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ProShares Trust ProShares Nasdaq-100 Dorsey Wright Momentum ETF QQQA

i

Market dataready · fetched 2026-11-13T18:53:32.205Z

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 · 2026-11-13T18:49:42.118186805Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T18:53:31.737388+00:00

Share price$57.39
1D-1.8%
$56.50$57.02$57.55$58.07$58.595:30 AM6:30 AM9:00 AM1:00 PMQQQA
Sold putSold call

ProShares Trust ProShares Nasdaq-100 Dorsey Wright Momentum ETF options

Live interpolated QQQA call and put midpoint premiums by absolute delta.ProShares Trust ProShares Nasdaq-100 Dorsey Wright Momentum ETF$0.79$1.54$2.29$3.03$3.78$53.63$55.71$57.80$59.88$61.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive QQQA spot · $57.39QQQA PRICE$1.06$1.25$1.44$1.74$2.07$2.41$2.75$3.11$0.87$1.06$1.29$1.69$2.09$2.45$2.81$3.17$3.39$3.56
Puts——
Calls——
Skew——
Implied moveBearish±$2.94
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ56.1844.6%3.6%
40Δ56.6444.5%3.1%
45Δ57.9340.4%2.8%57.1145.5%2.7%
50Δ57.5340.4%2.4%57.6150.0%2.6%
55Δ57.1240.3%2.0%58.1353.3%2.3%
60Δ56.6640.8%1.8%58.7053.0%2.0%
65Δ56.1841.6%1.5%59.2652.7%1.6%
70Δ55.7042.4%1.3%59.8352.3%1.3%
75Δ55.2243.2%1.0%60.2449.1%1.0%
80Δ54.7242.8%0.8%60.5844.5%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.18
IV
44.6%
B/E move
3.6%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.64
IV
44.5%
B/E move
3.1%

45Δ

Calls
Pseudo strike
57.93
IV
40.4%
B/E move
2.8%
Puts
Pseudo strike
57.11
IV
45.5%
B/E move
2.7%

50Δ

Calls
Pseudo strike
57.53
IV
40.4%
B/E move
2.4%
Puts
Pseudo strike
57.61
IV
50.0%
B/E move
2.6%

55Δ

Calls
Pseudo strike
57.12
IV
40.3%
B/E move
2.0%
Puts
Pseudo strike
58.13
IV
53.3%
B/E move
2.3%

60Δ

Calls
Pseudo strike
56.66
IV
40.8%
B/E move
1.8%
Puts
Pseudo strike
58.70
IV
53.0%
B/E move
2.0%

65Δ

Calls
Pseudo strike
56.18
IV
41.6%
B/E move
1.5%
Puts
Pseudo strike
59.26
IV
52.7%
B/E move
1.6%

70Δ

Calls
Pseudo strike
55.70
IV
42.4%
B/E move
1.3%
Puts
Pseudo strike
59.83
IV
52.3%
B/E move
1.3%

75Δ

Calls
Pseudo strike
55.22
IV
43.2%
B/E move
1.0%
Puts
Pseudo strike
60.24
IV
49.1%
B/E move
1.0%

80Δ

Calls
Pseudo strike
54.72
IV
42.8%
B/E move
0.8%
Puts
Pseudo strike
60.58
IV
44.5%
B/E move
0.7%

Options history

IV · four-Friday blend31.88%
Daily EOD
QQQA30.5%40.2%49.9%2026-10-19: 39.90%2026-10-20: 32.62%2026-10-21: 42.04%2026-10-22: 41.08%2026-10-23: 40.93%2026-10-26: 47.61%2026-10-27: 32.68%2026-10-28: 32.12%2026-10-29: 48.56%2026-10-30: 31.88%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
39.90%
32.62%
42.04%
41.08%
40.93%
47.61%
32.68%
32.12%
48.56%
31.88%