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ProShares Trust ProShares Nasdaq-100 Dorsey Wright Momentum ETF QQQA

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Market dataready · fetched 2026-10-24T15:18:52.440Z

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 · 2026-10-23T20:00:00.102282046Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T15:18:52.712774+00:00

Share price$65.00
1D+1.4%
AH$63.45$64.00$64.55$65.09$65.645:30 AM6:30 AM9:00 AM1:00 PM2:00 PMQQQA
Sold putSold callAH

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$0.60$2.10$3.61$5.12$6.62$56.12$61.00$65.89$70.77$75.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QQQA spot · $65.00QQQA PRICE$0.76$0.92$1.12$1.40$1.51$2.03$2.50$2.93$3.35$3.79$5.26$6.19$1.30$1.60$1.93$2.26$2.67$3.12$3.46$3.74$4.11$4.70$5.52$6.14
PutsExpensive1.33×
CallsExpensive1.51×
SkewBearish+1.37 pp
Implied moveBearish±$5.62
TiltBearish12.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ72.1840.8%12.2%
25Δ70.1036.4%9.3%60.3446.3%9.2%
30Δ68.8534.8%7.7%61.6144.6%7.7%
35Δ67.9635.3%6.7%62.7143.4%6.5%
40Δ66.7730.9%5.1%63.7342.0%5.4%
45Δ66.2335.3%5.0%64.6841.5%4.6%
50Δ65.5237.6%4.7%65.5941.1%3.9%
55Δ64.6938.0%4.0%66.4239.3%3.1%
60Δ63.8537.7%3.4%67.1836.6%2.4%
65Δ63.0237.0%2.8%67.9234.9%1.8%
70Δ61.5445.5%2.8%68.7834.5%1.4%
75Δ60.3046.8%2.3%69.8335.0%1.0%
80Δ70.7033.6%0.7%

20Δ

Calls
Pseudo strike
72.18
IV
40.8%
B/E move
12.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
70.10
IV
36.4%
B/E move
9.3%
Puts
Pseudo strike
60.34
IV
46.3%
B/E move
9.2%

30Δ

Calls
Pseudo strike
68.85
IV
34.8%
B/E move
7.7%
Puts
Pseudo strike
61.61
IV
44.6%
B/E move
7.7%

35Δ

Calls
Pseudo strike
67.96
IV
35.3%
B/E move
6.7%
Puts
Pseudo strike
62.71
IV
43.4%
B/E move
6.5%

40Δ

Calls
Pseudo strike
66.77
IV
30.9%
B/E move
5.1%
Puts
Pseudo strike
63.73
IV
42.0%
B/E move
5.4%

45Δ

Calls
Pseudo strike
66.23
IV
35.3%
B/E move
5.0%
Puts
Pseudo strike
64.68
IV
41.5%
B/E move
4.6%

50Δ

Calls
Pseudo strike
65.52
IV
37.6%
B/E move
4.7%
Puts
Pseudo strike
65.59
IV
41.1%
B/E move
3.9%

55Δ

Calls
Pseudo strike
64.69
IV
38.0%
B/E move
4.0%
Puts
Pseudo strike
66.42
IV
39.3%
B/E move
3.1%

60Δ

Calls
Pseudo strike
63.85
IV
37.7%
B/E move
3.4%
Puts
Pseudo strike
67.18
IV
36.6%
B/E move
2.4%

65Δ

Calls
Pseudo strike
63.02
IV
37.0%
B/E move
2.8%
Puts
Pseudo strike
67.92
IV
34.9%
B/E move
1.8%

70Δ

Calls
Pseudo strike
61.54
IV
45.5%
B/E move
2.8%
Puts
Pseudo strike
68.78
IV
34.5%
B/E move
1.4%

75Δ

Calls
Pseudo strike
60.30
IV
46.8%
B/E move
2.3%
Puts
Pseudo strike
69.83
IV
35.0%
B/E move
1.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
70.70
IV
33.6%
B/E move
0.7%

Options history

No recorded observations