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ProShares Global Listed Private Equity ETF PEX

i

Market dataready · fetched 2026-11-11T13:55:15.584Z

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 · 2026-11-11T01:00:05.70962074Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:55:15.151925+00:00

Share price$23.47
1D+0.5%
AH$23.32$23.35$23.39$23.43$23.465:30 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$1.02$1.33$1.65$1.96$2.28$18.30$20.06$21.83$23.59$25.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PEX spot · $23.47PEX PRICE$1.11$1.22$1.33$1.47$1.60$1.74$1.05$1.09$1.13$1.17$1.21$1.25$1.28$1.32$1.47$1.62$1.77$1.95$2.19
PutsExpensive4.15×
Calls——
Skew——
Implied moveBearish±$2.39
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.68242.3%29.2%
25Δ18.58217.8%25.5%
30Δ19.47193.4%21.9%
35Δ20.37169.0%18.2%
40Δ21.26144.6%14.6%
45Δ22.16120.2%10.9%
50Δ23.7380.2%5.8%23.0695.7%7.3%
55Δ23.3575.7%4.7%23.9571.3%3.6%
60Δ22.9871.3%3.6%24.2767.1%2.9%
65Δ22.7067.6%3.0%24.5564.0%2.3%
70Δ22.4264.0%2.3%24.8460.9%1.7%
75Δ22.1360.4%1.7%25.1458.1%1.2%
80Δ25.4555.6%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.68
IV
242.3%
B/E move
29.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.58
IV
217.8%
B/E move
25.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.47
IV
193.4%
B/E move
21.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.37
IV
169.0%
B/E move
18.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.26
IV
144.6%
B/E move
14.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.16
IV
120.2%
B/E move
10.9%

50Δ

Calls
Pseudo strike
23.73
IV
80.2%
B/E move
5.8%
Puts
Pseudo strike
23.06
IV
95.7%
B/E move
7.3%

55Δ

Calls
Pseudo strike
23.35
IV
75.7%
B/E move
4.7%
Puts
Pseudo strike
23.95
IV
71.3%
B/E move
3.6%

60Δ

Calls
Pseudo strike
22.98
IV
71.3%
B/E move
3.6%
Puts
Pseudo strike
24.27
IV
67.1%
B/E move
2.9%

65Δ

Calls
Pseudo strike
22.70
IV
67.6%
B/E move
3.0%
Puts
Pseudo strike
24.55
IV
64.0%
B/E move
2.3%

70Δ

Calls
Pseudo strike
22.42
IV
64.0%
B/E move
2.3%
Puts
Pseudo strike
24.84
IV
60.9%
B/E move
1.7%

75Δ

Calls
Pseudo strike
22.13
IV
60.4%
B/E move
1.7%
Puts
Pseudo strike
25.14
IV
58.1%
B/E move
1.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.45
IV
55.6%
B/E move
0.9%

Options history

IV · four-Friday blend38.62%
Daily EOD
PEX33.5%36.3%39.0%2026-10-19: 34.17%2026-10-20: 33.91%2026-10-21: 34.68%2026-10-22: 34.27%2026-10-23: 35.66%2026-10-26: 38.37%2026-10-27: 37.76%2026-10-28: 37.62%2026-10-29: 37.35%2026-10-30: 38.62%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
34.17%
33.91%
34.68%
34.27%
35.66%
38.37%
37.76%
37.62%
37.35%
38.62%