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ProShares Short QQQ PSQ

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Market datapartial · fetched 2026-10-22T21:10:36.200Z

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 · 2026-10-22T21:03:14.678219661Z

FundamentalsAlpha Vantage · unavailable

Share price$26.18
1D+1.7%
AH$25.70$25.83$25.96$26.09$26.225:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPSQ
Sold putSold callAH

ProShares Short QQQ options

Live interpolated PSQ call and put midpoint premiums by absolute delta.ProShares Short QQQ$0.12$1.40$2.69$3.97$5.26$22.96$24.35$25.75$27.14$28.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PSQ spot · $26.18PSQ PRICE$0.26$0.32$0.39$0.46$0.54$0.62$0.71$0.79$0.87$0.95$1.03$1.11$1.19$0.28$0.34$0.42$0.51$0.59$0.75$1.01$1.27$1.57$2.01$2.67$3.81$4.89
PutsExpensive2.13×
CallsExpensive1.31×
SkewBearish+11.71 pp
Implied moveBearish±$1.71
TiltBearish37.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.5632.9%10.1%24.3333.4%8.1%
25Δ27.9230.0%7.8%24.8929.7%6.2%
30Δ27.5528.9%6.7%25.2328.4%5.2%
35Δ27.1827.8%5.6%25.5227.6%4.4%
40Δ26.8726.8%4.7%25.8226.9%3.7%
45Δ26.6225.8%4.1%26.1227.5%3.1%
50Δ26.3724.9%3.4%26.4330.5%2.9%
55Δ26.1223.9%2.8%26.7533.4%2.7%
60Δ25.9122.7%2.3%27.1236.5%2.4%
65Δ25.7521.4%2.0%27.6339.7%2.1%
70Δ25.5920.0%1.7%28.3545.4%1.9%
75Δ25.4218.7%1.4%29.5254.8%1.8%
80Δ25.2617.3%1.1%30.7159.7%1.4%

20Δ

Calls
Pseudo strike
28.56
IV
32.9%
B/E move
10.1%
Puts
Pseudo strike
24.33
IV
33.4%
B/E move
8.1%

25Δ

Calls
Pseudo strike
27.92
IV
30.0%
B/E move
7.8%
Puts
Pseudo strike
24.89
IV
29.7%
B/E move
6.2%

30Δ

Calls
Pseudo strike
27.55
IV
28.9%
B/E move
6.7%
Puts
Pseudo strike
25.23
IV
28.4%
B/E move
5.2%

35Δ

Calls
Pseudo strike
27.18
IV
27.8%
B/E move
5.6%
Puts
Pseudo strike
25.52
IV
27.6%
B/E move
4.4%

40Δ

Calls
Pseudo strike
26.87
IV
26.8%
B/E move
4.7%
Puts
Pseudo strike
25.82
IV
26.9%
B/E move
3.7%

45Δ

Calls
Pseudo strike
26.62
IV
25.8%
B/E move
4.1%
Puts
Pseudo strike
26.12
IV
27.5%
B/E move
3.1%

50Δ

Calls
Pseudo strike
26.37
IV
24.9%
B/E move
3.4%
Puts
Pseudo strike
26.43
IV
30.5%
B/E move
2.9%

55Δ

Calls
Pseudo strike
26.12
IV
23.9%
B/E move
2.8%
Puts
Pseudo strike
26.75
IV
33.4%
B/E move
2.7%

60Δ

Calls
Pseudo strike
25.91
IV
22.7%
B/E move
2.3%
Puts
Pseudo strike
27.12
IV
36.5%
B/E move
2.4%

65Δ

Calls
Pseudo strike
25.75
IV
21.4%
B/E move
2.0%
Puts
Pseudo strike
27.63
IV
39.7%
B/E move
2.1%

70Δ

Calls
Pseudo strike
25.59
IV
20.0%
B/E move
1.7%
Puts
Pseudo strike
28.35
IV
45.4%
B/E move
1.9%

75Δ

Calls
Pseudo strike
25.42
IV
18.7%
B/E move
1.4%
Puts
Pseudo strike
29.52
IV
54.8%
B/E move
1.8%

80Δ

Calls
Pseudo strike
25.26
IV
17.3%
B/E move
1.1%
Puts
Pseudo strike
30.71
IV
59.7%
B/E move
1.4%

Options history

No recorded observations