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ProShares Short Russell2000 RWM

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Market datapartial · fetched 2026-10-23T04:06:46.779Z

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 · 2026-10-23T00:00:00.176676951Z

FundamentalsAlpha Vantage · unavailable

Share price$14.50
1D-0.6%
AH$14.48$14.51$14.55$14.58$14.625:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRWM
Sold putSold callAH

ProShares Short Russell2000 options

Live interpolated RWM call and put midpoint premiums by absolute delta.ProShares Short Russell2000$0.14$0.72$1.31$1.89$2.48$12.99$13.72$14.45$15.18$15.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RWM spot · $14.50RWM PRICE$0.20$0.21$0.22$0.23$0.28$0.33$0.38$0.43$0.48$0.53$0.58$0.63$1.26$0.20$0.21$0.23$0.28$0.33$0.38$0.43$0.48$0.54$0.59$0.83$1.57$2.31
PutsExpensive1.44×
CallsExpensive1.25×
SkewBearish+2.65 pp
Implied moveBearish±$0.81
TiltBearish18.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.7251.1%16.7%13.1744.1%10.6%
25Δ16.1242.1%12.6%13.5935.9%7.7%
30Δ15.5233.1%8.5%14.0028.1%5.0%
35Δ14.9825.3%4.9%14.1327.2%4.4%
40Δ14.8724.6%4.5%14.2626.4%3.9%
45Δ14.7523.9%4.0%14.3925.6%3.4%
50Δ14.6323.2%3.5%14.5224.7%2.8%
55Δ14.5122.5%3.1%14.6523.9%2.3%
60Δ14.4021.8%2.6%14.7823.1%1.8%
65Δ14.2821.1%2.1%14.9122.2%1.3%
70Δ14.1620.4%1.7%15.2025.0%0.9%
75Δ14.0419.7%1.2%15.9337.7%0.9%
80Δ13.3931.0%1.0%16.6650.3%1.0%

20Δ

Calls
Pseudo strike
16.72
IV
51.1%
B/E move
16.7%
Puts
Pseudo strike
13.17
IV
44.1%
B/E move
10.6%

25Δ

Calls
Pseudo strike
16.12
IV
42.1%
B/E move
12.6%
Puts
Pseudo strike
13.59
IV
35.9%
B/E move
7.7%

30Δ

Calls
Pseudo strike
15.52
IV
33.1%
B/E move
8.5%
Puts
Pseudo strike
14.00
IV
28.1%
B/E move
5.0%

35Δ

Calls
Pseudo strike
14.98
IV
25.3%
B/E move
4.9%
Puts
Pseudo strike
14.13
IV
27.2%
B/E move
4.4%

40Δ

Calls
Pseudo strike
14.87
IV
24.6%
B/E move
4.5%
Puts
Pseudo strike
14.26
IV
26.4%
B/E move
3.9%

45Δ

Calls
Pseudo strike
14.75
IV
23.9%
B/E move
4.0%
Puts
Pseudo strike
14.39
IV
25.6%
B/E move
3.4%

50Δ

Calls
Pseudo strike
14.63
IV
23.2%
B/E move
3.5%
Puts
Pseudo strike
14.52
IV
24.7%
B/E move
2.8%

55Δ

Calls
Pseudo strike
14.51
IV
22.5%
B/E move
3.1%
Puts
Pseudo strike
14.65
IV
23.9%
B/E move
2.3%

60Δ

Calls
Pseudo strike
14.40
IV
21.8%
B/E move
2.6%
Puts
Pseudo strike
14.78
IV
23.1%
B/E move
1.8%

65Δ

Calls
Pseudo strike
14.28
IV
21.1%
B/E move
2.1%
Puts
Pseudo strike
14.91
IV
22.2%
B/E move
1.3%

70Δ

Calls
Pseudo strike
14.16
IV
20.4%
B/E move
1.7%
Puts
Pseudo strike
15.20
IV
25.0%
B/E move
0.9%

75Δ

Calls
Pseudo strike
14.04
IV
19.7%
B/E move
1.2%
Puts
Pseudo strike
15.93
IV
37.7%
B/E move
0.9%

80Δ

Calls
Pseudo strike
13.39
IV
31.0%
B/E move
1.0%
Puts
Pseudo strike
16.66
IV
50.3%
B/E move
1.0%

Options history

No recorded observations