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ProShares Trust UltraShort Lehman 7-10 Year Treasury PST

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Market dataready · fetched 2026-11-12T14:57:00.007Z

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 · 2026-11-12T14:41:29.78553242Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T14:56:59.232696+00:00

Share price$24.53
1D+0.0%
$24.52$24.52$24.53$24.53$24.545:30 AM6:30 AM9:00 AM1:00 PMPST
Sold putSold call

ProShares Trust UltraShort Lehman 7-10 Year Treasury options

Live interpolated PST call and put midpoint premiums by absolute delta.ProShares Trust UltraShort Lehman 7-10 Year Treasury$0.79$1.37$1.96$2.55$3.14$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEPST PRICE$0.85$0.85$0.85$0.85$0.85$0.85$0.85$0.85$0.93$1.03$1.13$1.23$1.39$1.92$2.44$2.97
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.01188.1%21.9%
25Δ30.39175.5%27.4%21.71141.1%14.9%
30Δ28.88147.7%21.2%22.78111.4%10.6%
35Δ27.62123.0%16.1%23.33100.2%8.7%
40Δ26.3798.2%11.0%23.7693.5%7.3%
45Δ25.1173.5%5.8%24.1986.8%6.0%
50Δ24.6280.1%4.7%
55Δ25.0775.2%3.4%
60Δ25.6783.7%3.1%
65Δ26.2892.1%2.8%
70Δ26.88100.6%2.5%
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.01
IV
188.1%
B/E move
21.9%

25Δ

Calls
Pseudo strike
30.39
IV
175.5%
B/E move
27.4%
Puts
Pseudo strike
21.71
IV
141.1%
B/E move
14.9%

30Δ

Calls
Pseudo strike
28.88
IV
147.7%
B/E move
21.2%
Puts
Pseudo strike
22.78
IV
111.4%
B/E move
10.6%

35Δ

Calls
Pseudo strike
27.62
IV
123.0%
B/E move
16.1%
Puts
Pseudo strike
23.33
IV
100.2%
B/E move
8.7%

40Δ

Calls
Pseudo strike
26.37
IV
98.2%
B/E move
11.0%
Puts
Pseudo strike
23.76
IV
93.5%
B/E move
7.3%

45Δ

Calls
Pseudo strike
25.11
IV
73.5%
B/E move
5.8%
Puts
Pseudo strike
24.19
IV
86.8%
B/E move
6.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.62
IV
80.1%
B/E move
4.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.07
IV
75.2%
B/E move
3.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.67
IV
83.7%
B/E move
3.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.28
IV
92.1%
B/E move
2.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.88
IV
100.6%
B/E move
2.5%

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

IV · four-Friday blend46.28%
Daily EOD
PST38.7%93.8%148.9%2026-10-19: 141.29%2026-10-20: 56.61%2026-10-21: 47.95%2026-10-22: 49.17%2026-10-23: 76.90%2026-10-26: 133.85%2026-10-27: 124.34%2026-10-28: 131.12%2026-10-29: 72.36%2026-10-30: 46.28%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
141.29%
56.61%
47.95%
49.17%
76.90%
133.85%
124.34%
131.12%
72.36%
46.28%