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ProShares Ultra Technology ROM

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Market datapartial · fetched 2026-10-22T20:16:18.654Z

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 · 2026-10-22T20:10:00.003779125Z

FundamentalsAlpha Vantage · unavailable

Share price$136.94
1D-2.8%
AH$135$137$138$140$1415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMROM
Sold putSold callAH

ProShares Ultra Technology options

Live interpolated ROM call and put midpoint premiums by absolute delta.ProShares Ultra Technology$1.64$7.75$13.86$19.97$26.07$106.89$124.70$142.52$160.34$178.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ROM spot · $136.94ROM PRICE$2.30$3.15$4.01$4.91$5.85$7.02$8.29$9.88$11.47$13.06$15.51$17.88$19.96$3.06$3.97$5.16$6.47$7.48$8.68$10.08$11.78$13.59$15.53$17.93$21.10$24.31
PutsFair1.03×
CallsExpensive1.36×
SkewBullish-0.32 pp
Implied moveBearish±$18.38
TiltBearish9.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ159.3957.1%18.1%119.7264.9%14.8%
25Δ155.8459.0%16.1%123.7662.8%12.5%
30Δ152.1259.2%14.0%127.1263.1%10.9%
35Δ148.5358.8%12.0%130.2164.2%9.6%
40Δ145.1658.3%10.3%133.3861.3%8.1%
45Δ142.2158.6%9.0%136.3959.5%6.7%
50Δ139.2859.3%7.8%139.2558.7%5.7%
55Δ136.3961.0%6.8%142.1858.3%4.8%
60Δ133.4561.6%5.8%145.1358.2%3.9%
65Δ130.4561.3%4.8%148.1257.2%3.2%
70Δ126.9863.5%4.0%151.4757.0%2.5%
75Δ123.5564.2%3.3%155.4457.9%1.9%
80Δ120.3062.4%2.4%159.4557.2%1.3%

20Δ

Calls
Pseudo strike
159.39
IV
57.1%
B/E move
18.1%
Puts
Pseudo strike
119.72
IV
64.9%
B/E move
14.8%

25Δ

Calls
Pseudo strike
155.84
IV
59.0%
B/E move
16.1%
Puts
Pseudo strike
123.76
IV
62.8%
B/E move
12.5%

30Δ

Calls
Pseudo strike
152.12
IV
59.2%
B/E move
14.0%
Puts
Pseudo strike
127.12
IV
63.1%
B/E move
10.9%

35Δ

Calls
Pseudo strike
148.53
IV
58.8%
B/E move
12.0%
Puts
Pseudo strike
130.21
IV
64.2%
B/E move
9.6%

40Δ

Calls
Pseudo strike
145.16
IV
58.3%
B/E move
10.3%
Puts
Pseudo strike
133.38
IV
61.3%
B/E move
8.1%

45Δ

Calls
Pseudo strike
142.21
IV
58.6%
B/E move
9.0%
Puts
Pseudo strike
136.39
IV
59.5%
B/E move
6.7%

50Δ

Calls
Pseudo strike
139.28
IV
59.3%
B/E move
7.8%
Puts
Pseudo strike
139.25
IV
58.7%
B/E move
5.7%

55Δ

Calls
Pseudo strike
136.39
IV
61.0%
B/E move
6.8%
Puts
Pseudo strike
142.18
IV
58.3%
B/E move
4.8%

60Δ

Calls
Pseudo strike
133.45
IV
61.6%
B/E move
5.8%
Puts
Pseudo strike
145.13
IV
58.2%
B/E move
3.9%

65Δ

Calls
Pseudo strike
130.45
IV
61.3%
B/E move
4.8%
Puts
Pseudo strike
148.12
IV
57.2%
B/E move
3.2%

70Δ

Calls
Pseudo strike
126.98
IV
63.5%
B/E move
4.0%
Puts
Pseudo strike
151.47
IV
57.0%
B/E move
2.5%

75Δ

Calls
Pseudo strike
123.55
IV
64.2%
B/E move
3.3%
Puts
Pseudo strike
155.44
IV
57.9%
B/E move
1.9%

80Δ

Calls
Pseudo strike
120.30
IV
62.4%
B/E move
2.4%
Puts
Pseudo strike
159.45
IV
57.2%
B/E move
1.3%

Options history

No recorded observations