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ProShares Short Real Estate REK

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Market datapartial · fetched 2026-10-22T16:20:00.267Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-10-22T15:58:57.018715699Z

FundamentalsAlpha Vantage · unavailable

Share price$16.29
1D-0.5%
$16.27$16.30$16.33$16.36$16.395:30 AM6:30 AM9:00 AM1:00 PMREK
Sold putSold call

ProShares Short Real Estate options

Live interpolated REK call and put midpoint premiums by absolute delta.ProShares Short Real Estate$0.30$1.84$3.38$4.93$6.47$10.12$12.89$15.66$18.44$21.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive REK spot · $16.29REK PRICE$0.47$0.67$0.86$1.06$1.26$1.46$1.66$1.86$2.06$2.26$2.46$2.65$2.85$0.76$1.01$1.25$1.49$1.73$1.97$2.26$2.72$3.26$4.30$6.02
PutsExpensive4.39×
CallsExpensive3.04×
SkewBearish+15.92 pp
Implied moveBearish±$3.92
TiltBearish10.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.9559.8%37.6%12.8769.8%25.7%
25Δ21.3458.0%35.1%13.5867.9%22.8%
30Δ20.7256.2%32.5%14.3066.0%19.9%
35Δ20.1154.3%30.0%15.0264.1%16.9%
40Δ19.5052.5%27.5%15.7362.2%14.0%
45Δ18.8950.7%24.9%16.4560.3%11.1%
50Δ18.2848.9%22.4%17.1559.1%8.6%
55Δ17.6647.1%19.8%17.8160.3%7.4%
60Δ17.0545.3%17.3%18.5561.6%6.2%
65Δ16.4443.5%14.8%19.7566.2%5.2%
70Δ15.8341.7%12.2%21.5875.6%4.5%
75Δ15.2239.9%9.7%
80Δ14.6038.0%7.2%

20Δ

Calls
Pseudo strike
21.95
IV
59.8%
B/E move
37.6%
Puts
Pseudo strike
12.87
IV
69.8%
B/E move
25.7%

25Δ

Calls
Pseudo strike
21.34
IV
58.0%
B/E move
35.1%
Puts
Pseudo strike
13.58
IV
67.9%
B/E move
22.8%

30Δ

Calls
Pseudo strike
20.72
IV
56.2%
B/E move
32.5%
Puts
Pseudo strike
14.30
IV
66.0%
B/E move
19.9%

35Δ

Calls
Pseudo strike
20.11
IV
54.3%
B/E move
30.0%
Puts
Pseudo strike
15.02
IV
64.1%
B/E move
16.9%

40Δ

Calls
Pseudo strike
19.50
IV
52.5%
B/E move
27.5%
Puts
Pseudo strike
15.73
IV
62.2%
B/E move
14.0%

45Δ

Calls
Pseudo strike
18.89
IV
50.7%
B/E move
24.9%
Puts
Pseudo strike
16.45
IV
60.3%
B/E move
11.1%

50Δ

Calls
Pseudo strike
18.28
IV
48.9%
B/E move
22.4%
Puts
Pseudo strike
17.15
IV
59.1%
B/E move
8.6%

55Δ

Calls
Pseudo strike
17.66
IV
47.1%
B/E move
19.8%
Puts
Pseudo strike
17.81
IV
60.3%
B/E move
7.4%

60Δ

Calls
Pseudo strike
17.05
IV
45.3%
B/E move
17.3%
Puts
Pseudo strike
18.55
IV
61.6%
B/E move
6.2%

65Δ

Calls
Pseudo strike
16.44
IV
43.5%
B/E move
14.8%
Puts
Pseudo strike
19.75
IV
66.2%
B/E move
5.2%

70Δ

Calls
Pseudo strike
15.83
IV
41.7%
B/E move
12.2%
Puts
Pseudo strike
21.58
IV
75.6%
B/E move
4.5%

75Δ

Calls
Pseudo strike
15.22
IV
39.9%
B/E move
9.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
14.60
IV
38.0%
B/E move
7.2%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations