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ProShares Ultra QQQ QLD

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Market datapartial · fetched 2026-10-22T15:36:32.902Z

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 · 2026-10-22T15:36:24.903120959Z

FundamentalsAlpha Vantage · unavailable

Share price$87.18
1D-1.7%
$86.70$87.27$87.84$88.40$88.975:30 AM6:30 AM9:00 AM1:00 PMQLD
Sold putSold call

ProShares Ultra QQQ options

Live interpolated QLD call and put midpoint premiums by absolute delta.ProShares Ultra QQQ$0.74$4.23$7.72$11.21$14.70$72.66$80.67$88.69$96.70$104.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QLD spot · $87.18QLD PRICE$1.11$1.48$1.96$2.51$3.09$3.64$4.49$5.25$6.49$7.83$9.30$11.14$13.70$1.66$2.24$2.75$3.34$3.77$4.27$4.83$5.59$5.89$6.93$7.13$8.74$9.32
PutsExpensive1.22×
CallsExpensive1.48×
SkewBullish-5.48 pp
Implied moveBearish±$9.32
TiltBullish4.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ97.4642.6%13.1%77.5455.9%13.0%
25Δ95.5642.7%11.3%79.5956.2%11.3%
30Δ94.1544.6%10.2%81.7054.0%9.4%
35Δ92.7946.6%9.3%83.4753.1%8.1%
40Δ91.2547.4%8.2%85.2249.6%6.6%
45Δ89.6947.0%7.0%86.7847.1%5.4%
50Δ88.3249.8%6.5%88.1745.3%4.4%
55Δ86.7650.2%5.5%89.5545.0%3.7%
60Δ85.1254.3%5.1%90.6441.1%2.8%
65Δ83.2557.3%4.5%92.1241.7%2.3%
70Δ81.2059.8%3.8%92.9437.5%1.6%
75Δ78.8263.0%3.2%94.8439.4%1.2%
80Δ75.7868.2%2.6%95.8436.4%0.8%

20Δ

Calls
Pseudo strike
97.46
IV
42.6%
B/E move
13.1%
Puts
Pseudo strike
77.54
IV
55.9%
B/E move
13.0%

25Δ

Calls
Pseudo strike
95.56
IV
42.7%
B/E move
11.3%
Puts
Pseudo strike
79.59
IV
56.2%
B/E move
11.3%

30Δ

Calls
Pseudo strike
94.15
IV
44.6%
B/E move
10.2%
Puts
Pseudo strike
81.70
IV
54.0%
B/E move
9.4%

35Δ

Calls
Pseudo strike
92.79
IV
46.6%
B/E move
9.3%
Puts
Pseudo strike
83.47
IV
53.1%
B/E move
8.1%

40Δ

Calls
Pseudo strike
91.25
IV
47.4%
B/E move
8.2%
Puts
Pseudo strike
85.22
IV
49.6%
B/E move
6.6%

45Δ

Calls
Pseudo strike
89.69
IV
47.0%
B/E move
7.0%
Puts
Pseudo strike
86.78
IV
47.1%
B/E move
5.4%

50Δ

Calls
Pseudo strike
88.32
IV
49.8%
B/E move
6.5%
Puts
Pseudo strike
88.17
IV
45.3%
B/E move
4.4%

55Δ

Calls
Pseudo strike
86.76
IV
50.2%
B/E move
5.5%
Puts
Pseudo strike
89.55
IV
45.0%
B/E move
3.7%

60Δ

Calls
Pseudo strike
85.12
IV
54.3%
B/E move
5.1%
Puts
Pseudo strike
90.64
IV
41.1%
B/E move
2.8%

65Δ

Calls
Pseudo strike
83.25
IV
57.3%
B/E move
4.5%
Puts
Pseudo strike
92.12
IV
41.7%
B/E move
2.3%

70Δ

Calls
Pseudo strike
81.20
IV
59.8%
B/E move
3.8%
Puts
Pseudo strike
92.94
IV
37.5%
B/E move
1.6%

75Δ

Calls
Pseudo strike
78.82
IV
63.0%
B/E move
3.2%
Puts
Pseudo strike
94.84
IV
39.4%
B/E move
1.2%

80Δ

Calls
Pseudo strike
75.78
IV
68.2%
B/E move
2.6%
Puts
Pseudo strike
95.84
IV
36.4%
B/E move
0.8%

Options history

No recorded observations