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ProShares Global Listed Private Equity ETF PEX

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Market datapartial · fetched 2026-10-22T16:03:27.733Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-04-16

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 · 2026-10-22T14:34:17.24604901Z

FundamentalsAlpha Vantage · unavailable

Share price$22.14
1D+0.0%
$22.13$22.13$22.14$22.15$22.155:30 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$1.45$2.88$4.31$5.74$7.17$12.45$17.12$21.79$26.47$31.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PEX spot · $22.14PEX PRICE$1.60$1.60$1.60$1.64$1.73$2.22$2.98$3.73$4.49$5.25$6.00$6.76
PutsExpensive3.77×
CallsExpensive3.46×
SkewBearish+4.50 pp
Implied moveBearish±$6.22
TiltBearish58.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ32.5968.8%54.4%
35Δ27.9753.4%33.5%21.0349.8%15.0%
40Δ25.5443.0%22.6%22.1750.3%13.3%
45Δ24.1336.4%16.4%23.3150.8%11.6%
50Δ23.2332.3%12.7%24.4551.3%9.9%
55Δ25.5851.8%8.1%
60Δ26.7252.3%6.4%
65Δ27.8652.8%4.7%
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
32.59
IV
68.8%
B/E move
54.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
27.97
IV
53.4%
B/E move
33.5%
Puts
Pseudo strike
21.03
IV
49.8%
B/E move
15.0%

40Δ

Calls
Pseudo strike
25.54
IV
43.0%
B/E move
22.6%
Puts
Pseudo strike
22.17
IV
50.3%
B/E move
13.3%

45Δ

Calls
Pseudo strike
24.13
IV
36.4%
B/E move
16.4%
Puts
Pseudo strike
23.31
IV
50.8%
B/E move
11.6%

50Δ

Calls
Pseudo strike
23.23
IV
32.3%
B/E move
12.7%
Puts
Pseudo strike
24.45
IV
51.3%
B/E move
9.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.58
IV
51.8%
B/E move
8.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.72
IV
52.3%
B/E move
6.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.86
IV
52.8%
B/E move
4.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations