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ProShares Short Real Estate REK

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Market datapartial · fetched 2026-10-22T22:10:01.067Z

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 · 2026-10-22T20:10:00.003822499Z

FundamentalsAlpha Vantage · unavailable

Share price$16.19
1D-1.2%
AH$16.16$16.22$16.28$16.34$16.405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMREK
Sold putSold callAH

ProShares Short Real Estate options

Live interpolated REK call and put midpoint premiums by absolute delta.ProShares Short Real Estate$0.24$1.04$1.84$2.64$3.44$14.03$15.06$16.10$17.14$18.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive REK spot · $16.18REK PRICE$0.33$0.33$0.35$0.38$0.42$0.46$0.50$0.54$0.58$0.72$0.87$1.01$1.16$0.33$0.33$0.34$0.36$0.37$0.49$0.62$0.75$0.89$1.02$1.36$1.85$3.21
PutsExpensive2.14×
CallsExpensive2.17×
SkewBearish+3.69 pp
Implied moveBearish±$1.12
TiltBearish22.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.5970.3%23.1%14.2660.1%13.9%
25Δ18.1251.5%14.0%15.0245.2%9.2%
30Δ17.5243.8%10.4%15.3339.4%7.4%
35Δ17.0037.0%7.4%15.6533.5%5.5%
40Δ16.8034.5%6.4%15.9627.7%3.7%
45Δ16.6032.0%5.4%16.1628.0%3.2%
50Δ16.4029.5%4.4%16.3529.2%2.8%
55Δ16.2027.0%3.4%16.5430.4%2.5%
60Δ16.0024.6%2.4%16.7331.6%2.1%
65Δ15.8025.1%2.1%16.9232.8%1.8%
70Δ15.6125.6%1.8%17.3037.1%1.5%
75Δ15.4226.1%1.5%17.8143.6%1.4%
80Δ15.2226.6%1.2%19.1663.0%1.5%

20Δ

Calls
Pseudo strike
19.59
IV
70.3%
B/E move
23.1%
Puts
Pseudo strike
14.26
IV
60.1%
B/E move
13.9%

25Δ

Calls
Pseudo strike
18.12
IV
51.5%
B/E move
14.0%
Puts
Pseudo strike
15.02
IV
45.2%
B/E move
9.2%

30Δ

Calls
Pseudo strike
17.52
IV
43.8%
B/E move
10.4%
Puts
Pseudo strike
15.33
IV
39.4%
B/E move
7.4%

35Δ

Calls
Pseudo strike
17.00
IV
37.0%
B/E move
7.4%
Puts
Pseudo strike
15.65
IV
33.5%
B/E move
5.5%

40Δ

Calls
Pseudo strike
16.80
IV
34.5%
B/E move
6.4%
Puts
Pseudo strike
15.96
IV
27.7%
B/E move
3.7%

45Δ

Calls
Pseudo strike
16.60
IV
32.0%
B/E move
5.4%
Puts
Pseudo strike
16.16
IV
28.0%
B/E move
3.2%

50Δ

Calls
Pseudo strike
16.40
IV
29.5%
B/E move
4.4%
Puts
Pseudo strike
16.35
IV
29.2%
B/E move
2.8%

55Δ

Calls
Pseudo strike
16.20
IV
27.0%
B/E move
3.4%
Puts
Pseudo strike
16.54
IV
30.4%
B/E move
2.5%

60Δ

Calls
Pseudo strike
16.00
IV
24.6%
B/E move
2.4%
Puts
Pseudo strike
16.73
IV
31.6%
B/E move
2.1%

65Δ

Calls
Pseudo strike
15.80
IV
25.1%
B/E move
2.1%
Puts
Pseudo strike
16.92
IV
32.8%
B/E move
1.8%

70Δ

Calls
Pseudo strike
15.61
IV
25.6%
B/E move
1.8%
Puts
Pseudo strike
17.30
IV
37.1%
B/E move
1.5%

75Δ

Calls
Pseudo strike
15.42
IV
26.1%
B/E move
1.5%
Puts
Pseudo strike
17.81
IV
43.6%
B/E move
1.4%

80Δ

Calls
Pseudo strike
15.22
IV
26.6%
B/E move
1.2%
Puts
Pseudo strike
19.16
IV
63.0%
B/E move
1.5%

Options history

No recorded observations