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ProShares Online Retail ETF ONLN

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Market datapartial · fetched 2026-10-22T22:41:22.516Z

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 · 2026-10-22T22:30:00.003340652Z

FundamentalsAlpha Vantage · unavailable

Share price$57.27
1D-0.3%
AH$56.91$57.05$57.20$57.34$57.485:30 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$0.64$1.87$3.11$4.34$5.57$50.77$53.99$57.21$60.43$63.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ONLN spot · $57.27ONLN PRICE$0.77$0.85$0.97$1.10$1.27$1.48$1.75$2.05$2.41$2.81$3.33$3.91$4.70$0.89$1.03$1.15$1.29$1.49$1.72$2.01$2.33$2.73$3.22$3.68$4.06$5.22
PutsExpensive2.17×
CallsExpensive1.67×
SkewBearish+0.76 pp
Implied moveBearish±$3.75
TiltBearish5.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.5745.5%14.1%51.9046.7%10.9%
25Δ62.0237.2%9.8%53.5540.5%8.3%
30Δ60.6733.4%7.6%54.7835.7%6.4%
35Δ59.6330.3%6.0%55.6832.4%5.0%
40Δ58.8528.9%5.0%56.4030.7%4.1%
45Δ58.2228.2%4.2%57.0529.8%3.4%
50Δ57.6328.3%3.7%57.6429.4%2.9%
55Δ57.0528.7%3.2%58.2529.3%2.4%
60Δ56.4529.1%2.8%58.8829.5%1.9%
65Δ55.8129.6%2.4%59.5930.1%1.6%
70Δ55.1030.6%2.0%60.2529.9%1.2%
75Δ54.3231.3%1.7%60.8528.5%0.8%
80Δ53.3632.8%1.4%62.1431.4%0.6%

20Δ

Calls
Pseudo strike
64.57
IV
45.5%
B/E move
14.1%
Puts
Pseudo strike
51.90
IV
46.7%
B/E move
10.9%

25Δ

Calls
Pseudo strike
62.02
IV
37.2%
B/E move
9.8%
Puts
Pseudo strike
53.55
IV
40.5%
B/E move
8.3%

30Δ

Calls
Pseudo strike
60.67
IV
33.4%
B/E move
7.6%
Puts
Pseudo strike
54.78
IV
35.7%
B/E move
6.4%

35Δ

Calls
Pseudo strike
59.63
IV
30.3%
B/E move
6.0%
Puts
Pseudo strike
55.68
IV
32.4%
B/E move
5.0%

40Δ

Calls
Pseudo strike
58.85
IV
28.9%
B/E move
5.0%
Puts
Pseudo strike
56.40
IV
30.7%
B/E move
4.1%

45Δ

Calls
Pseudo strike
58.22
IV
28.2%
B/E move
4.2%
Puts
Pseudo strike
57.05
IV
29.8%
B/E move
3.4%

50Δ

Calls
Pseudo strike
57.63
IV
28.3%
B/E move
3.7%
Puts
Pseudo strike
57.64
IV
29.4%
B/E move
2.9%

55Δ

Calls
Pseudo strike
57.05
IV
28.7%
B/E move
3.2%
Puts
Pseudo strike
58.25
IV
29.3%
B/E move
2.4%

60Δ

Calls
Pseudo strike
56.45
IV
29.1%
B/E move
2.8%
Puts
Pseudo strike
58.88
IV
29.5%
B/E move
1.9%

65Δ

Calls
Pseudo strike
55.81
IV
29.6%
B/E move
2.4%
Puts
Pseudo strike
59.59
IV
30.1%
B/E move
1.6%

70Δ

Calls
Pseudo strike
55.10
IV
30.6%
B/E move
2.0%
Puts
Pseudo strike
60.25
IV
29.9%
B/E move
1.2%

75Δ

Calls
Pseudo strike
54.32
IV
31.3%
B/E move
1.7%
Puts
Pseudo strike
60.85
IV
28.5%
B/E move
0.8%

80Δ

Calls
Pseudo strike
53.36
IV
32.8%
B/E move
1.4%
Puts
Pseudo strike
62.14
IV
31.4%
B/E move
0.6%

Options history

No recorded observations