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ProShares Ultra Technology ROM

i

Market dataready · fetched 2026-11-12T00:44:23.230Z

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 · 2026-11-11T23:30:00.004372715Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:44:22.749499+00:00

Share price$123.16
1D+0.5%
AH$120$122$123$125$1265:30 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$0.98$4.31$7.63$10.95$14.27$102.02$112.70$123.37$134.05$144.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ROM spot · $123.16ROM PRICE$1.34$1.84$2.33$2.92$3.60$4.27$5.16$6.19$7.23$8.48$9.81$11.31$13.31$1.92$2.40$2.97$3.56$4.28$5.25$6.23$6.94$7.41$7.88$8.34$9.68$11.46
PutsCheap0.78×
CallsCheap0.78×
SkewBullish-2.20 pp
Implied moveBearish±$11.39
TiltBalanced0.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ135.1265.3%10.8%111.2183.5%11.3%
25Δ133.0165.6%9.5%114.2478.3%9.2%
30Δ130.9866.2%8.2%116.5575.3%7.8%
35Δ129.1266.9%7.2%118.6272.9%6.6%
40Δ127.4167.8%6.4%120.5971.8%5.6%
45Δ125.7168.7%5.5%122.3773.0%4.9%
50Δ123.9770.3%4.8%124.1574.1%4.3%
55Δ122.2272.5%4.3%125.6872.0%3.6%
60Δ120.4674.6%3.7%126.9766.8%2.9%
65Δ118.5175.7%3.1%128.2761.7%2.2%
70Δ116.5076.5%2.6%129.5656.5%1.6%
75Δ114.3477.4%2.0%131.4255.4%1.2%
80Δ111.7878.8%1.6%133.5656.4%0.9%

20Δ

Calls
Pseudo strike
135.12
IV
65.3%
B/E move
10.8%
Puts
Pseudo strike
111.21
IV
83.5%
B/E move
11.3%

25Δ

Calls
Pseudo strike
133.01
IV
65.6%
B/E move
9.5%
Puts
Pseudo strike
114.24
IV
78.3%
B/E move
9.2%

30Δ

Calls
Pseudo strike
130.98
IV
66.2%
B/E move
8.2%
Puts
Pseudo strike
116.55
IV
75.3%
B/E move
7.8%

35Δ

Calls
Pseudo strike
129.12
IV
66.9%
B/E move
7.2%
Puts
Pseudo strike
118.62
IV
72.9%
B/E move
6.6%

40Δ

Calls
Pseudo strike
127.41
IV
67.8%
B/E move
6.4%
Puts
Pseudo strike
120.59
IV
71.8%
B/E move
5.6%

45Δ

Calls
Pseudo strike
125.71
IV
68.7%
B/E move
5.5%
Puts
Pseudo strike
122.37
IV
73.0%
B/E move
4.9%

50Δ

Calls
Pseudo strike
123.97
IV
70.3%
B/E move
4.8%
Puts
Pseudo strike
124.15
IV
74.1%
B/E move
4.3%

55Δ

Calls
Pseudo strike
122.22
IV
72.5%
B/E move
4.3%
Puts
Pseudo strike
125.68
IV
72.0%
B/E move
3.6%

60Δ

Calls
Pseudo strike
120.46
IV
74.6%
B/E move
3.7%
Puts
Pseudo strike
126.97
IV
66.8%
B/E move
2.9%

65Δ

Calls
Pseudo strike
118.51
IV
75.7%
B/E move
3.1%
Puts
Pseudo strike
128.27
IV
61.7%
B/E move
2.2%

70Δ

Calls
Pseudo strike
116.50
IV
76.5%
B/E move
2.6%
Puts
Pseudo strike
129.56
IV
56.5%
B/E move
1.6%

75Δ

Calls
Pseudo strike
114.34
IV
77.4%
B/E move
2.0%
Puts
Pseudo strike
131.42
IV
55.4%
B/E move
1.2%

80Δ

Calls
Pseudo strike
111.78
IV
78.8%
B/E move
1.6%
Puts
Pseudo strike
133.56
IV
56.4%
B/E move
0.9%

Options history

IV · four-Friday blend60.32%
Daily EOD
ROM50.7%55.9%61.0%2026-10-19: 51.42%2026-10-20: 52.45%2026-10-21: 51.90%2026-10-22: 55.53%2026-10-23: 56.03%2026-10-27: 54.63%2026-10-28: 52.71%2026-10-29: 52.46%2026-10-30: 60.32%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
51.42%
52.45%
51.90%
55.53%
56.03%
54.63%
52.71%
52.46%
60.32%