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ProShares Global Listed Private Equity ETF PEX

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Market datapartial · fetched 2026-10-22T12:53:43.089Z

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 · 2026-10-22T00:00:05.632748772Z

FundamentalsAlpha Vantage · unavailable

Share price$21.98
1D+0.0%
AH$21.91$21.91$21.92$21.93$21.935:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPEX
Sold putSold callAH

ProShares Global Listed Private Equity ETF options

Live interpolated PEX call and put midpoint premiums by absolute delta.ProShares Global Listed Private Equity ETF$0.79$1.08$1.36$1.64$1.92$18.23$20.11$21.99$23.87$25.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PEX spot · $21.98PEX PRICE$0.82$0.82$0.83$0.85$0.90$0.96$1.04$1.14$1.24$1.34$1.52$1.78$0.82$0.83$0.86$0.88$0.93$0.98$1.07$1.16$1.26$1.36$1.52$1.68$1.84
PutsExpensive3.04×
CallsExpensive4.32×
SkewNeutral-0.16 pp
Implied moveBearish±$2.03
TiltBearish6.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.02102.5%21.8%
25Δ27.95101.8%30.9%19.3980.4%15.6%
30Δ25.4178.0%19.3%20.3266.1%11.5%
35Δ23.9761.8%12.8%21.0354.9%8.4%
40Δ23.1852.0%9.3%21.4449.2%6.7%
45Δ22.6846.3%7.3%21.8643.5%5.0%
50Δ22.2741.9%5.7%22.1840.0%4.0%
55Δ21.9138.3%4.4%22.4437.6%3.2%
60Δ21.6536.3%3.7%22.7035.3%2.5%
65Δ21.4034.2%3.0%22.9632.9%1.7%
70Δ21.1432.2%2.3%23.2131.3%1.3%
75Δ20.8531.2%1.7%23.4529.8%1.0%
80Δ20.5031.3%1.4%23.6928.3%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.02
IV
102.5%
B/E move
21.8%

25Δ

Calls
Pseudo strike
27.95
IV
101.8%
B/E move
30.9%
Puts
Pseudo strike
19.39
IV
80.4%
B/E move
15.6%

30Δ

Calls
Pseudo strike
25.41
IV
78.0%
B/E move
19.3%
Puts
Pseudo strike
20.32
IV
66.1%
B/E move
11.5%

35Δ

Calls
Pseudo strike
23.97
IV
61.8%
B/E move
12.8%
Puts
Pseudo strike
21.03
IV
54.9%
B/E move
8.4%

40Δ

Calls
Pseudo strike
23.18
IV
52.0%
B/E move
9.3%
Puts
Pseudo strike
21.44
IV
49.2%
B/E move
6.7%

45Δ

Calls
Pseudo strike
22.68
IV
46.3%
B/E move
7.3%
Puts
Pseudo strike
21.86
IV
43.5%
B/E move
5.0%

50Δ

Calls
Pseudo strike
22.27
IV
41.9%
B/E move
5.7%
Puts
Pseudo strike
22.18
IV
40.0%
B/E move
4.0%

55Δ

Calls
Pseudo strike
21.91
IV
38.3%
B/E move
4.4%
Puts
Pseudo strike
22.44
IV
37.6%
B/E move
3.2%

60Δ

Calls
Pseudo strike
21.65
IV
36.3%
B/E move
3.7%
Puts
Pseudo strike
22.70
IV
35.3%
B/E move
2.5%

65Δ

Calls
Pseudo strike
21.40
IV
34.2%
B/E move
3.0%
Puts
Pseudo strike
22.96
IV
32.9%
B/E move
1.7%

70Δ

Calls
Pseudo strike
21.14
IV
32.2%
B/E move
2.3%
Puts
Pseudo strike
23.21
IV
31.3%
B/E move
1.3%

75Δ

Calls
Pseudo strike
20.85
IV
31.2%
B/E move
1.7%
Puts
Pseudo strike
23.45
IV
29.8%
B/E move
1.0%

80Δ

Calls
Pseudo strike
20.50
IV
31.3%
B/E move
1.4%
Puts
Pseudo strike
23.69
IV
28.3%
B/E move
0.6%

Options history

No recorded observations