IntraAlpha
Create free account Start free

ProShares Ultra Technology ROM

i

Market datapartial · fetched 2026-10-23T17:42:33.733Z

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 · 2026-10-23T17:38:41.918016928Z

FundamentalsAlpha Vantage · unavailable

Share price$138.37
1D+1.8%
$135$137$138$139$1405:30 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$1.52$7.44$13.35$19.27$25.18$107.98$125.49$143.01$160.52$178.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ROM spot · $138.37ROM PRICE$2.16$2.97$3.88$4.83$5.78$6.93$8.24$9.80$11.46$13.75$16.20$19.12$23.48$3.71$4.63$5.55$6.61$7.83$9.05$10.28$11.55$12.95$14.52$16.41$18.58$21.21
PutsFair1.04×
CallsExpensive1.41×
SkewBearish+0.26 pp
Implied moveBearish±$18.52
TiltBearish5.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ159.0053.5%16.5%116.6479.5%18.4%
25Δ155.8855.6%14.8%121.8974.4%15.3%
30Δ152.7356.5%13.2%127.1469.2%12.1%
35Δ149.5756.9%11.6%131.4365.6%9.8%
40Δ146.4157.2%10.0%134.5663.9%8.4%
45Δ143.4558.1%8.7%137.6862.1%7.0%
50Δ140.6659.3%7.6%140.7060.3%5.7%
55Δ137.7760.7%6.6%143.4158.1%4.7%
60Δ134.8362.2%5.7%146.1056.1%3.8%
65Δ131.5265.0%5.0%148.7654.4%3.0%
70Δ128.0067.3%4.2%151.6153.1%2.3%
75Δ124.0169.6%3.4%154.6352.2%1.7%
80Δ118.7674.6%2.8%157.9951.0%1.2%

20Δ

Calls
Pseudo strike
159.00
IV
53.5%
B/E move
16.5%
Puts
Pseudo strike
116.64
IV
79.5%
B/E move
18.4%

25Δ

Calls
Pseudo strike
155.88
IV
55.6%
B/E move
14.8%
Puts
Pseudo strike
121.89
IV
74.4%
B/E move
15.3%

30Δ

Calls
Pseudo strike
152.73
IV
56.5%
B/E move
13.2%
Puts
Pseudo strike
127.14
IV
69.2%
B/E move
12.1%

35Δ

Calls
Pseudo strike
149.57
IV
56.9%
B/E move
11.6%
Puts
Pseudo strike
131.43
IV
65.6%
B/E move
9.8%

40Δ

Calls
Pseudo strike
146.41
IV
57.2%
B/E move
10.0%
Puts
Pseudo strike
134.56
IV
63.9%
B/E move
8.4%

45Δ

Calls
Pseudo strike
143.45
IV
58.1%
B/E move
8.7%
Puts
Pseudo strike
137.68
IV
62.1%
B/E move
7.0%

50Δ

Calls
Pseudo strike
140.66
IV
59.3%
B/E move
7.6%
Puts
Pseudo strike
140.70
IV
60.3%
B/E move
5.7%

55Δ

Calls
Pseudo strike
137.77
IV
60.7%
B/E move
6.6%
Puts
Pseudo strike
143.41
IV
58.1%
B/E move
4.7%

60Δ

Calls
Pseudo strike
134.83
IV
62.2%
B/E move
5.7%
Puts
Pseudo strike
146.10
IV
56.1%
B/E move
3.8%

65Δ

Calls
Pseudo strike
131.52
IV
65.0%
B/E move
5.0%
Puts
Pseudo strike
148.76
IV
54.4%
B/E move
3.0%

70Δ

Calls
Pseudo strike
128.00
IV
67.3%
B/E move
4.2%
Puts
Pseudo strike
151.61
IV
53.1%
B/E move
2.3%

75Δ

Calls
Pseudo strike
124.01
IV
69.6%
B/E move
3.4%
Puts
Pseudo strike
154.63
IV
52.2%
B/E move
1.7%

80Δ

Calls
Pseudo strike
118.76
IV
74.6%
B/E move
2.8%
Puts
Pseudo strike
157.99
IV
51.0%
B/E move
1.2%

Options history

No recorded observations