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ProShares UltraShort MidCap400 MZZ

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Market datapartial · fetched 2026-10-22T21:01:49.484Z

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 · 2026-10-22T20:10:00.003491795Z

FundamentalsAlpha Vantage · unavailable

Share price$6.50
1D+0.2%
AH$6.53$6.53$6.54$6.54$6.555:30 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$0.15$1.35$2.55$3.75$4.95$4.26$5.22$6.17$7.13$8.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MZZ spot · $6.50MZZ PRICE$0.28$0.31$0.33$0.35$0.38$0.40$0.42$0.44$0.47$0.49$0.51$0.70$1.13$1.57$2.00$2.44$2.87$3.30$3.74$4.17$4.61
PutsExpensive4.21×
CallsExpensive2.09×
SkewBearish+35.79 pp
Implied moveBearish±$2.38
TiltBearish71.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ7.9397.2%26.4%
35Δ7.7791.1%24.2%6.4876.2%11.0%
40Δ7.6084.9%22.0%6.9882.0%10.1%
45Δ7.4478.8%19.8%7.4787.8%9.2%
50Δ7.2772.7%17.6%7.9693.6%8.3%
55Δ7.1166.6%15.4%8.4699.4%7.4%
60Δ6.9460.5%13.2%8.95105.3%6.5%
65Δ6.7854.3%11.0%9.45111.1%5.5%
70Δ6.6148.2%8.8%9.94116.9%4.6%
75Δ6.4442.1%6.6%10.43122.7%3.7%
80Δ6.2836.0%4.5%10.93128.6%2.8%

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
7.93
IV
97.2%
B/E move
26.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
7.77
IV
91.1%
B/E move
24.2%
Puts
Pseudo strike
6.48
IV
76.2%
B/E move
11.0%

40Δ

Calls
Pseudo strike
7.60
IV
84.9%
B/E move
22.0%
Puts
Pseudo strike
6.98
IV
82.0%
B/E move
10.1%

45Δ

Calls
Pseudo strike
7.44
IV
78.8%
B/E move
19.8%
Puts
Pseudo strike
7.47
IV
87.8%
B/E move
9.2%

50Δ

Calls
Pseudo strike
7.27
IV
72.7%
B/E move
17.6%
Puts
Pseudo strike
7.96
IV
93.6%
B/E move
8.3%

55Δ

Calls
Pseudo strike
7.11
IV
66.6%
B/E move
15.4%
Puts
Pseudo strike
8.46
IV
99.4%
B/E move
7.4%

60Δ

Calls
Pseudo strike
6.94
IV
60.5%
B/E move
13.2%
Puts
Pseudo strike
8.95
IV
105.3%
B/E move
6.5%

65Δ

Calls
Pseudo strike
6.78
IV
54.3%
B/E move
11.0%
Puts
Pseudo strike
9.45
IV
111.1%
B/E move
5.5%

70Δ

Calls
Pseudo strike
6.61
IV
48.2%
B/E move
8.8%
Puts
Pseudo strike
9.94
IV
116.9%
B/E move
4.6%

75Δ

Calls
Pseudo strike
6.44
IV
42.1%
B/E move
6.6%
Puts
Pseudo strike
10.43
IV
122.7%
B/E move
3.7%

80Δ

Calls
Pseudo strike
6.28
IV
36.0%
B/E move
4.5%
Puts
Pseudo strike
10.93
IV
128.6%
B/E move
2.8%

Options history

No recorded observations