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ProShares Ultra Technology ROM

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Market datapartial · fetched 2026-10-22T19:58:52.625Z

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 · 2026-10-22T19:58:15.540390499Z

FundamentalsAlpha Vantage · unavailable

Share price$136.79
1D-2.9%
$135$137$138$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$1.66$7.64$13.61$19.59$25.56$106.81$124.65$142.49$160.32$178.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ROM spot · $136.79ROM PRICE$2.31$3.16$4.03$4.93$5.88$7.06$8.36$9.96$11.56$13.17$15.69$18.05$20.28$3.05$3.94$5.12$6.43$7.43$8.61$9.99$11.65$13.43$15.34$17.57$20.70$23.84
PutsFair0.99×
CallsExpensive1.38×
SkewBullish-1.42 pp
Implied moveBearish±$18.35
TiltBearish8.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ159.3557.4%18.2%119.6264.8%14.8%
25Δ155.7959.3%16.2%123.6762.5%12.5%
30Δ152.0559.5%14.1%127.0362.7%10.9%
35Δ148.4559.2%12.1%130.1063.9%9.6%
40Δ145.0658.7%10.3%133.2361.1%8.0%
45Δ142.1059.1%9.0%136.2459.1%6.7%
50Δ139.1659.9%7.8%139.0758.2%5.6%
55Δ136.2661.6%6.9%141.9657.8%4.7%
60Δ133.2862.2%5.9%144.8857.6%3.9%
65Δ130.2562.0%4.8%147.8356.6%3.1%
70Δ126.7264.5%4.1%151.0356.1%2.4%
75Δ123.2865.0%3.3%154.9457.1%1.9%
80Δ119.8863.7%2.5%158.8656.2%1.3%

20Δ

Calls
Pseudo strike
159.35
IV
57.4%
B/E move
18.2%
Puts
Pseudo strike
119.62
IV
64.8%
B/E move
14.8%

25Δ

Calls
Pseudo strike
155.79
IV
59.3%
B/E move
16.2%
Puts
Pseudo strike
123.67
IV
62.5%
B/E move
12.5%

30Δ

Calls
Pseudo strike
152.05
IV
59.5%
B/E move
14.1%
Puts
Pseudo strike
127.03
IV
62.7%
B/E move
10.9%

35Δ

Calls
Pseudo strike
148.45
IV
59.2%
B/E move
12.1%
Puts
Pseudo strike
130.10
IV
63.9%
B/E move
9.6%

40Δ

Calls
Pseudo strike
145.06
IV
58.7%
B/E move
10.3%
Puts
Pseudo strike
133.23
IV
61.1%
B/E move
8.0%

45Δ

Calls
Pseudo strike
142.10
IV
59.1%
B/E move
9.0%
Puts
Pseudo strike
136.24
IV
59.1%
B/E move
6.7%

50Δ

Calls
Pseudo strike
139.16
IV
59.9%
B/E move
7.8%
Puts
Pseudo strike
139.07
IV
58.2%
B/E move
5.6%

55Δ

Calls
Pseudo strike
136.26
IV
61.6%
B/E move
6.9%
Puts
Pseudo strike
141.96
IV
57.8%
B/E move
4.7%

60Δ

Calls
Pseudo strike
133.28
IV
62.2%
B/E move
5.9%
Puts
Pseudo strike
144.88
IV
57.6%
B/E move
3.9%

65Δ

Calls
Pseudo strike
130.25
IV
62.0%
B/E move
4.8%
Puts
Pseudo strike
147.83
IV
56.6%
B/E move
3.1%

70Δ

Calls
Pseudo strike
126.72
IV
64.5%
B/E move
4.1%
Puts
Pseudo strike
151.03
IV
56.1%
B/E move
2.4%

75Δ

Calls
Pseudo strike
123.28
IV
65.0%
B/E move
3.3%
Puts
Pseudo strike
154.94
IV
57.1%
B/E move
1.9%

80Δ

Calls
Pseudo strike
119.88
IV
63.7%
B/E move
2.5%
Puts
Pseudo strike
158.86
IV
56.2%
B/E move
1.3%

Options history

No recorded observations