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ProShares Short Russell2000 RWM

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Market dataready · fetched 2026-10-24T11:21:08.686Z

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 · 2026-10-24T00:00:00.138544811Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T11:21:08.825146+00:00

Share price$14.55
1D-0.3%
AH$14.52$14.56$14.60$14.64$14.685:30 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$0.11$0.71$1.30$1.90$2.49$13.06$13.78$14.50$15.22$15.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RWM spot · $14.55RWM PRICE$0.20$0.21$0.22$0.22$0.28$0.33$0.39$0.45$0.50$0.56$0.61$0.67$1.08$0.19$0.18$0.21$0.26$0.32$0.37$0.43$0.48$0.53$0.59$1.07$1.70$2.32
PutsExpensive1.46×
CallsExpensive1.27×
SkewBearish+2.45 pp
Implied moveBearish±$0.82
TiltBearish20.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.7551.9%16.5%13.0247.6%11.8%
25Δ16.1843.0%12.7%13.7531.4%6.7%
30Δ15.6134.1%8.8%14.0825.7%4.6%
35Δ15.0425.3%4.9%14.2125.3%4.1%
40Δ14.8924.3%4.2%14.3424.9%3.7%
45Δ14.7723.8%3.8%14.4624.4%3.2%
50Δ14.6523.4%3.4%14.5924.0%2.7%
55Δ14.5322.9%3.0%14.7223.5%2.2%
60Δ14.4222.5%2.5%14.8423.1%1.7%
65Δ14.3022.0%2.1%14.9722.7%1.2%
70Δ14.1821.5%1.7%15.4730.5%1.0%
75Δ14.0621.1%1.3%16.1041.0%1.0%
80Δ13.6228.0%1.0%16.7251.5%1.0%

20Δ

Calls
Pseudo strike
16.75
IV
51.9%
B/E move
16.5%
Puts
Pseudo strike
13.02
IV
47.6%
B/E move
11.8%

25Δ

Calls
Pseudo strike
16.18
IV
43.0%
B/E move
12.7%
Puts
Pseudo strike
13.75
IV
31.4%
B/E move
6.7%

30Δ

Calls
Pseudo strike
15.61
IV
34.1%
B/E move
8.8%
Puts
Pseudo strike
14.08
IV
25.7%
B/E move
4.6%

35Δ

Calls
Pseudo strike
15.04
IV
25.3%
B/E move
4.9%
Puts
Pseudo strike
14.21
IV
25.3%
B/E move
4.1%

40Δ

Calls
Pseudo strike
14.89
IV
24.3%
B/E move
4.2%
Puts
Pseudo strike
14.34
IV
24.9%
B/E move
3.7%

45Δ

Calls
Pseudo strike
14.77
IV
23.8%
B/E move
3.8%
Puts
Pseudo strike
14.46
IV
24.4%
B/E move
3.2%

50Δ

Calls
Pseudo strike
14.65
IV
23.4%
B/E move
3.4%
Puts
Pseudo strike
14.59
IV
24.0%
B/E move
2.7%

55Δ

Calls
Pseudo strike
14.53
IV
22.9%
B/E move
3.0%
Puts
Pseudo strike
14.72
IV
23.5%
B/E move
2.2%

60Δ

Calls
Pseudo strike
14.42
IV
22.5%
B/E move
2.5%
Puts
Pseudo strike
14.84
IV
23.1%
B/E move
1.7%

65Δ

Calls
Pseudo strike
14.30
IV
22.0%
B/E move
2.1%
Puts
Pseudo strike
14.97
IV
22.7%
B/E move
1.2%

70Δ

Calls
Pseudo strike
14.18
IV
21.5%
B/E move
1.7%
Puts
Pseudo strike
15.47
IV
30.5%
B/E move
1.0%

75Δ

Calls
Pseudo strike
14.06
IV
21.1%
B/E move
1.3%
Puts
Pseudo strike
16.10
IV
41.0%
B/E move
1.0%

80Δ

Calls
Pseudo strike
13.62
IV
28.0%
B/E move
1.0%
Puts
Pseudo strike
16.72
IV
51.5%
B/E move
1.0%

Options history

No recorded observations