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ProShares Ultra QQQ QLD

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Market datapartial · fetched 2026-10-23T16:47:59.916Z

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 · 2026-10-23T16:47:49.663760729Z

FundamentalsAlpha Vantage · unavailable

Share price$87.02
1D+1.4%
$85.46$85.93$86.39$86.85$87.325:30 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$0.66$4.30$7.93$11.57$15.20$70.68$79.24$87.80$96.36$104.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QLD spot · $87.02QLD PRICE$1.06$1.43$1.82$2.33$2.77$3.26$3.99$4.80$5.42$6.44$7.52$8.42$10.46$1.90$2.25$2.84$3.39$3.83$4.74$5.76$6.41$7.22$8.27$9.92$11.39$14.15
PutsExpensive1.44×
CallsExpensive1.29×
SkewBearish+8.95 pp
Implied moveBearish±$9.75
TiltBearish15.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ96.7541.3%12.4%76.2964.6%14.5%
25Δ95.0842.2%10.9%79.3657.7%11.4%
30Δ93.4142.1%9.4%81.3656.8%9.8%
35Δ92.1343.7%8.5%83.2754.8%8.2%
40Δ90.6143.1%7.3%85.0551.2%6.7%
45Δ89.2242.8%6.3%86.6352.8%5.9%
50Δ87.9544.7%5.7%88.2754.3%5.2%
55Δ86.6146.5%5.0%89.7951.9%4.2%
60Δ85.2145.4%4.2%91.3150.3%3.4%
65Δ83.7147.1%3.6%92.9449.9%2.7%
70Δ82.1248.0%3.0%95.0351.5%2.2%
75Δ80.6446.8%2.3%96.9951.1%1.6%
80Δ78.2751.0%2.0%100.1254.0%1.2%

20Δ

Calls
Pseudo strike
96.75
IV
41.3%
B/E move
12.4%
Puts
Pseudo strike
76.29
IV
64.6%
B/E move
14.5%

25Δ

Calls
Pseudo strike
95.08
IV
42.2%
B/E move
10.9%
Puts
Pseudo strike
79.36
IV
57.7%
B/E move
11.4%

30Δ

Calls
Pseudo strike
93.41
IV
42.1%
B/E move
9.4%
Puts
Pseudo strike
81.36
IV
56.8%
B/E move
9.8%

35Δ

Calls
Pseudo strike
92.13
IV
43.7%
B/E move
8.5%
Puts
Pseudo strike
83.27
IV
54.8%
B/E move
8.2%

40Δ

Calls
Pseudo strike
90.61
IV
43.1%
B/E move
7.3%
Puts
Pseudo strike
85.05
IV
51.2%
B/E move
6.7%

45Δ

Calls
Pseudo strike
89.22
IV
42.8%
B/E move
6.3%
Puts
Pseudo strike
86.63
IV
52.8%
B/E move
5.9%

50Δ

Calls
Pseudo strike
87.95
IV
44.7%
B/E move
5.7%
Puts
Pseudo strike
88.27
IV
54.3%
B/E move
5.2%

55Δ

Calls
Pseudo strike
86.61
IV
46.5%
B/E move
5.0%
Puts
Pseudo strike
89.79
IV
51.9%
B/E move
4.2%

60Δ

Calls
Pseudo strike
85.21
IV
45.4%
B/E move
4.2%
Puts
Pseudo strike
91.31
IV
50.3%
B/E move
3.4%

65Δ

Calls
Pseudo strike
83.71
IV
47.1%
B/E move
3.6%
Puts
Pseudo strike
92.94
IV
49.9%
B/E move
2.7%

70Δ

Calls
Pseudo strike
82.12
IV
48.0%
B/E move
3.0%
Puts
Pseudo strike
95.03
IV
51.5%
B/E move
2.2%

75Δ

Calls
Pseudo strike
80.64
IV
46.8%
B/E move
2.3%
Puts
Pseudo strike
96.99
IV
51.1%
B/E move
1.6%

80Δ

Calls
Pseudo strike
78.27
IV
51.0%
B/E move
2.0%
Puts
Pseudo strike
100.12
IV
54.0%
B/E move
1.2%

Options history

No recorded observations