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ProShares UltraShort QQQ QID

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Market dataready · fetched 2026-11-12T02:42:30.962Z

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 · 2026-11-12T01:00:00.139742605Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:42:30.412293+00:00

Share price$14.86
1D-0.5%
AH$14.58$14.72$14.87$15.01$15.155:30 AM6:30 AM9:00 AM1:00 PM2:00 PMQID
Sold putSold callAH

ProShares UltraShort QQQ options

Live interpolated QID call and put midpoint premiums by absolute delta.ProShares UltraShort QQQ$0.08$0.50$0.92$1.34$1.75$12.82$14.03$15.24$16.44$17.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QID spot · $14.86QID PRICE$0.20$0.24$0.28$0.32$0.36$0.40$0.47$0.56$0.64$0.73$0.82$0.91$1.00$0.13$0.19$0.26$0.32$0.39$0.45$0.52$0.63$0.78$0.93$1.08$1.24$1.63
PutsCheap0.78×
CallsCheap0.87×
SkewBullish-3.98 pp
Implied moveBearish±$0.99
TiltBearish10.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.7380.5%13.9%14.0147.3%6.6%
25Δ16.1972.1%10.6%14.1648.0%6.0%
30Δ15.8566.4%8.5%14.3148.7%5.4%
35Δ15.6062.3%7.2%14.4749.4%4.8%
40Δ15.3658.1%5.8%14.6250.1%4.2%
45Δ15.1254.0%4.5%14.7750.8%3.6%
50Δ14.9251.6%3.6%14.9251.5%3.1%
55Δ14.7750.9%3.1%15.1052.6%2.6%
60Δ14.6250.2%2.7%15.3154.1%2.2%
65Δ14.4749.5%2.3%15.5155.5%1.9%
70Δ14.3148.9%1.8%15.7157.0%1.6%
75Δ14.1648.2%1.4%15.9258.4%1.2%
80Δ14.0147.5%1.0%16.3565.1%1.0%

20Δ

Calls
Pseudo strike
16.73
IV
80.5%
B/E move
13.9%
Puts
Pseudo strike
14.01
IV
47.3%
B/E move
6.6%

25Δ

Calls
Pseudo strike
16.19
IV
72.1%
B/E move
10.6%
Puts
Pseudo strike
14.16
IV
48.0%
B/E move
6.0%

30Δ

Calls
Pseudo strike
15.85
IV
66.4%
B/E move
8.5%
Puts
Pseudo strike
14.31
IV
48.7%
B/E move
5.4%

35Δ

Calls
Pseudo strike
15.60
IV
62.3%
B/E move
7.2%
Puts
Pseudo strike
14.47
IV
49.4%
B/E move
4.8%

40Δ

Calls
Pseudo strike
15.36
IV
58.1%
B/E move
5.8%
Puts
Pseudo strike
14.62
IV
50.1%
B/E move
4.2%

45Δ

Calls
Pseudo strike
15.12
IV
54.0%
B/E move
4.5%
Puts
Pseudo strike
14.77
IV
50.8%
B/E move
3.6%

50Δ

Calls
Pseudo strike
14.92
IV
51.6%
B/E move
3.6%
Puts
Pseudo strike
14.92
IV
51.5%
B/E move
3.1%

55Δ

Calls
Pseudo strike
14.77
IV
50.9%
B/E move
3.1%
Puts
Pseudo strike
15.10
IV
52.6%
B/E move
2.6%

60Δ

Calls
Pseudo strike
14.62
IV
50.2%
B/E move
2.7%
Puts
Pseudo strike
15.31
IV
54.1%
B/E move
2.2%

65Δ

Calls
Pseudo strike
14.47
IV
49.5%
B/E move
2.3%
Puts
Pseudo strike
15.51
IV
55.5%
B/E move
1.9%

70Δ

Calls
Pseudo strike
14.31
IV
48.9%
B/E move
1.8%
Puts
Pseudo strike
15.71
IV
57.0%
B/E move
1.6%

75Δ

Calls
Pseudo strike
14.16
IV
48.2%
B/E move
1.4%
Puts
Pseudo strike
15.92
IV
58.4%
B/E move
1.2%

80Δ

Calls
Pseudo strike
14.01
IV
47.5%
B/E move
1.0%
Puts
Pseudo strike
16.35
IV
65.1%
B/E move
1.0%

Options history

IV · four-Friday blend54.68%
Daily EOD
QID43.1%49.3%55.5%2026-10-19: 45.44%2026-10-20: 45.78%2026-10-21: 43.98%2026-10-22: 51.20%2026-10-23: 49.77%2026-10-26: 50.40%2026-10-27: 44.75%2026-10-28: 46.91%2026-10-29: 46.05%2026-10-30: 54.68%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
45.44%
45.78%
43.98%
51.20%
49.77%
50.40%
44.75%
46.91%
46.05%
54.68%