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ProShares UltraShort MidCap400 MZZ

i

Market dataready · fetched 2026-11-13T02:10:14.936Z

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: 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 · 2026-11-13T01:00:00.145050572Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:10:13.667365+00:00

Share price$6.30
1D+1.0%
AH$6.20$6.23$6.26$6.28$6.315:30 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$0.08$1.88$3.68$5.48$7.28$2.62$3.82$5.02$6.22$7.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive MZZ spot · $6.30MZZ PRICE$0.28$0.28$0.31$0.32$0.34$0.37$0.40$0.42$0.45$0.48$0.30$0.51$0.72$0.92$1.13$1.34$1.55$2.22$3.79$4.97$6.34$6.55$6.77
PutsExpensive4.93×
Calls——
Skew——
Implied moveBearish±$1.95
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.71154.5%74.4%5.04109.5%24.8%
25Δ8.65115.0%41.8%5.36115.2%22.9%
30Δ7.7995.7%28.6%5.69120.9%21.0%
35Δ7.2479.6%19.9%6.02126.6%19.1%
40Δ6.9169.8%15.1%6.35132.2%17.3%
45Δ6.7564.7%13.0%6.67137.9%15.4%
50Δ6.5959.5%10.9%7.00143.6%13.5%
55Δ6.4354.4%8.8%7.73162.6%12.6%
60Δ6.2749.2%6.7%9.29209.5%12.8%
65Δ6.1144.1%4.7%10.58222.6%11.0%
70Δ12.06232.2%9.1%
75Δ12.42214.0%6.9%
80Δ12.78195.7%4.6%

20Δ

Calls
Pseudo strike
10.71
IV
154.5%
B/E move
74.4%
Puts
Pseudo strike
5.04
IV
109.5%
B/E move
24.8%

25Δ

Calls
Pseudo strike
8.65
IV
115.0%
B/E move
41.8%
Puts
Pseudo strike
5.36
IV
115.2%
B/E move
22.9%

30Δ

Calls
Pseudo strike
7.79
IV
95.7%
B/E move
28.6%
Puts
Pseudo strike
5.69
IV
120.9%
B/E move
21.0%

35Δ

Calls
Pseudo strike
7.24
IV
79.6%
B/E move
19.9%
Puts
Pseudo strike
6.02
IV
126.6%
B/E move
19.1%

40Δ

Calls
Pseudo strike
6.91
IV
69.8%
B/E move
15.1%
Puts
Pseudo strike
6.35
IV
132.2%
B/E move
17.3%

45Δ

Calls
Pseudo strike
6.75
IV
64.7%
B/E move
13.0%
Puts
Pseudo strike
6.67
IV
137.9%
B/E move
15.4%

50Δ

Calls
Pseudo strike
6.59
IV
59.5%
B/E move
10.9%
Puts
Pseudo strike
7.00
IV
143.6%
B/E move
13.5%

55Δ

Calls
Pseudo strike
6.43
IV
54.4%
B/E move
8.8%
Puts
Pseudo strike
7.73
IV
162.6%
B/E move
12.6%

60Δ

Calls
Pseudo strike
6.27
IV
49.2%
B/E move
6.7%
Puts
Pseudo strike
9.29
IV
209.5%
B/E move
12.8%

65Δ

Calls
Pseudo strike
6.11
IV
44.1%
B/E move
4.7%
Puts
Pseudo strike
10.58
IV
222.6%
B/E move
11.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.06
IV
232.2%
B/E move
9.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.42
IV
214.0%
B/E move
6.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.78
IV
195.7%
B/E move
4.6%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations