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ProShares UltraShort Health Care RXD

i

Market dataready · fetched 2026-11-12T03:07:25.245Z

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 · 2026-11-12T01:00:00.148297592Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:07:24.917594+00:00

Share price$11.80
1D-4.8%
AH$11.74$11.91$12.09$12.27$12.445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRXD
Sold putSold callAH

ProShares UltraShort Health Care options

Live interpolated RXD call and put midpoint premiums by absolute delta.ProShares UltraShort Health Care$0.55$0.75$0.94$1.13$1.32$10.05$10.91$11.77$12.62$13.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive RXD spot · $11.80RXD PRICE$0.57$0.57$0.59$0.59$0.62$0.66$0.73$0.79$0.86$0.92$0.98$1.26$0.57$0.57$0.57$0.59$0.63$0.67$0.71
Puts——
Calls——
Skew——
Implied moveBearish±$1.37
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.97358.2%91.1%9.26237.3%26.4%
25Δ16.65253.9%46.0%10.13184.1%19.0%
30Δ14.55197.0%28.3%10.70149.6%14.2%
35Δ11.12126.0%10.8%
40Δ12.74129.6%13.0%11.38114.1%8.9%
45Δ12.33113.8%9.8%11.63102.3%7.1%
50Δ11.9799.8%7.0%11.8990.4%5.2%
55Δ11.7894.1%6.0%
60Δ11.6088.4%5.0%
65Δ11.4182.7%4.0%
70Δ11.2377.0%3.0%
75Δ11.0471.3%1.9%
80Δ10.7175.9%1.5%

20Δ

Calls
Pseudo strike
21.97
IV
358.2%
B/E move
91.1%
Puts
Pseudo strike
9.26
IV
237.3%
B/E move
26.4%

25Δ

Calls
Pseudo strike
16.65
IV
253.9%
B/E move
46.0%
Puts
Pseudo strike
10.13
IV
184.1%
B/E move
19.0%

30Δ

Calls
Pseudo strike
14.55
IV
197.0%
B/E move
28.3%
Puts
Pseudo strike
10.70
IV
149.6%
B/E move
14.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.12
IV
126.0%
B/E move
10.8%

40Δ

Calls
Pseudo strike
12.74
IV
129.6%
B/E move
13.0%
Puts
Pseudo strike
11.38
IV
114.1%
B/E move
8.9%

45Δ

Calls
Pseudo strike
12.33
IV
113.8%
B/E move
9.8%
Puts
Pseudo strike
11.63
IV
102.3%
B/E move
7.1%

50Δ

Calls
Pseudo strike
11.97
IV
99.8%
B/E move
7.0%
Puts
Pseudo strike
11.89
IV
90.4%
B/E move
5.2%

55Δ

Calls
Pseudo strike
11.78
IV
94.1%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
11.60
IV
88.4%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
11.41
IV
82.7%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
11.23
IV
77.0%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
11.04
IV
71.3%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
10.71
IV
75.9%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend86.81%
Daily EOD
RXD74.1%80.9%87.8%2026-10-19: 78.32%2026-10-20: 81.38%2026-10-21: 76.20%2026-10-22: 75.05%2026-10-23: 77.91%2026-10-26: 78.28%2026-10-27: 78.91%2026-10-28: 75.70%2026-10-29: 83.02%2026-10-30: 86.81%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
78.32%
81.38%
76.20%
75.05%
77.91%
78.28%
78.91%
75.70%
83.02%
86.81%