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ProShares S&P MidCap 400 Dividend Aristocrats ETF REGL

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Market dataready · fetched 2026-11-12T15:53:04.507Z

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 · 2026-11-12T15:51:35.20599284Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T15:53:03.939514+00:00

Share price$94.21
1D+0.0%
$93.88$94.04$94.19$94.35$94.505:30 AM6:30 AM9:00 AM1:00 PMREGL
Sold putSold call

ProShares S&P MidCap 400 Dividend Aristocrats ETF options

Live interpolated REGL call and put midpoint premiums by absolute delta.ProShares S&P MidCap 400 Dividend Aristocrats ETF$1.21$1.58$1.95$2.33$2.70$90.60$92.41$94.22$96.03$97.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive REGL spot · $94.21REGL PRICE$1.27$1.31$1.35$1.43$1.55$1.68$1.87$2.05$2.23$2.41$2.59$1.25$1.27$1.31$1.36$1.43$1.53$1.64$1.75$1.87$1.98$2.09
Puts——
Calls——
Skew——
Implied moveBearish±$3.19
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ86.3175.1%9.7%
25Δ89.2658.0%6.6%
30Δ98.3049.0%5.7%91.1146.8%4.7%
35Δ96.7540.7%4.1%92.3039.9%3.5%
40Δ95.7234.8%3.0%93.1834.5%2.6%
45Δ94.9630.8%2.3%93.8431.0%2.0%
50Δ94.4328.4%1.9%94.3528.4%1.6%
55Δ93.9226.3%1.5%94.8226.1%1.2%
60Δ93.4925.3%1.2%95.2024.1%0.9%
65Δ93.0624.2%1.0%95.5222.2%0.7%
70Δ92.7022.9%0.8%95.8420.3%0.5%
75Δ92.3621.4%0.6%
80Δ92.0120.0%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
86.31
IV
75.1%
B/E move
9.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
89.26
IV
58.0%
B/E move
6.6%

30Δ

Calls
Pseudo strike
98.30
IV
49.0%
B/E move
5.7%
Puts
Pseudo strike
91.11
IV
46.8%
B/E move
4.7%

35Δ

Calls
Pseudo strike
96.75
IV
40.7%
B/E move
4.1%
Puts
Pseudo strike
92.30
IV
39.9%
B/E move
3.5%

40Δ

Calls
Pseudo strike
95.72
IV
34.8%
B/E move
3.0%
Puts
Pseudo strike
93.18
IV
34.5%
B/E move
2.6%

45Δ

Calls
Pseudo strike
94.96
IV
30.8%
B/E move
2.3%
Puts
Pseudo strike
93.84
IV
31.0%
B/E move
2.0%

50Δ

Calls
Pseudo strike
94.43
IV
28.4%
B/E move
1.9%
Puts
Pseudo strike
94.35
IV
28.4%
B/E move
1.6%

55Δ

Calls
Pseudo strike
93.92
IV
26.3%
B/E move
1.5%
Puts
Pseudo strike
94.82
IV
26.1%
B/E move
1.2%

60Δ

Calls
Pseudo strike
93.49
IV
25.3%
B/E move
1.2%
Puts
Pseudo strike
95.20
IV
24.1%
B/E move
0.9%

65Δ

Calls
Pseudo strike
93.06
IV
24.2%
B/E move
1.0%
Puts
Pseudo strike
95.52
IV
22.2%
B/E move
0.7%

70Δ

Calls
Pseudo strike
92.70
IV
22.9%
B/E move
0.8%
Puts
Pseudo strike
95.84
IV
20.3%
B/E move
0.5%

75Δ

Calls
Pseudo strike
92.36
IV
21.4%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
92.01
IV
20.0%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend20.93%
Daily EOD
REGL17.5%22.1%26.7%2026-10-19: 21.50%2026-10-20: 18.15%2026-10-21: 20.55%2026-10-22: 26.09%2026-10-23: 19.64%2026-10-26: 21.57%2026-10-27: 24.34%2026-10-28: 21.68%2026-10-29: 19.74%2026-10-30: 20.93%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
21.50%
18.15%
20.55%
26.09%
19.64%
21.57%
24.34%
21.68%
19.74%
20.93%