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ProShares Ultra Technology ROM

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Market datapartial · fetched 2026-10-22T15:35:46.806Z

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 · 2026-10-22T15:32:36.024924906Z

FundamentalsAlpha Vantage · unavailable

Share price$137.25
1D-2.6%
$137$138$139$140$1415:30 AM6:30 AM9:00 AM1:00 PMROM
Sold putSold call

ProShares Ultra Technology options

Live interpolated ROM call and put midpoint premiums by absolute delta.ProShares Ultra Technology$1.84$7.57$13.29$19.01$24.74$107.26$124.97$142.69$160.40$178.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ROM spot · $137.25ROM PRICE$2.46$3.23$4.07$5.06$6.22$7.53$8.92$10.53$12.28$14.24$16.70$19.60$23.09$2.91$3.82$4.77$5.84$7.10$8.36$9.62$11.11$12.66$14.40$16.23$18.61$21.20
PutsCheap0.94×
CallsExpensive1.47×
SkewBullish-8.97 pp
Implied moveBearish±$18.54
TiltBalanced1.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ161.6261.1%19.5%120.6861.8%14.2%
25Δ156.9360.8%16.7%124.4760.6%12.1%
30Δ152.7060.0%14.2%127.8459.1%10.3%
35Δ149.1960.5%12.4%130.9958.1%8.8%
40Δ146.1261.9%11.0%133.8558.1%7.6%
45Δ143.0463.2%9.7%136.6557.4%6.5%
50Δ139.9764.4%8.5%139.4056.2%5.4%
55Δ136.8165.4%7.3%142.1255.3%4.5%
60Δ133.5966.4%6.3%144.8454.5%3.7%
65Δ130.2867.4%5.3%147.5853.3%3.0%
70Δ126.6269.1%4.4%150.3752.2%2.3%
75Δ122.6071.2%3.6%153.5451.5%1.7%
80Δ118.0573.5%2.8%156.8850.4%1.1%

20Δ

Calls
Pseudo strike
161.62
IV
61.1%
B/E move
19.5%
Puts
Pseudo strike
120.68
IV
61.8%
B/E move
14.2%

25Δ

Calls
Pseudo strike
156.93
IV
60.8%
B/E move
16.7%
Puts
Pseudo strike
124.47
IV
60.6%
B/E move
12.1%

30Δ

Calls
Pseudo strike
152.70
IV
60.0%
B/E move
14.2%
Puts
Pseudo strike
127.84
IV
59.1%
B/E move
10.3%

35Δ

Calls
Pseudo strike
149.19
IV
60.5%
B/E move
12.4%
Puts
Pseudo strike
130.99
IV
58.1%
B/E move
8.8%

40Δ

Calls
Pseudo strike
146.12
IV
61.9%
B/E move
11.0%
Puts
Pseudo strike
133.85
IV
58.1%
B/E move
7.6%

45Δ

Calls
Pseudo strike
143.04
IV
63.2%
B/E move
9.7%
Puts
Pseudo strike
136.65
IV
57.4%
B/E move
6.5%

50Δ

Calls
Pseudo strike
139.97
IV
64.4%
B/E move
8.5%
Puts
Pseudo strike
139.40
IV
56.2%
B/E move
5.4%

55Δ

Calls
Pseudo strike
136.81
IV
65.4%
B/E move
7.3%
Puts
Pseudo strike
142.12
IV
55.3%
B/E move
4.5%

60Δ

Calls
Pseudo strike
133.59
IV
66.4%
B/E move
6.3%
Puts
Pseudo strike
144.84
IV
54.5%
B/E move
3.7%

65Δ

Calls
Pseudo strike
130.28
IV
67.4%
B/E move
5.3%
Puts
Pseudo strike
147.58
IV
53.3%
B/E move
3.0%

70Δ

Calls
Pseudo strike
126.62
IV
69.1%
B/E move
4.4%
Puts
Pseudo strike
150.37
IV
52.2%
B/E move
2.3%

75Δ

Calls
Pseudo strike
122.60
IV
71.2%
B/E move
3.6%
Puts
Pseudo strike
153.54
IV
51.5%
B/E move
1.7%

80Δ

Calls
Pseudo strike
118.05
IV
73.5%
B/E move
2.8%
Puts
Pseudo strike
156.88
IV
50.4%
B/E move
1.1%

Options history

No recorded observations