E move
11.3%
Puts
Pseudo strike
8.02
IV
143.3%
B/E move
17.9%

50Δ

Calls
Pseudo strike
6.60
IV
44.9%
B/E move
9.8%
Puts
Pseudo strike
8.62
IV
152.5%
B/E move
16.1%

55Δ

Calls
Pseudo strike
6.45
IV
43.8%
B/E move
8.4%
Puts
Pseudo strike
9.21
IV
161.7%
B/E move
14.4%

60Δ

Calls
Pseudo strike
6.30
IV
42.7%
B/E move
6.9%
Puts
Pseudo strike
9.81
IV
171.0%
B/E move
12.6%

65Δ

Calls
Pseudo strike
6.15
IV
41.5%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

70Δ

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

75Δ

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

80Δ

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

Options history

No recorded observations