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ProShares Pet Care ETF PAWZ

i

Market dataready · fetched 2026-11-12T03:23:19.812Z

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 · 2026-11-12T01:00:05.445705604Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:23:19.494570+00:00

Share price$55.59
1D+0.9%
AH$54.96$55.11$55.27$55.42$55.585:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPAWZ
Sold putSold callAH

ProShares Pet Care ETF options

Live interpolated PAWZ call and put midpoint premiums by absolute delta.ProShares Pet Care ETF$0.36$0.76$1.17$1.58$1.99$52.62$54.19$55.76$57.33$58.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PAWZ spot · $55.59PAWZ PRICE$0.40$0.43$0.47$0.53$0.58$0.66$0.80$0.94$1.08$1.25$1.46$1.66$1.87$0.46$0.52$0.59$0.64$0.70$0.78$0.87$0.95$1.07$1.20$1.33$1.46$1.71
PutsExpensive1.19×
CallsCheap0.84×
SkewBearish+1.00 pp
Implied moveBearish±$1.67
TiltBalanced0.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.9943.0%6.8%52.4846.8%6.4%
25Δ57.8335.0%4.8%53.4639.7%4.8%
30Δ57.0829.6%3.5%54.1435.2%3.7%
35Δ56.6626.9%2.9%54.6431.2%2.9%
40Δ56.2824.6%2.3%55.0827.9%2.2%
45Δ55.9422.9%1.8%55.3626.2%1.8%
50Δ55.6823.0%1.6%55.6424.6%1.5%
55Δ55.4223.2%1.4%55.9223.0%1.1%
60Δ55.1723.3%1.2%56.1622.0%0.9%
65Δ54.8923.4%1.0%56.3921.2%0.7%
70Δ54.6023.3%0.8%56.6220.4%0.6%
75Δ54.3023.2%0.7%56.8419.6%0.4%
80Δ54.0123.1%0.5%57.1719.7%0.2%

20Δ

Calls
Pseudo strike
58.99
IV
43.0%
B/E move
6.8%
Puts
Pseudo strike
52.48
IV
46.8%
B/E move
6.4%

25Δ

Calls
Pseudo strike
57.83
IV
35.0%
B/E move
4.8%
Puts
Pseudo strike
53.46
IV
39.7%
B/E move
4.8%

30Δ

Calls
Pseudo strike
57.08
IV
29.6%
B/E move
3.5%
Puts
Pseudo strike
54.14
IV
35.2%
B/E move
3.7%

35Δ

Calls
Pseudo strike
56.66
IV
26.9%
B/E move
2.9%
Puts
Pseudo strike
54.64
IV
31.2%
B/E move
2.9%

40Δ

Calls
Pseudo strike
56.28
IV
24.6%
B/E move
2.3%
Puts
Pseudo strike
55.08
IV
27.9%
B/E move
2.2%

45Δ

Calls
Pseudo strike
55.94
IV
22.9%
B/E move
1.8%
Puts
Pseudo strike
55.36
IV
26.2%
B/E move
1.8%

50Δ

Calls
Pseudo strike
55.68
IV
23.0%
B/E move
1.6%
Puts
Pseudo strike
55.64
IV
24.6%
B/E move
1.5%

55Δ

Calls
Pseudo strike
55.42
IV
23.2%
B/E move
1.4%
Puts
Pseudo strike
55.92
IV
23.0%
B/E move
1.1%

60Δ

Calls
Pseudo strike
55.17
IV
23.3%
B/E move
1.2%
Puts
Pseudo strike
56.16
IV
22.0%
B/E move
0.9%

65Δ

Calls
Pseudo strike
54.89
IV
23.4%
B/E move
1.0%
Puts
Pseudo strike
56.39
IV
21.2%
B/E move
0.7%

70Δ

Calls
Pseudo strike
54.60
IV
23.3%
B/E move
0.8%
Puts
Pseudo strike
56.62
IV
20.4%
B/E move
0.6%

75Δ

Calls
Pseudo strike
54.30
IV
23.2%
B/E move
0.7%
Puts
Pseudo strike
56.84
IV
19.6%
B/E move
0.4%

80Δ

Calls
Pseudo strike
54.01
IV
23.1%
B/E move
0.5%
Puts
Pseudo strike
57.17
IV
19.7%
B/E move
0.2%

Options history

IV · four-Friday blend26.14%
Daily EOD
PAWZ22.2%24.3%26.4%2026-10-19: 22.50%2026-10-20: 23.46%2026-10-21: 23.15%2026-10-22: 26.04%2026-10-23: 25.38%2026-10-26: 24.90%2026-10-27: 24.00%2026-10-28: 23.51%2026-10-29: 23.39%2026-10-30: 26.14%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
22.50%
23.46%
23.15%
26.04%
25.38%
24.90%
24.00%
23.51%
23.39%
26.14%