IntraAlpha
Create free account Start free

ProShares Short QQQ PSQ

i

Market dataready · fetched 2026-11-11T14:09:27.750Z

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 · 2026-11-11T14:06:12.231833098Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:09:26.238170+00:00

Share price$26.65
1D+0.0%
$26.62$26.63$26.65$26.66$26.675:30 AM6:30 AM9:00 AM1:00 PMPSQ
Sold putSold call

ProShares Short QQQ options

Live interpolated PSQ call and put midpoint premiums by absolute delta.ProShares Short QQQ$0.04$0.80$1.56$2.32$3.08$24.85$25.87$26.89$27.91$28.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive PSQ spot · $26.65PSQ PRICE$0.20$0.25$0.33$0.41$0.49$0.59$0.81$1.02$1.24$1.59$2.11$2.86$0.12$0.15$0.18$0.21$0.24$0.27$0.29$0.32$0.35$0.38
Puts——
Calls——
Skew——
Implied moveBullish±$1.07
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.3943.8%7.3%
25Δ27.9240.7%5.7%26.0819.6%2.6%
30Δ27.6841.0%5.1%26.1818.8%2.4%
35Δ27.4441.2%4.5%26.2718.0%2.1%
40Δ27.1941.5%3.9%26.3617.2%1.9%
45Δ26.9542.6%3.3%26.4616.4%1.6%
50Δ26.6847.3%3.1%26.5515.6%1.4%
55Δ26.4152.0%2.9%26.6514.8%1.1%
60Δ26.1456.7%2.7%26.7414.0%0.9%
65Δ25.7564.4%2.6%26.8313.2%0.6%
70Δ25.2075.8%2.5%26.9312.4%0.4%
75Δ24.4292.0%2.4%
80Δ

20Δ

Calls
Pseudo strike
28.39
IV
43.8%
B/E move
7.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
27.92
IV
40.7%
B/E move
5.7%
Puts
Pseudo strike
26.08
IV
19.6%
B/E move
2.6%

30Δ

Calls
Pseudo strike
27.68
IV
41.0%
B/E move
5.1%
Puts
Pseudo strike
26.18
IV
18.8%
B/E move
2.4%

35Δ

Calls
Pseudo strike
27.44
IV
41.2%
B/E move
4.5%
Puts
Pseudo strike
26.27
IV
18.0%
B/E move
2.1%

40Δ

Calls
Pseudo strike
27.19
IV
41.5%
B/E move
3.9%
Puts
Pseudo strike
26.36
IV
17.2%
B/E move
1.9%

45Δ

Calls
Pseudo strike
26.95
IV
42.6%
B/E move
3.3%
Puts
Pseudo strike
26.46
IV
16.4%
B/E move
1.6%

50Δ

Calls
Pseudo strike
26.68
IV
47.3%
B/E move
3.1%
Puts
Pseudo strike
26.55
IV
15.6%
B/E move
1.4%

55Δ

Calls
Pseudo strike
26.41
IV
52.0%
B/E move
2.9%
Puts
Pseudo strike
26.65
IV
14.8%
B/E move
1.1%

60Δ

Calls
Pseudo strike
26.14
IV
56.7%
B/E move
2.7%
Puts
Pseudo strike
26.74
IV
14.0%
B/E move
0.9%

65Δ

Calls
Pseudo strike
25.75
IV
64.4%
B/E move
2.6%
Puts
Pseudo strike
26.83
IV
13.2%
B/E move
0.6%

70Δ

Calls
Pseudo strike
25.20
IV
75.8%
B/E move
2.5%
Puts
Pseudo strike
26.93
IV
12.4%
B/E move
0.4%

75Δ

Calls
Pseudo strike
24.42
IV
92.0%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

80Δ

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

Options history

IV · four-Friday blend27.43%
Daily EOD
PSQ22.2%25.0%27.8%2026-10-19: 23.59%2026-10-20: 22.95%2026-10-21: 22.58%2026-10-22: 26.41%2026-10-23: 26.01%2026-10-26: 25.08%2026-10-27: 23.22%2026-10-28: 24.48%2026-10-29: 23.21%2026-10-30: 27.43%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
23.59%
22.95%
22.58%
26.41%
26.01%
25.08%
23.22%
24.48%
23.21%
27.43%