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ProShares S&P MidCap 400 Dividend Aristocrats ETF REGL

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Market dataready · fetched 2026-10-23T04:07:51.582Z

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 · 2026-10-23T00:00:06.351385109Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T04:07:51.105544+00:00

Share price$90.87
1D+1.6%
AH$89.33$89.74$90.16$90.57$90.985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMREGL
Sold putSold callAH

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$1.11$1.96$2.82$3.67$4.52$83.24$86.57$89.91$93.24$96.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive REGL spot · $90.87REGL PRICE$1.20$1.25$1.30$1.39$1.49$1.59$1.68$1.76$1.83$2.00$2.21$2.41$1.30$1.39$1.50$1.60$1.73$1.89$2.08$2.30$2.85$3.51$4.03$4.28
PutsExpensive2.01×
CallsExpensive1.10×
SkewBearish+7.56 pp
Implied moveBearish±$3.67
TiltBearish17.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ82.9843.1%10.1%
25Δ97.5133.1%8.6%85.7834.8%7.1%
30Δ95.1326.7%6.1%87.5929.6%5.3%
35Δ93.6522.5%4.5%88.9325.6%3.9%
40Δ92.6619.9%3.5%89.8923.0%3.0%
45Δ91.9017.8%2.8%90.6221.3%2.4%
50Δ91.3216.2%2.3%91.2720.0%1.8%
55Δ90.8414.7%1.8%91.8719.0%1.4%
60Δ90.4713.3%1.5%92.6120.1%1.2%
65Δ90.1111.9%1.2%93.4321.4%1.0%
70Δ89.7411.2%1.0%94.1821.4%0.8%
75Δ89.3810.7%0.8%94.6919.8%0.5%
80Δ89.0210.3%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
82.98
IV
43.1%
B/E move
10.1%

25Δ

Calls
Pseudo strike
97.51
IV
33.1%
B/E move
8.6%
Puts
Pseudo strike
85.78
IV
34.8%
B/E move
7.1%

30Δ

Calls
Pseudo strike
95.13
IV
26.7%
B/E move
6.1%
Puts
Pseudo strike
87.59
IV
29.6%
B/E move
5.3%

35Δ

Calls
Pseudo strike
93.65
IV
22.5%
B/E move
4.5%
Puts
Pseudo strike
88.93
IV
25.6%
B/E move
3.9%

40Δ

Calls
Pseudo strike
92.66
IV
19.9%
B/E move
3.5%
Puts
Pseudo strike
89.89
IV
23.0%
B/E move
3.0%

45Δ

Calls
Pseudo strike
91.90
IV
17.8%
B/E move
2.8%
Puts
Pseudo strike
90.62
IV
21.3%
B/E move
2.4%

50Δ

Calls
Pseudo strike
91.32
IV
16.2%
B/E move
2.3%
Puts
Pseudo strike
91.27
IV
20.0%
B/E move
1.8%

55Δ

Calls
Pseudo strike
90.84
IV
14.7%
B/E move
1.8%
Puts
Pseudo strike
91.87
IV
19.0%
B/E move
1.4%

60Δ

Calls
Pseudo strike
90.47
IV
13.3%
B/E move
1.5%
Puts
Pseudo strike
92.61
IV
20.1%
B/E move
1.2%

65Δ

Calls
Pseudo strike
90.11
IV
11.9%
B/E move
1.2%
Puts
Pseudo strike
93.43
IV
21.4%
B/E move
1.0%

70Δ

Calls
Pseudo strike
89.74
IV
11.2%
B/E move
1.0%
Puts
Pseudo strike
94.18
IV
21.4%
B/E move
0.8%

75Δ

Calls
Pseudo strike
89.38
IV
10.7%
B/E move
0.8%
Puts
Pseudo strike
94.69
IV
19.8%
B/E move
0.5%

80Δ

Calls
Pseudo strike
89.02
IV
10.3%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations