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ProShares Short Real Estate REK

i

Market dataready · fetched 2026-11-12T02:54:57.366Z

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 · 2026-11-12T01:00:00.127524812Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:54:56.383379+00:00

Share price$15.47
1D-0.1%
AH$15.46$15.48$15.50$15.53$15.555:30 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$0.30$0.54$0.78$1.01$1.25$13.85$14.69$15.53$16.37$17.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive REK spot · $15.47REK PRICE$0.33$0.33$0.33$0.34$0.37$0.40$0.43$0.47$0.50$0.53$0.57$0.60$0.86$0.33$0.33$0.33$0.33$0.37$0.41$0.44$0.48$0.52$0.56$0.59$0.69$1.18
PutsExpensive2.19×
CallsExpensive2.78×
SkewBullish-4.95 pp
Implied moveBalanced±$0.88
TiltBearish4.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.86134.0%24.0%13.52114.2%14.7%
25Δ17.4299.3%14.7%14.2188.1%10.3%
30Δ16.7279.8%10.2%14.6471.0%7.5%
35Δ16.2566.1%7.3%15.0256.2%5.0%
40Δ15.9457.0%5.4%15.1453.0%4.5%
45Δ15.8153.4%4.7%15.2749.8%3.9%
50Δ15.6749.7%4.1%15.3946.6%3.4%
55Δ15.5446.1%3.5%15.5243.4%2.8%
60Δ15.4142.5%2.8%15.6440.2%2.2%
65Δ15.2738.8%2.2%15.7737.0%1.7%
70Δ15.1435.2%1.5%15.8933.8%1.1%
75Δ15.0131.6%0.9%16.0732.1%0.6%
80Δ14.7235.7%0.7%16.5839.6%0.5%

20Δ

Calls
Pseudo strike
18.86
IV
134.0%
B/E move
24.0%
Puts
Pseudo strike
13.52
IV
114.2%
B/E move
14.7%

25Δ

Calls
Pseudo strike
17.42
IV
99.3%
B/E move
14.7%
Puts
Pseudo strike
14.21
IV
88.1%
B/E move
10.3%

30Δ

Calls
Pseudo strike
16.72
IV
79.8%
B/E move
10.2%
Puts
Pseudo strike
14.64
IV
71.0%
B/E move
7.5%

35Δ

Calls
Pseudo strike
16.25
IV
66.1%
B/E move
7.3%
Puts
Pseudo strike
15.02
IV
56.2%
B/E move
5.0%

40Δ

Calls
Pseudo strike
15.94
IV
57.0%
B/E move
5.4%
Puts
Pseudo strike
15.14
IV
53.0%
B/E move
4.5%

45Δ

Calls
Pseudo strike
15.81
IV
53.4%
B/E move
4.7%
Puts
Pseudo strike
15.27
IV
49.8%
B/E move
3.9%

50Δ

Calls
Pseudo strike
15.67
IV
49.7%
B/E move
4.1%
Puts
Pseudo strike
15.39
IV
46.6%
B/E move
3.4%

55Δ

Calls
Pseudo strike
15.54
IV
46.1%
B/E move
3.5%
Puts
Pseudo strike
15.52
IV
43.4%
B/E move
2.8%

60Δ

Calls
Pseudo strike
15.41
IV
42.5%
B/E move
2.8%
Puts
Pseudo strike
15.64
IV
40.2%
B/E move
2.2%

65Δ

Calls
Pseudo strike
15.27
IV
38.8%
B/E move
2.2%
Puts
Pseudo strike
15.77
IV
37.0%
B/E move
1.7%

70Δ

Calls
Pseudo strike
15.14
IV
35.2%
B/E move
1.5%
Puts
Pseudo strike
15.89
IV
33.8%
B/E move
1.1%

75Δ

Calls
Pseudo strike
15.01
IV
31.6%
B/E move
0.9%
Puts
Pseudo strike
16.07
IV
32.1%
B/E move
0.6%

80Δ

Calls
Pseudo strike
14.72
IV
35.7%
B/E move
0.7%
Puts
Pseudo strike
16.58
IV
39.6%
B/E move
0.5%

Options history

IV · four-Friday blend40.26%
Daily EOD
REK35.5%38.2%40.9%2026-10-19: 40.51%2026-10-20: 38.15%2026-10-21: 38.15%2026-10-22: 36.24%2026-10-23: 37.75%2026-10-26: 37.84%2026-10-27: 38.75%2026-10-28: 39.31%2026-10-29: 35.87%2026-10-30: 40.26%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
40.51%
38.15%
38.15%
36.24%
37.75%
37.84%
38.75%
39.31%
35.87%
40.26%