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Proshares UltraShort Technology REW

i

Market dataready · fetched 2026-10-24T04:28:37.251Z

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 · 2026-10-24T00:00:00.169580416Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T04:28:37.653777+00:00

Share price$11.72
1D-1.0%
AH$11.57$11.64$11.71$11.78$11.855:30 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$0.18$1.48$2.78$4.08$5.38$8.51$10.01$11.51$13.01$14.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive REW spot · $11.71REW PRICE$0.35$0.38$0.43$0.49$0.57$0.64$0.73$0.84$0.95$1.06$1.18$1.35$1.51$0.32$0.38$0.43$0.53$0.66$0.79$0.91$1.33$1.85$2.37$2.92$3.61$5.01
PutsExpensive1.53×
CallsExpensive1.26×
SkewBearish+12.61 pp
Implied moveBearish±$1.65
TiltBearish33.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.98111.8%39.4%9.9980.7%17.5%
25Δ14.2888.0%25.1%10.4272.6%14.2%
30Δ13.5077.6%18.9%10.8564.5%11.1%
35Δ12.9471.4%14.6%11.1762.1%9.2%
40Δ12.5968.6%12.3%11.4262.6%8.1%
45Δ12.2565.8%10.1%11.6763.2%7.1%
50Δ11.9363.4%8.1%11.9363.7%6.0%
55Δ11.6962.1%6.9%12.3874.4%5.7%
60Δ11.4460.7%5.8%12.9089.0%5.7%
65Δ11.2059.3%4.6%13.4996.5%5.0%
70Δ10.9557.8%3.6%14.14102.0%4.2%
75Δ10.7155.6%2.9%14.92107.0%3.4%
80Δ10.4753.5%2.2%16.40121.2%2.8%

20Δ

Calls
Pseudo strike
15.98
IV
111.8%
B/E move
39.4%
Puts
Pseudo strike
9.99
IV
80.7%
B/E move
17.5%

25Δ

Calls
Pseudo strike
14.28
IV
88.0%
B/E move
25.1%
Puts
Pseudo strike
10.42
IV
72.6%
B/E move
14.2%

30Δ

Calls
Pseudo strike
13.50
IV
77.6%
B/E move
18.9%
Puts
Pseudo strike
10.85
IV
64.5%
B/E move
11.1%

35Δ

Calls
Pseudo strike
12.94
IV
71.4%
B/E move
14.6%
Puts
Pseudo strike
11.17
IV
62.1%
B/E move
9.2%

40Δ

Calls
Pseudo strike
12.59
IV
68.6%
B/E move
12.3%
Puts
Pseudo strike
11.42
IV
62.6%
B/E move
8.1%

45Δ

Calls
Pseudo strike
12.25
IV
65.8%
B/E move
10.1%
Puts
Pseudo strike
11.67
IV
63.2%
B/E move
7.1%

50Δ

Calls
Pseudo strike
11.93
IV
63.4%
B/E move
8.1%
Puts
Pseudo strike
11.93
IV
63.7%
B/E move
6.0%

55Δ

Calls
Pseudo strike
11.69
IV
62.1%
B/E move
6.9%
Puts
Pseudo strike
12.38
IV
74.4%
B/E move
5.7%

60Δ

Calls
Pseudo strike
11.44
IV
60.7%
B/E move
5.8%
Puts
Pseudo strike
12.90
IV
89.0%
B/E move
5.7%

65Δ

Calls
Pseudo strike
11.20
IV
59.3%
B/E move
4.6%
Puts
Pseudo strike
13.49
IV
96.5%
B/E move
5.0%

70Δ

Calls
Pseudo strike
10.95
IV
57.8%
B/E move
3.6%
Puts
Pseudo strike
14.14
IV
102.0%
B/E move
4.2%

75Δ

Calls
Pseudo strike
10.71
IV
55.6%
B/E move
2.9%
Puts
Pseudo strike
14.92
IV
107.0%
B/E move
3.4%

80Δ

Calls
Pseudo strike
10.47
IV
53.5%
B/E move
2.2%
Puts
Pseudo strike
16.40
IV
121.2%
B/E move
2.8%

Options history

No recorded observations