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ProShares Trust ProShares Nasdaq-100 Dorsey Wright Momentum ETF QQQA

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Market datapartial · fetched 2026-10-22T23:10:53.405Z

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 · 2026-10-22T20:00:00.102965829Z

FundamentalsAlpha Vantage · unavailable

Share price$64.18
1D-2.8%
AH$63.76$64.40$65.04$65.67$66.315:30 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$0.68$2.34$4.00$5.67$7.33$55.02$60.21$65.40$70.58$75.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QQQA spot · $64.18QQQA PRICE$0.86$1.00$1.19$1.28$1.70$2.12$2.54$3.04$3.74$4.26$4.83$1.67$2.02$2.37$2.75$3.09$3.50$4.07$4.57$5.02$5.71$6.85
PutsExpensive1.38×
CallsExpensive1.60×
SkewBearish+1.29 pp
Implied moveBearish±$5.64
TiltBearish22.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ72.3845.3%14.1%
25Δ69.8039.0%10.3%
30Δ68.3536.5%8.3%60.7145.2%8.0%
35Δ66.8030.9%6.1%61.8444.2%6.8%
40Δ66.2534.4%5.9%62.9042.8%5.7%
45Δ65.5636.5%5.4%63.8841.7%4.8%
50Δ64.7437.5%4.8%64.7839.9%3.9%
55Δ63.8838.7%4.3%65.6638.7%3.2%
60Δ62.9341.4%3.9%66.5938.6%2.6%
65Δ61.9941.1%3.2%67.4437.6%2.1%
70Δ61.0340.6%2.6%68.2435.8%1.5%
75Δ69.2135.3%1.1%
80Δ70.5636.3%0.7%

20Δ

Calls
Pseudo strike
72.38
IV
45.3%
B/E move
14.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
69.80
IV
39.0%
B/E move
10.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
68.35
IV
36.5%
B/E move
8.3%
Puts
Pseudo strike
60.71
IV
45.2%
B/E move
8.0%

35Δ

Calls
Pseudo strike
66.80
IV
30.9%
B/E move
6.1%
Puts
Pseudo strike
61.84
IV
44.2%
B/E move
6.8%

40Δ

Calls
Pseudo strike
66.25
IV
34.4%
B/E move
5.9%
Puts
Pseudo strike
62.90
IV
42.8%
B/E move
5.7%

45Δ

Calls
Pseudo strike
65.56
IV
36.5%
B/E move
5.4%
Puts
Pseudo strike
63.88
IV
41.7%
B/E move
4.8%

50Δ

Calls
Pseudo strike
64.74
IV
37.5%
B/E move
4.8%
Puts
Pseudo strike
64.78
IV
39.9%
B/E move
3.9%

55Δ

Calls
Pseudo strike
63.88
IV
38.7%
B/E move
4.3%
Puts
Pseudo strike
65.66
IV
38.7%
B/E move
3.2%

60Δ

Calls
Pseudo strike
62.93
IV
41.4%
B/E move
3.9%
Puts
Pseudo strike
66.59
IV
38.6%
B/E move
2.6%

65Δ

Calls
Pseudo strike
61.99
IV
41.1%
B/E move
3.2%
Puts
Pseudo strike
67.44
IV
37.6%
B/E move
2.1%

70Δ

Calls
Pseudo strike
61.03
IV
40.6%
B/E move
2.6%
Puts
Pseudo strike
68.24
IV
35.8%
B/E move
1.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
69.21
IV
35.3%
B/E move
1.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
70.56
IV
36.3%
B/E move
0.7%

Options history

No recorded observations