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ProShares Ultra QQQ QLD

i

Market dataready · fetched 2026-11-11T15:48:50.689Z

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 · 2026-11-11T15:48:47.716466306Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:48:50.017482+00:00

Share price$81.67
1D+0.5%
$80.40$80.73$81.06$81.39$81.725:30 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$0.32$2.76$5.20$7.63$10.07$69.03$74.88$80.73$86.58$92.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive QLD spot · $81.67QLD PRICE$0.59$0.79$1.02$1.25$1.55$1.90$2.29$2.68$3.04$3.43$3.91$4.60$0.96$1.28$1.54$1.75$2.14$2.68$2.92$3.61$4.25$5.02$5.98$7.00$9.37
PutsCheap0.89×
Calls——
Skew——
Implied moveBearish±$5.20
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ86.6241.9%6.8%75.5963.1%8.6%
25Δ85.7542.7%6.0%76.8163.6%7.5%
30Δ84.9243.3%5.2%78.1560.1%6.2%
35Δ84.1042.8%4.5%79.3655.1%5.0%
40Δ83.3943.8%4.0%80.3055.3%4.3%
45Δ82.6945.2%3.6%81.1558.4%3.9%
50Δ81.9846.7%3.2%82.0653.9%3.1%
55Δ81.2247.1%2.7%83.0257.0%2.8%
60Δ80.4946.2%2.3%84.0157.8%2.3%
65Δ79.7545.2%1.9%85.0958.9%2.0%
70Δ78.9845.0%1.5%86.3460.6%1.6%
75Δ78.0746.0%1.2%87.6561.2%1.3%
80Δ90.1969.6%1.0%

20Δ

Calls
Pseudo strike
86.62
IV
41.9%
B/E move
6.8%
Puts
Pseudo strike
75.59
IV
63.1%
B/E move
8.6%

25Δ

Calls
Pseudo strike
85.75
IV
42.7%
B/E move
6.0%
Puts
Pseudo strike
76.81
IV
63.6%
B/E move
7.5%

30Δ

Calls
Pseudo strike
84.92
IV
43.3%
B/E move
5.2%
Puts
Pseudo strike
78.15
IV
60.1%
B/E move
6.2%

35Δ

Calls
Pseudo strike
84.10
IV
42.8%
B/E move
4.5%
Puts
Pseudo strike
79.36
IV
55.1%
B/E move
5.0%

40Δ

Calls
Pseudo strike
83.39
IV
43.8%
B/E move
4.0%
Puts
Pseudo strike
80.30
IV
55.3%
B/E move
4.3%

45Δ

Calls
Pseudo strike
82.69
IV
45.2%
B/E move
3.6%
Puts
Pseudo strike
81.15
IV
58.4%
B/E move
3.9%

50Δ

Calls
Pseudo strike
81.98
IV
46.7%
B/E move
3.2%
Puts
Pseudo strike
82.06
IV
53.9%
B/E move
3.1%

55Δ

Calls
Pseudo strike
81.22
IV
47.1%
B/E move
2.7%
Puts
Pseudo strike
83.02
IV
57.0%
B/E move
2.8%

60Δ

Calls
Pseudo strike
80.49
IV
46.2%
B/E move
2.3%
Puts
Pseudo strike
84.01
IV
57.8%
B/E move
2.3%

65Δ

Calls
Pseudo strike
79.75
IV
45.2%
B/E move
1.9%
Puts
Pseudo strike
85.09
IV
58.9%
B/E move
2.0%

70Δ

Calls
Pseudo strike
78.98
IV
45.0%
B/E move
1.5%
Puts
Pseudo strike
86.34
IV
60.6%
B/E move
1.6%

75Δ

Calls
Pseudo strike
78.07
IV
46.0%
B/E move
1.2%
Puts
Pseudo strike
87.65
IV
61.2%
B/E move
1.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
90.19
IV
69.6%
B/E move
1.0%

Options history

IV · four-Friday blend48.59%
Daily EOD
QLD40.0%44.6%49.2%2026-10-19: 40.60%2026-10-20: 41.88%2026-10-21: 41.67%2026-10-22: 45.19%2026-10-23: 45.88%2026-10-26: 43.97%2026-10-27: 42.94%2026-10-28: 41.90%2026-10-29: 42.10%2026-10-30: 48.59%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
40.60%
41.88%
41.67%
45.19%
45.88%
43.97%
42.94%
41.90%
42.10%
48.59%