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ProShares Short Russell2000 RWM

i

Market dataready · fetched 2026-11-12T15:20:23.862Z

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 · 2026-11-12T15:20:21.196675171Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T15:20:23.103554+00:00

Share price$14.37
1D+0.8%
$14.22$14.26$14.30$14.34$14.385:30 AM6:30 AM9:00 AM1:00 PMRWM
Sold putSold call

ProShares Short Russell2000 options

Live interpolated RWM call and put midpoint premiums by absolute delta.ProShares Short Russell2000$0.17$0.50$0.84$1.18$1.52$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICERWM PRICE$0.20$0.21$0.22$0.25$0.31$0.37$0.44$0.50$0.57$0.63$0.70$0.84$1.42
PutsExpensive1.46×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.0680.6%10.5%
25Δ13.4167.5%8.1%
30Δ13.7654.4%5.7%
35Δ14.0445.4%4.0%
40Δ14.1644.9%3.6%
45Δ14.2844.4%3.2%
50Δ14.4144.0%2.8%
55Δ14.5343.5%2.4%
60Δ14.6543.0%2.0%
65Δ14.7742.5%1.6%
70Δ14.9042.0%1.2%
75Δ15.0944.2%0.8%
80Δ15.6761.8%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.06
IV
80.6%
B/E move
10.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.41
IV
67.5%
B/E move
8.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.76
IV
54.4%
B/E move
5.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.04
IV
45.4%
B/E move
4.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.16
IV
44.9%
B/E move
3.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.28
IV
44.4%
B/E move
3.2%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.41
IV
44.0%
B/E move
2.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.53
IV
43.5%
B/E move
2.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.65
IV
43.0%
B/E move
2.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.77
IV
42.5%
B/E move
1.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.90
IV
42.0%
B/E move
1.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.09
IV
44.2%
B/E move
0.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.67
IV
61.8%
B/E move
0.8%

Options history

IV · four-Friday blend28.09%
Daily EOD
RWM24.6%26.5%28.4%2026-10-19: 26.14%2026-10-20: 26.30%2026-10-22: 25.96%2026-10-23: 24.88%2026-10-29: 25.78%2026-10-30: 28.09%Oct 19Oct 22Oct 30
6 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
26.14%
26.30%
25.96%
24.88%
25.78%
28.09%