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ProShares K-1 Free Crude Oil ETF OILK

i

Market dataready · fetched 2026-11-12T02:41:54.055Z

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 · 2026-11-12T01:00:05.58776953Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:41:53.706152+00:00

Share price$50.51
1D+1.3%
AH$50.15$50.44$50.74$51.04$51.335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOILK
Sold putSold callAH

ProShares K-1 Free Crude Oil ETF options

Live interpolated OILK call and put midpoint premiums by absolute delta.ProShares K-1 Free Crude Oil ETF$0.28$0.99$1.69$2.39$3.10$44.78$47.77$50.77$53.76$56.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OILK spot · $50.51OILK PRICE$0.36$0.48$0.53$0.63$0.75$0.86$0.97$1.08$1.18$1.43$1.71$1.99$2.40$0.39$0.46$0.57$0.71$0.86$0.95$1.01$1.07$1.27$1.57$1.88$2.33$2.90
PutsCheap0.59×
CallsCheap0.64×
SkewBearish+0.74 pp
Implied moveBearish±$1.98
TiltBearish5.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.4740.7%6.6%47.9242.7%5.9%
25Δ52.9742.3%5.8%48.6138.7%4.7%
30Δ52.2236.7%4.4%49.1636.3%3.8%
35Δ51.7334.6%3.7%49.5436.5%3.3%
40Δ51.3433.9%3.1%49.9136.7%2.9%
45Δ50.9633.0%2.6%50.2334.5%2.4%
50Δ50.6631.6%2.2%50.5531.5%1.9%
55Δ50.3530.1%1.8%50.8628.5%1.4%
60Δ50.0428.6%1.4%51.2128.1%1.1%
65Δ49.6929.3%1.2%51.5929.9%1.0%
70Δ49.3330.5%1.0%51.9731.7%0.8%
75Δ48.9531.6%0.9%52.5033.5%0.7%
80Δ48.4532.5%0.7%53.1536.3%0.5%

20Δ

Calls
Pseudo strike
53.47
IV
40.7%
B/E move
6.6%
Puts
Pseudo strike
47.92
IV
42.7%
B/E move
5.9%

25Δ

Calls
Pseudo strike
52.97
IV
42.3%
B/E move
5.8%
Puts
Pseudo strike
48.61
IV
38.7%
B/E move
4.7%

30Δ

Calls
Pseudo strike
52.22
IV
36.7%
B/E move
4.4%
Puts
Pseudo strike
49.16
IV
36.3%
B/E move
3.8%

35Δ

Calls
Pseudo strike
51.73
IV
34.6%
B/E move
3.7%
Puts
Pseudo strike
49.54
IV
36.5%
B/E move
3.3%

40Δ

Calls
Pseudo strike
51.34
IV
33.9%
B/E move
3.1%
Puts
Pseudo strike
49.91
IV
36.7%
B/E move
2.9%

45Δ

Calls
Pseudo strike
50.96
IV
33.0%
B/E move
2.6%
Puts
Pseudo strike
50.23
IV
34.5%
B/E move
2.4%

50Δ

Calls
Pseudo strike
50.66
IV
31.6%
B/E move
2.2%
Puts
Pseudo strike
50.55
IV
31.5%
B/E move
1.9%

55Δ

Calls
Pseudo strike
50.35
IV
30.1%
B/E move
1.8%
Puts
Pseudo strike
50.86
IV
28.5%
B/E move
1.4%

60Δ

Calls
Pseudo strike
50.04
IV
28.6%
B/E move
1.4%
Puts
Pseudo strike
51.21
IV
28.1%
B/E move
1.1%

65Δ

Calls
Pseudo strike
49.69
IV
29.3%
B/E move
1.2%
Puts
Pseudo strike
51.59
IV
29.9%
B/E move
1.0%

70Δ

Calls
Pseudo strike
49.33
IV
30.5%
B/E move
1.0%
Puts
Pseudo strike
51.97
IV
31.7%
B/E move
0.8%

75Δ

Calls
Pseudo strike
48.95
IV
31.6%
B/E move
0.9%
Puts
Pseudo strike
52.50
IV
33.5%
B/E move
0.7%

80Δ

Calls
Pseudo strike
48.45
IV
32.5%
B/E move
0.7%
Puts
Pseudo strike
53.15
IV
36.3%
B/E move
0.5%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations