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ProShares Online Retail ETF ONLN

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Market dataready · fetched 2026-10-22T18:29:24.251Z

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 · 2026-10-22T18:08:45.356339881Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T18:29:22.800390+00:00

Share price$56.95
1D-0.9%
$56.91$57.05$57.20$57.34$57.485:30 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$0.74$2.07$3.40$4.74$6.07$50.88$54.07$57.26$60.45$63.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ONLN spot · $56.95ONLN PRICE$0.99$1.14$1.34$1.58$2.05$2.51$2.98$3.44$3.90$4.64$5.68$0.89$1.01$1.13$1.26$1.39$1.57$1.83$2.17$2.51$2.85$3.19$3.53$3.87
PutsExpensive1.95×
CallsExpensive1.80×
SkewBullish-3.85 pp
Implied moveBullish±$3.88
TiltBullish5.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.4847.0%11.2%
25Δ53.1340.5%8.5%
30Δ60.4334.2%7.8%54.4235.5%6.4%
35Δ59.4031.8%6.3%55.3132.0%5.1%
40Δ58.6330.8%5.3%56.1329.0%3.9%
45Δ57.9530.4%4.5%56.7327.5%3.1%
50Δ57.2331.4%4.1%57.3026.6%2.6%
55Δ56.5232.5%3.7%57.8626.4%2.2%
60Δ55.8133.6%3.2%58.4226.1%1.8%
65Δ55.0934.6%2.8%58.9725.9%1.5%
70Δ54.3835.7%2.3%59.5325.6%1.1%
75Δ53.4237.6%2.0%60.0825.2%0.7%
80Δ52.2040.6%1.6%60.5823.7%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.48
IV
47.0%
B/E move
11.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.13
IV
40.5%
B/E move
8.5%

30Δ

Calls
Pseudo strike
60.43
IV
34.2%
B/E move
7.8%
Puts
Pseudo strike
54.42
IV
35.5%
B/E move
6.4%

35Δ

Calls
Pseudo strike
59.40
IV
31.8%
B/E move
6.3%
Puts
Pseudo strike
55.31
IV
32.0%
B/E move
5.1%

40Δ

Calls
Pseudo strike
58.63
IV
30.8%
B/E move
5.3%
Puts
Pseudo strike
56.13
IV
29.0%
B/E move
3.9%

45Δ

Calls
Pseudo strike
57.95
IV
30.4%
B/E move
4.5%
Puts
Pseudo strike
56.73
IV
27.5%
B/E move
3.1%

50Δ

Calls
Pseudo strike
57.23
IV
31.4%
B/E move
4.1%
Puts
Pseudo strike
57.30
IV
26.6%
B/E move
2.6%

55Δ

Calls
Pseudo strike
56.52
IV
32.5%
B/E move
3.7%
Puts
Pseudo strike
57.86
IV
26.4%
B/E move
2.2%

60Δ

Calls
Pseudo strike
55.81
IV
33.6%
B/E move
3.2%
Puts
Pseudo strike
58.42
IV
26.1%
B/E move
1.8%

65Δ

Calls
Pseudo strike
55.09
IV
34.6%
B/E move
2.8%
Puts
Pseudo strike
58.97
IV
25.9%
B/E move
1.5%

70Δ

Calls
Pseudo strike
54.38
IV
35.7%
B/E move
2.3%
Puts
Pseudo strike
59.53
IV
25.6%
B/E move
1.1%

75Δ

Calls
Pseudo strike
53.42
IV
37.6%
B/E move
2.0%
Puts
Pseudo strike
60.08
IV
25.2%
B/E move
0.7%

80Δ

Calls
Pseudo strike
52.20
IV
40.6%
B/E move
1.6%
Puts
Pseudo strike
60.58
IV
23.7%
B/E move
0.4%

Options history

No recorded observations