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ProShares Online Retail ETF ONLN

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Market datapartial · fetched 2026-10-23T19:38:28.950Z

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 · 2026-10-23T19:35:14.087986654Z

FundamentalsAlpha Vantage · unavailable

Share price$56.40
1D-0.3%
$56.24$56.36$56.48$56.59$56.715:30 AM6:30 AM9:00 AM1:00 PMONLN
Sold putSold call

ProShares Online Retail ETF options

Live interpolated ONLN call and put midpoint premiums by absolute delta.ProShares Online Retail ETF$0.66$1.86$3.06$4.26$5.46$50.97$54.00$57.04$60.08$63.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ONLN spot · $56.40ONLN PRICE$0.79$0.90$1.02$1.16$1.37$1.59$1.92$2.45$2.98$3.52$4.05$4.58$5.11$1.62$1.86$2.17$2.54$2.91$3.28$3.65$4.08
PutsExpensive1.58×
CallsExpensive1.86×
SkewBullish-8.19 pp
Implied moveBalanced±$3.78
TiltBullish17.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.9748.3%14.8%
25Δ61.5440.9%10.7%
30Δ60.0636.4%8.3%
35Δ58.8933.0%6.5%
40Δ58.1732.2%5.6%
45Δ57.4631.4%4.7%56.1829.1%3.3%
50Δ56.7231.2%4.0%56.7428.4%2.7%
55Δ55.9632.2%3.6%57.3127.8%2.2%
60Δ55.1933.1%3.1%57.8827.4%1.9%
65Δ54.4234.1%2.7%58.4627.0%1.5%
70Δ53.6635.0%2.3%59.0326.6%1.1%
75Δ52.8936.0%1.9%59.6126.1%0.8%
80Δ52.1336.9%1.5%60.2325.7%0.5%

20Δ

Calls
Pseudo strike
63.97
IV
48.3%
B/E move
14.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
61.54
IV
40.9%
B/E move
10.7%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
60.06
IV
36.4%
B/E move
8.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
58.89
IV
33.0%
B/E move
6.5%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
58.17
IV
32.2%
B/E move
5.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
57.46
IV
31.4%
B/E move
4.7%
Puts
Pseudo strike
56.18
IV
29.1%
B/E move
3.3%

50Δ

Calls
Pseudo strike
56.72
IV
31.2%
B/E move
4.0%
Puts
Pseudo strike
56.74
IV
28.4%
B/E move
2.7%

55Δ

Calls
Pseudo strike
55.96
IV
32.2%
B/E move
3.6%
Puts
Pseudo strike
57.31
IV
27.8%
B/E move
2.2%

60Δ

Calls
Pseudo strike
55.19
IV
33.1%
B/E move
3.1%
Puts
Pseudo strike
57.88
IV
27.4%
B/E move
1.9%

65Δ

Calls
Pseudo strike
54.42
IV
34.1%
B/E move
2.7%
Puts
Pseudo strike
58.46
IV
27.0%
B/E move
1.5%

70Δ

Calls
Pseudo strike
53.66
IV
35.0%
B/E move
2.3%
Puts
Pseudo strike
59.03
IV
26.6%
B/E move
1.1%

75Δ

Calls
Pseudo strike
52.89
IV
36.0%
B/E move
1.9%
Puts
Pseudo strike
59.61
IV
26.1%
B/E move
0.8%

80Δ

Calls
Pseudo strike
52.13
IV
36.9%
B/E move
1.5%
Puts
Pseudo strike
60.23
IV
25.7%
B/E move
0.5%

Options history

No recorded observations