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ProShares Short QQQ PSQ

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Market dataready · fetched 2026-10-22T12:55:33.411Z

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 · 2026-10-22T12:54:20.040103726Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T12:55:31.390513+00:00

Share price$25.78
1D+0.1%
$25.74$25.75$25.77$25.78$25.795:30 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$0.01$1.87$3.73$5.59$7.45$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEPSQ PRICE$0.21$0.23$0.27$0.32$0.37$0.41$0.26$0.32$0.39$0.51$0.65$0.79$0.93$1.18$1.46$1.78$2.55$4.04$6.91
PutsExpensive2.20×
CallsExpensive1.11×
SkewBearish+16.82 pp
Implied move——
TiltBearish84.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.7027.1%8.3%24.0931.1%7.6%
25Δ26.9921.5%5.6%24.5029.0%6.2%
30Δ26.7620.5%4.9%24.9126.9%4.9%
35Δ26.5319.4%4.1%25.2027.2%4.2%
40Δ26.3018.3%3.4%25.4528.1%3.8%
45Δ26.0717.2%2.7%25.7029.1%3.3%
50Δ25.9630.1%2.9%
55Δ26.3031.9%2.6%
60Δ26.6634.0%2.3%
65Δ27.0536.4%2.0%
70Δ27.8544.2%1.9%
75Δ29.3458.2%1.9%
80Δ32.2081.0%1.9%

20Δ

Calls
Pseudo strike
27.70
IV
27.1%
B/E move
8.3%
Puts
Pseudo strike
24.09
IV
31.1%
B/E move
7.6%

25Δ

Calls
Pseudo strike
26.99
IV
21.5%
B/E move
5.6%
Puts
Pseudo strike
24.50
IV
29.0%
B/E move
6.2%

30Δ

Calls
Pseudo strike
26.76
IV
20.5%
B/E move
4.9%
Puts
Pseudo strike
24.91
IV
26.9%
B/E move
4.9%

35Δ

Calls
Pseudo strike
26.53
IV
19.4%
B/E move
4.1%
Puts
Pseudo strike
25.20
IV
27.2%
B/E move
4.2%

40Δ

Calls
Pseudo strike
26.30
IV
18.3%
B/E move
3.4%
Puts
Pseudo strike
25.45
IV
28.1%
B/E move
3.8%

45Δ

Calls
Pseudo strike
26.07
IV
17.2%
B/E move
2.7%
Puts
Pseudo strike
25.70
IV
29.1%
B/E move
3.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.96
IV
30.1%
B/E move
2.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.30
IV
31.9%
B/E move
2.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.66
IV
34.0%
B/E move
2.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.05
IV
36.4%
B/E move
2.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.85
IV
44.2%
B/E move
1.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.34
IV
58.2%
B/E move
1.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.20
IV
81.0%
B/E move
1.9%

Options history

No recorded observations