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ProShares UltraShort QQQ QID

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Market dataready · fetched 2026-10-24T04:25:11.942Z

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 · 2026-10-24T00:00:00.137908828Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T04:25:11.882108+00:00

Share price$14.55
1D-0.7%
AH$14.35$14.43$14.50$14.58$14.665:30 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$0.15$1.08$2.01$2.94$3.87$11.55$12.98$14.40$15.82$17.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QID spot · $14.55QID PRICE$0.27$0.35$0.42$0.51$0.60$0.69$0.78$0.87$0.96$1.05$1.19$1.35$1.50$0.25$0.36$0.46$0.57$0.71$0.87$1.03$1.24$1.59$1.94$2.43$2.96$3.61
PutsExpensive1.72×
CallsExpensive1.51×
SkewBearish+7.65 pp
Implied moveBearish±$1.81
TiltBearish26.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.3066.4%20.7%13.2246.9%10.9%
25Δ16.6963.8%17.1%13.4649.7%10.0%
30Δ16.1761.3%14.1%13.7052.4%9.1%
35Δ15.7659.3%11.8%13.9355.1%8.2%
40Δ15.4157.6%10.0%14.2156.4%7.3%
45Δ15.0555.8%8.2%14.5057.1%6.4%
50Δ14.7853.6%6.9%14.7857.8%5.5%
55Δ14.5351.2%5.8%15.1159.5%4.7%
60Δ14.2748.8%4.6%15.5364.0%4.2%
65Δ14.0146.5%3.5%15.9668.5%3.7%
70Δ13.7845.0%2.9%16.5372.4%3.1%
75Δ13.5443.6%2.3%17.1575.9%2.4%
80Δ13.3142.1%1.8%17.8978.7%1.8%

20Δ

Calls
Pseudo strike
17.30
IV
66.4%
B/E move
20.7%
Puts
Pseudo strike
13.22
IV
46.9%
B/E move
10.9%

25Δ

Calls
Pseudo strike
16.69
IV
63.8%
B/E move
17.1%
Puts
Pseudo strike
13.46
IV
49.7%
B/E move
10.0%

30Δ

Calls
Pseudo strike
16.17
IV
61.3%
B/E move
14.1%
Puts
Pseudo strike
13.70
IV
52.4%
B/E move
9.1%

35Δ

Calls
Pseudo strike
15.76
IV
59.3%
B/E move
11.8%
Puts
Pseudo strike
13.93
IV
55.1%
B/E move
8.2%

40Δ

Calls
Pseudo strike
15.41
IV
57.6%
B/E move
10.0%
Puts
Pseudo strike
14.21
IV
56.4%
B/E move
7.3%

45Δ

Calls
Pseudo strike
15.05
IV
55.8%
B/E move
8.2%
Puts
Pseudo strike
14.50
IV
57.1%
B/E move
6.4%

50Δ

Calls
Pseudo strike
14.78
IV
53.6%
B/E move
6.9%
Puts
Pseudo strike
14.78
IV
57.8%
B/E move
5.5%

55Δ

Calls
Pseudo strike
14.53
IV
51.2%
B/E move
5.8%
Puts
Pseudo strike
15.11
IV
59.5%
B/E move
4.7%

60Δ

Calls
Pseudo strike
14.27
IV
48.8%
B/E move
4.6%
Puts
Pseudo strike
15.53
IV
64.0%
B/E move
4.2%

65Δ

Calls
Pseudo strike
14.01
IV
46.5%
B/E move
3.5%
Puts
Pseudo strike
15.96
IV
68.5%
B/E move
3.7%

70Δ

Calls
Pseudo strike
13.78
IV
45.0%
B/E move
2.9%
Puts
Pseudo strike
16.53
IV
72.4%
B/E move
3.1%

75Δ

Calls
Pseudo strike
13.54
IV
43.6%
B/E move
2.3%
Puts
Pseudo strike
17.15
IV
75.9%
B/E move
2.4%

80Δ

Calls
Pseudo strike
13.31
IV
42.1%
B/E move
1.8%
Puts
Pseudo strike
17.89
IV
78.7%
B/E move
1.8%

Options history

No recorded observations