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ProShares Trust ProShares Nasdaq-100 Dorsey Wright Momentum ETF QQQA

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Market datapartial · fetched 2026-10-22T18:25:40.982Z

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 · 2026-10-22T18:14:57.683807083Z

FundamentalsAlpha Vantage · unavailable

Share price$63.97
1D-3.3%
$63.76$64.40$65.04$65.67$66.315:30 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$0.44$2.06$3.68$5.30$6.93$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEQQQA PRICE$0.61$0.81$1.00$5.53$6.46
PutsExpensive1.13×
CallsExpensive1.26×
SkewBearish+2.47 pp
Implied move——
TiltBearish66.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ69.4630.1%9.5%
25Δ68.4430.0%8.2%
30Δ67.4130.0%6.9%
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ68.8333.0%1.1%
80Δ69.9632.0%0.7%

20Δ

Calls
Pseudo strike
69.46
IV
30.1%
B/E move
9.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
68.44
IV
30.0%
B/E move
8.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
67.41
IV
30.0%
B/E move
6.9%
Puts
Pseudo strike
IV
B/E move

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
68.83
IV
33.0%
B/E move
1.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
69.96
IV
32.0%
B/E move
0.7%

Options history

No recorded observations