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ProShares Short QQQ PSQ

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Market dataready · fetched 2026-10-24T04:22:52.996Z

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 · 2026-10-24T00:00:00.144259968Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T04:22:52.798605+00:00

Share price$26.13
1D-0.4%
AH$25.94$26.02$26.09$26.17$26.245:30 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$0.16$1.25$2.33$3.42$4.51$23.35$24.63$25.90$27.18$28.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PSQ spot · $26.13PSQ PRICE$0.30$0.32$0.37$0.42$0.51$0.59$0.67$0.76$0.85$0.96$1.06$1.16$1.26$0.28$0.33$0.42$0.53$0.63$0.74$0.90$1.05$1.21$1.41$1.69$1.97$4.19
PutsExpensive1.85×
CallsExpensive1.41×
SkewBearish+6.29 pp
Implied moveBearish±$1.57
TiltBearish24.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.1140.9%12.6%24.3033.9%8.1%
25Δ27.8831.2%7.9%24.8430.4%6.2%
30Δ27.4428.8%6.4%25.2029.3%5.2%
35Δ27.0126.3%5.0%25.4729.3%4.5%
40Δ26.7725.7%4.4%25.7529.2%3.9%
45Δ26.5325.0%3.8%26.0329.2%3.2%
50Δ26.2924.4%3.2%26.3029.2%2.8%
55Δ26.0623.8%2.6%26.5729.3%2.4%
60Δ25.8622.9%2.2%26.8429.4%1.9%
65Δ25.6722.0%1.9%27.1429.7%1.5%
70Δ25.4921.0%1.6%27.5030.3%1.2%
75Δ25.3020.1%1.3%27.8631.0%0.9%
80Δ25.1119.2%0.9%30.0352.8%1.1%

20Δ

Calls
Pseudo strike
29.11
IV
40.9%
B/E move
12.6%
Puts
Pseudo strike
24.30
IV
33.9%
B/E move
8.1%

25Δ

Calls
Pseudo strike
27.88
IV
31.2%
B/E move
7.9%
Puts
Pseudo strike
24.84
IV
30.4%
B/E move
6.2%

30Δ

Calls
Pseudo strike
27.44
IV
28.8%
B/E move
6.4%
Puts
Pseudo strike
25.20
IV
29.3%
B/E move
5.2%

35Δ

Calls
Pseudo strike
27.01
IV
26.3%
B/E move
5.0%
Puts
Pseudo strike
25.47
IV
29.3%
B/E move
4.5%

40Δ

Calls
Pseudo strike
26.77
IV
25.7%
B/E move
4.4%
Puts
Pseudo strike
25.75
IV
29.2%
B/E move
3.9%

45Δ

Calls
Pseudo strike
26.53
IV
25.0%
B/E move
3.8%
Puts
Pseudo strike
26.03
IV
29.2%
B/E move
3.2%

50Δ

Calls
Pseudo strike
26.29
IV
24.4%
B/E move
3.2%
Puts
Pseudo strike
26.30
IV
29.2%
B/E move
2.8%

55Δ

Calls
Pseudo strike
26.06
IV
23.8%
B/E move
2.6%
Puts
Pseudo strike
26.57
IV
29.3%
B/E move
2.4%

60Δ

Calls
Pseudo strike
25.86
IV
22.9%
B/E move
2.2%
Puts
Pseudo strike
26.84
IV
29.4%
B/E move
1.9%

65Δ

Calls
Pseudo strike
25.67
IV
22.0%
B/E move
1.9%
Puts
Pseudo strike
27.14
IV
29.7%
B/E move
1.5%

70Δ

Calls
Pseudo strike
25.49
IV
21.0%
B/E move
1.6%
Puts
Pseudo strike
27.50
IV
30.3%
B/E move
1.2%

75Δ

Calls
Pseudo strike
25.30
IV
20.1%
B/E move
1.3%
Puts
Pseudo strike
27.86
IV
31.0%
B/E move
0.9%

80Δ

Calls
Pseudo strike
25.11
IV
19.2%
B/E move
0.9%
Puts
Pseudo strike
30.03
IV
52.8%
B/E move
1.1%

Options history

No recorded observations