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ProShares UltraShort QQQ QID

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Market datapartial · fetched 2026-10-22T22:08:33.365Z

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 · 2026-10-22T22:00:00.028519361Z

FundamentalsAlpha Vantage · unavailable

Share price$14.55
1D+2.8%
AH$14.09$14.23$14.36$14.50$14.635:30 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$0.09$1.48$2.88$4.27$5.67$11.64$13.02$14.41$15.79$17.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QID spot · $14.55QID PRICE$0.28$0.35$0.42$0.50$0.57$0.65$0.75$0.84$0.94$1.04$1.19$1.34$1.49$0.24$0.34$0.44$0.53$0.67$0.82$0.97$1.14$1.38$1.63$2.10$3.53$5.27
PutsExpensive1.64×
CallsExpensive1.40×
SkewBearish+7.04 pp
Implied moveBearish±$1.72
TiltBearish29.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.6369.2%23.1%13.2743.1%10.4%
25Δ16.6961.5%17.1%13.5045.5%9.5%
30Δ16.1759.1%14.1%13.7347.9%8.6%
35Δ15.7556.3%11.7%13.9650.3%7.7%
40Δ15.3853.5%9.7%14.2351.3%6.9%
45Δ15.0150.6%7.6%14.5052.0%6.0%
50Δ14.7649.1%6.6%14.7752.7%5.2%
55Δ14.5147.6%5.6%15.0553.5%4.4%
60Δ14.2646.2%4.5%15.3954.6%3.7%
65Δ14.0244.7%3.5%15.7355.7%3.1%
70Δ13.7843.3%2.9%16.2761.0%2.6%
75Δ13.5541.9%2.4%17.6984.0%2.7%
80Δ13.3240.5%1.8%19.46103.0%2.4%

20Δ

Calls
Pseudo strike
17.63
IV
69.2%
B/E move
23.1%
Puts
Pseudo strike
13.27
IV
43.1%
B/E move
10.4%

25Δ

Calls
Pseudo strike
16.69
IV
61.5%
B/E move
17.1%
Puts
Pseudo strike
13.50
IV
45.5%
B/E move
9.5%

30Δ

Calls
Pseudo strike
16.17
IV
59.1%
B/E move
14.1%
Puts
Pseudo strike
13.73
IV
47.9%
B/E move
8.6%

35Δ

Calls
Pseudo strike
15.75
IV
56.3%
B/E move
11.7%
Puts
Pseudo strike
13.96
IV
50.3%
B/E move
7.7%

40Δ

Calls
Pseudo strike
15.38
IV
53.5%
B/E move
9.7%
Puts
Pseudo strike
14.23
IV
51.3%
B/E move
6.9%

45Δ

Calls
Pseudo strike
15.01
IV
50.6%
B/E move
7.6%
Puts
Pseudo strike
14.50
IV
52.0%
B/E move
6.0%

50Δ

Calls
Pseudo strike
14.76
IV
49.1%
B/E move
6.6%
Puts
Pseudo strike
14.77
IV
52.7%
B/E move
5.2%

55Δ

Calls
Pseudo strike
14.51
IV
47.6%
B/E move
5.6%
Puts
Pseudo strike
15.05
IV
53.5%
B/E move
4.4%

60Δ

Calls
Pseudo strike
14.26
IV
46.2%
B/E move
4.5%
Puts
Pseudo strike
15.39
IV
54.6%
B/E move
3.7%

65Δ

Calls
Pseudo strike
14.02
IV
44.7%
B/E move
3.5%
Puts
Pseudo strike
15.73
IV
55.7%
B/E move
3.1%

70Δ

Calls
Pseudo strike
13.78
IV
43.3%
B/E move
2.9%
Puts
Pseudo strike
16.27
IV
61.0%
B/E move
2.6%

75Δ

Calls
Pseudo strike
13.55
IV
41.9%
B/E move
2.4%
Puts
Pseudo strike
17.69
IV
84.0%
B/E move
2.7%

80Δ

Calls
Pseudo strike
13.32
IV
40.5%
B/E move
1.8%
Puts
Pseudo strike
19.46
IV
103.0%
B/E move
2.4%

Options history

No recorded observations