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ProShares Trust UltraShort Lehman 7-10 Year Treasury PST

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Market dataready · fetched 2026-10-23T02:23:29.470Z

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 · 2026-10-23T00:00:00.126582538Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T02:23:27.778818+00:00

Share price$24.26
1D-0.6%
AH$24.20$24.25$24.31$24.36$24.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPST
Sold putSold callAH

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$0.82$1.37$1.92$2.48$3.03$19.20$21.53$23.87$26.20$28.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PST spot · $24.26PST PRICE$0.88$0.88$0.89$0.92$0.96$1.05$1.13$1.24$1.37$1.50$1.63$0.88$0.88$0.89$0.93$0.99$1.25$1.83$2.18$2.32$2.49$2.87
PutsExpensive3.08×
CallsExpensive2.96×
SkewBearish+11.38 pp
Implied moveBearish±$2.87
TiltBearish16.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.99100.0%21.2%
25Δ30.4898.4%29.3%21.5077.5%15.0%
30Δ27.8275.2%18.3%22.5062.9%10.9%
35Δ26.4261.1%12.6%23.2053.5%8.2%
40Δ25.5852.0%9.2%23.7047.6%6.4%
45Δ24.9445.0%6.8%24.2148.2%5.3%
50Δ24.5641.7%5.6%24.7558.7%5.5%
55Δ24.1938.5%4.4%25.2261.3%5.0%
60Δ23.8636.1%3.5%25.6356.8%3.9%
65Δ23.5934.4%2.9%26.0552.6%2.8%
70Δ23.3232.7%2.3%26.5852.0%2.3%
75Δ23.0431.0%1.7%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.99
IV
100.0%
B/E move
21.2%

25Δ

Calls
Pseudo strike
30.48
IV
98.4%
B/E move
29.3%
Puts
Pseudo strike
21.50
IV
77.5%
B/E move
15.0%

30Δ

Calls
Pseudo strike
27.82
IV
75.2%
B/E move
18.3%
Puts
Pseudo strike
22.50
IV
62.9%
B/E move
10.9%

35Δ

Calls
Pseudo strike
26.42
IV
61.1%
B/E move
12.6%
Puts
Pseudo strike
23.20
IV
53.5%
B/E move
8.2%

40Δ

Calls
Pseudo strike
25.58
IV
52.0%
B/E move
9.2%
Puts
Pseudo strike
23.70
IV
47.6%
B/E move
6.4%

45Δ

Calls
Pseudo strike
24.94
IV
45.0%
B/E move
6.8%
Puts
Pseudo strike
24.21
IV
48.2%
B/E move
5.3%

50Δ

Calls
Pseudo strike
24.56
IV
41.7%
B/E move
5.6%
Puts
Pseudo strike
24.75
IV
58.7%
B/E move
5.5%

55Δ

Calls
Pseudo strike
24.19
IV
38.5%
B/E move
4.4%
Puts
Pseudo strike
25.22
IV
61.3%
B/E move
5.0%

60Δ

Calls
Pseudo strike
23.86
IV
36.1%
B/E move
3.5%
Puts
Pseudo strike
25.63
IV
56.8%
B/E move
3.9%

65Δ

Calls
Pseudo strike
23.59
IV
34.4%
B/E move
2.9%
Puts
Pseudo strike
26.05
IV
52.6%
B/E move
2.8%

70Δ

Calls
Pseudo strike
23.32
IV
32.7%
B/E move
2.3%
Puts
Pseudo strike
26.58
IV
52.0%
B/E move
2.3%

75Δ

Calls
Pseudo strike
23.04
IV
31.0%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

80Δ

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

Options history

No recorded observations