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Proshares UltraShort Technology REW

i

Market dataready · fetched 2026-11-12T02:56:56.421Z

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 · 2026-11-12T01:00:00.141375679Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:49:12.480576+00:00

Share price$12.50
1D-0.2%
AH$12.16$12.31$12.46$12.61$12.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMREW
Sold putSold callAH

Proshares UltraShort Technology options

Live interpolated REW call and put midpoint premiums by absolute delta.Proshares UltraShort Technology$0.22$0.96$1.70$2.44$3.18$9.74$11.07$12.39$13.72$15.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive REW spot · $12.50REW PRICE$0.30$0.34$0.38$0.39$0.40$0.47$0.53$0.60$0.66$0.73$0.30$0.33$0.38$0.42$0.50$0.59$0.67$0.75$0.83$1.03$1.27$1.51$2.97
PutsCheap0.78×
Calls——
Skew——
Implied moveBearish±$1.20
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.85157.6%29.2%10.78128.3%16.2%
25Δ14.69131.2%20.2%11.27109.0%12.5%
30Δ13.94112.4%14.5%11.6397.6%10.0%
35Δ13.4695.0%10.8%11.9986.3%7.5%
40Δ13.0077.8%7.2%12.1983.3%6.5%
45Δ12.8275.0%6.3%12.3880.6%5.7%
50Δ12.6472.3%5.4%12.5777.9%4.8%
55Δ12.4769.5%4.5%12.7675.2%3.9%
60Δ12.2966.7%3.7%12.9672.5%3.0%
65Δ12.1264.0%2.8%13.2274.5%2.5%
70Δ13.5177.9%2.1%
75Δ13.8081.2%1.7%
80Δ15.22131.3%2.0%

20Δ

Calls
Pseudo strike
15.85
IV
157.6%
B/E move
29.2%
Puts
Pseudo strike
10.78
IV
128.3%
B/E move
16.2%

25Δ

Calls
Pseudo strike
14.69
IV
131.2%
B/E move
20.2%
Puts
Pseudo strike
11.27
IV
109.0%
B/E move
12.5%

30Δ

Calls
Pseudo strike
13.94
IV
112.4%
B/E move
14.5%
Puts
Pseudo strike
11.63
IV
97.6%
B/E move
10.0%

35Δ

Calls
Pseudo strike
13.46
IV
95.0%
B/E move
10.8%
Puts
Pseudo strike
11.99
IV
86.3%
B/E move
7.5%

40Δ

Calls
Pseudo strike
13.00
IV
77.8%
B/E move
7.2%
Puts
Pseudo strike
12.19
IV
83.3%
B/E move
6.5%

45Δ

Calls
Pseudo strike
12.82
IV
75.0%
B/E move
6.3%
Puts
Pseudo strike
12.38
IV
80.6%
B/E move
5.7%

50Δ

Calls
Pseudo strike
12.64
IV
72.3%
B/E move
5.4%
Puts
Pseudo strike
12.57
IV
77.9%
B/E move
4.8%

55Δ

Calls
Pseudo strike
12.47
IV
69.5%
B/E move
4.5%
Puts
Pseudo strike
12.76
IV
75.2%
B/E move
3.9%

60Δ

Calls
Pseudo strike
12.29
IV
66.7%
B/E move
3.7%
Puts
Pseudo strike
12.96
IV
72.5%
B/E move
3.0%

65Δ

Calls
Pseudo strike
12.12
IV
64.0%
B/E move
2.8%
Puts
Pseudo strike
13.22
IV
74.5%
B/E move
2.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.51
IV
77.9%
B/E move
2.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.80
IV
81.2%
B/E move
1.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.22
IV
131.3%
B/E move
2.0%

Options history

IV · four-Friday blend123.33%
Daily EOD
REW95.9%120.5%145.1%2026-10-19: 99.28%2026-10-20: 126.15%2026-10-21: 128.11%2026-10-22: 113.38%2026-10-23: 116.36%2026-10-26: 137.19%2026-10-27: 138.06%2026-10-28: 141.71%2026-10-29: 138.95%2026-10-30: 123.33%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
99.28%
126.15%
128.11%
113.38%
116.36%
137.19%
138.06%
141.71%
138.95%
123.33%