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ProShares Global Listed Private Equity ETF PEX

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Market datapartial · fetched 2026-10-22T17:03:29.228Z

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 · 2026-10-22T16:53:55.124768812Z

FundamentalsAlpha Vantage · unavailable

Share price$22.26
1D+0.5%
$22.13$22.16$22.20$22.24$22.275:30 AM6:30 AM9:00 AM1:00 PMPEX
Sold putSold call

ProShares Global Listed Private Equity ETF options

Live interpolated PEX call and put midpoint premiums by absolute delta.ProShares Global Listed Private Equity ETF$0.78$1.21$1.64$2.07$2.50$18.40$20.26$22.12$23.98$25.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PEX spot · $22.26PEX PRICE$0.82$0.82$0.82$0.84$0.87$0.92$0.97$1.02$1.09$1.15$1.22$1.28$0.82$0.84$0.86$0.90$0.95$1.02$1.11$1.20$1.29$1.46$1.63$1.79$2.37
PutsExpensive3.35×
CallsExpensive3.59×
SkewBearish+4.34 pp
Implied moveBearish±$2.02
TiltBearish15.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.25102.1%21.7%
25Δ28.20100.7%30.4%19.6580.2%15.5%
30Δ25.6777.1%19.0%20.5866.0%11.4%
35Δ24.2761.4%12.8%21.2456.1%8.6%
40Δ23.4751.3%9.2%21.7349.4%6.6%
45Δ22.9043.9%6.8%22.1444.3%5.1%
50Δ22.5639.8%5.5%22.4441.3%4.2%
55Δ22.2335.7%4.2%22.7438.3%3.2%
60Δ21.9532.1%3.2%23.0335.5%2.4%
65Δ21.7829.7%2.7%23.3034.3%1.9%
70Δ21.6227.4%2.3%23.5733.1%1.5%
75Δ21.4525.0%1.8%23.8331.9%1.0%
80Δ21.2922.6%1.4%24.4735.9%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.25
IV
102.1%
B/E move
21.7%

25Δ

Calls
Pseudo strike
28.20
IV
100.7%
B/E move
30.4%
Puts
Pseudo strike
19.65
IV
80.2%
B/E move
15.5%

30Δ

Calls
Pseudo strike
25.67
IV
77.1%
B/E move
19.0%
Puts
Pseudo strike
20.58
IV
66.0%
B/E move
11.4%

35Δ

Calls
Pseudo strike
24.27
IV
61.4%
B/E move
12.8%
Puts
Pseudo strike
21.24
IV
56.1%
B/E move
8.6%

40Δ

Calls
Pseudo strike
23.47
IV
51.3%
B/E move
9.2%
Puts
Pseudo strike
21.73
IV
49.4%
B/E move
6.6%

45Δ

Calls
Pseudo strike
22.90
IV
43.9%
B/E move
6.8%
Puts
Pseudo strike
22.14
IV
44.3%
B/E move
5.1%

50Δ

Calls
Pseudo strike
22.56
IV
39.8%
B/E move
5.5%
Puts
Pseudo strike
22.44
IV
41.3%
B/E move
4.2%

55Δ

Calls
Pseudo strike
22.23
IV
35.7%
B/E move
4.2%
Puts
Pseudo strike
22.74
IV
38.3%
B/E move
3.2%

60Δ

Calls
Pseudo strike
21.95
IV
32.1%
B/E move
3.2%
Puts
Pseudo strike
23.03
IV
35.5%
B/E move
2.4%

65Δ

Calls
Pseudo strike
21.78
IV
29.7%
B/E move
2.7%
Puts
Pseudo strike
23.30
IV
34.3%
B/E move
1.9%

70Δ

Calls
Pseudo strike
21.62
IV
27.4%
B/E move
2.3%
Puts
Pseudo strike
23.57
IV
33.1%
B/E move
1.5%

75Δ

Calls
Pseudo strike
21.45
IV
25.0%
B/E move
1.8%
Puts
Pseudo strike
23.83
IV
31.9%
B/E move
1.0%

80Δ

Calls
Pseudo strike
21.29
IV
22.6%
B/E move
1.4%
Puts
Pseudo strike
24.47
IV
35.9%
B/E move
0.7%

Options history

No recorded observations