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ProShares S&P 500 Dividend Aristocrats ETF NOBL

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Market dataready · fetched 2026-11-13T01:18:48.945Z

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 · 2026-11-13T01:00:05.024322309Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:18:48.554836+00:00

Share price$60.56
1D-0.9%
AH$60.49$60.66$60.83$60.99$61.165:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNOBL
Sold putSold callAH

ProShares S&P 500 Dividend Aristocrats ETF options

Live interpolated NOBL call and put midpoint premiums by absolute delta.ProShares S&P 500 Dividend Aristocrats ETF$1.20$2.57$3.95$5.32$6.69$53.01$56.89$60.77$64.65$68.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive NOBL spot · $60.56NOBL PRICE$1.38$1.46$1.57$1.72$1.92$2.30$2.81$3.03$6.29$1.40$1.35$1.54$1.66$1.68$1.69$1.71$2.03$4.07
Puts——
Calls——
Skew——
Implied moveBullish±$3.26
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ63.4270.2%7.0%58.7163.7%5.4%
40Δ62.2861.0%5.3%
45Δ61.4654.9%4.1%60.2543.1%2.7%
50Δ60.8050.8%3.2%60.7241.7%2.3%
55Δ60.2448.2%2.6%61.1039.2%1.8%
60Δ59.6349.5%2.3%61.3435.0%1.5%
65Δ58.9853.3%2.0%61.5930.8%1.1%
70Δ58.4949.9%1.6%61.8326.6%0.7%
75Δ62.3026.2%0.5%
80Δ55.1781.1%1.5%64.2444.7%0.6%

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

35Δ

Calls
Pseudo strike
63.42
IV
70.2%
B/E move
7.0%
Puts
Pseudo strike
58.71
IV
63.7%
B/E move
5.4%

40Δ

Calls
Pseudo strike
62.28
IV
61.0%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
61.46
IV
54.9%
B/E move
4.1%
Puts
Pseudo strike
60.25
IV
43.1%
B/E move
2.7%

50Δ

Calls
Pseudo strike
60.80
IV
50.8%
B/E move
3.2%
Puts
Pseudo strike
60.72
IV
41.7%
B/E move
2.3%

55Δ

Calls
Pseudo strike
60.24
IV
48.2%
B/E move
2.6%
Puts
Pseudo strike
61.10
IV
39.2%
B/E move
1.8%

60Δ

Calls
Pseudo strike
59.63
IV
49.5%
B/E move
2.3%
Puts
Pseudo strike
61.34
IV
35.0%
B/E move
1.5%

65Δ

Calls
Pseudo strike
58.98
IV
53.3%
B/E move
2.0%
Puts
Pseudo strike
61.59
IV
30.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
58.49
IV
49.9%
B/E move
1.6%
Puts
Pseudo strike
61.83
IV
26.6%
B/E move
0.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
62.30
IV
26.2%
B/E move
0.5%

80Δ

Calls
Pseudo strike
55.17
IV
81.1%
B/E move
1.5%
Puts
Pseudo strike
64.24
IV
44.7%
B/E move
0.6%

Options history

IV · four-Friday blend18.89%
Daily EOD
NOBL15.7%17.9%20.0%2026-10-19: 15.98%2026-10-20: 18.27%2026-10-21: 17.70%2026-10-22: 18.81%2026-10-23: 17.25%2026-10-26: 19.02%2026-10-27: 19.74%2026-10-28: 18.23%2026-10-29: 17.64%2026-10-30: 18.89%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
15.98%
18.27%
17.70%
18.81%
17.25%
19.02%
19.74%
18.23%
17.64%
18.89%