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ProShares Online Retail ETF ONLN

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Market dataready · fetched 2026-11-13T02:41:00.734Z

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 · 2026-11-13T01:00:00.044788967Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:41:00.327531+00:00

Share price$58.29
1D-1.3%
AH$58.19$58.42$58.64$58.86$59.085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMONLN
Sold putSold callAH

ProShares Online Retail ETF options

Live interpolated ONLN call and put midpoint premiums by absolute delta.ProShares Online Retail ETF$0.62$1.61$2.60$3.60$4.59$54.34$56.60$58.86$61.12$63.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ONLN spot · $58.29ONLN PRICE$0.72$0.75$0.81$0.92$1.01$1.13$1.32$1.52$1.89$2.27$2.84$3.46$4.31$0.74$0.79$0.84$0.88$0.95$1.01$1.08$1.14$1.21$1.31$1.42$1.54$1.66
PutsExpensive1.08×
CallsExpensive2.26×
SkewBullish-13.48 pp
Implied moveBullish±$2.40
TiltBullish22.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.8880.8%12.5%53.5774.2%9.4%
25Δ62.2962.0%8.1%55.2259.5%6.6%
30Δ60.9152.2%5.9%56.2750.2%4.9%
35Δ60.0847.5%4.6%57.0642.7%3.6%
40Δ59.4443.1%3.7%57.5738.3%2.9%
45Δ58.8839.8%2.9%58.0434.0%2.2%
50Δ58.4539.5%2.5%58.3331.2%1.8%
55Δ58.0139.3%2.1%58.6328.3%1.4%
60Δ57.5141.8%1.9%58.9225.5%1.0%
65Δ57.0044.4%1.7%59.1523.7%0.8%
70Δ56.3248.0%1.5%59.3622.3%0.6%
75Δ55.5651.3%1.3%59.5720.8%0.4%
80Δ54.5955.8%1.0%59.7819.4%0.3%

20Δ

Calls
Pseudo strike
64.88
IV
80.8%
B/E move
12.5%
Puts
Pseudo strike
53.57
IV
74.2%
B/E move
9.4%

25Δ

Calls
Pseudo strike
62.29
IV
62.0%
B/E move
8.1%
Puts
Pseudo strike
55.22
IV
59.5%
B/E move
6.6%

30Δ

Calls
Pseudo strike
60.91
IV
52.2%
B/E move
5.9%
Puts
Pseudo strike
56.27
IV
50.2%
B/E move
4.9%

35Δ

Calls
Pseudo strike
60.08
IV
47.5%
B/E move
4.6%
Puts
Pseudo strike
57.06
IV
42.7%
B/E move
3.6%

40Δ

Calls
Pseudo strike
59.44
IV
43.1%
B/E move
3.7%
Puts
Pseudo strike
57.57
IV
38.3%
B/E move
2.9%

45Δ

Calls
Pseudo strike
58.88
IV
39.8%
B/E move
2.9%
Puts
Pseudo strike
58.04
IV
34.0%
B/E move
2.2%

50Δ

Calls
Pseudo strike
58.45
IV
39.5%
B/E move
2.5%
Puts
Pseudo strike
58.33
IV
31.2%
B/E move
1.8%

55Δ

Calls
Pseudo strike
58.01
IV
39.3%
B/E move
2.1%
Puts
Pseudo strike
58.63
IV
28.3%
B/E move
1.4%

60Δ

Calls
Pseudo strike
57.51
IV
41.8%
B/E move
1.9%
Puts
Pseudo strike
58.92
IV
25.5%
B/E move
1.0%

65Δ

Calls
Pseudo strike
57.00
IV
44.4%
B/E move
1.7%
Puts
Pseudo strike
59.15
IV
23.7%
B/E move
0.8%

70Δ

Calls
Pseudo strike
56.32
IV
48.0%
B/E move
1.5%
Puts
Pseudo strike
59.36
IV
22.3%
B/E move
0.6%

75Δ

Calls
Pseudo strike
55.56
IV
51.3%
B/E move
1.3%
Puts
Pseudo strike
59.57
IV
20.8%
B/E move
0.4%

80Δ

Calls
Pseudo strike
54.59
IV
55.8%
B/E move
1.0%
Puts
Pseudo strike
59.78
IV
19.4%
B/E move
0.3%

Options history

IV · four-Friday blend28.01%
Daily EOD
ONLN25.5%27.0%28.6%2026-10-19: 25.71%2026-10-20: 26.73%2026-10-21: 27.35%2026-10-22: 27.35%2026-10-23: 28.34%2026-10-26: 28.19%2026-10-27: 27.71%2026-10-28: 27.20%2026-10-29: 27.17%2026-10-30: 28.01%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
25.71%
26.73%
27.35%
27.35%
28.34%
28.19%
27.71%
27.20%
27.17%
28.01%