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ProShares UltraShort Health Care RXD

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Market datapartial · fetched 2026-10-23T03:01:41.443Z

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 · 2026-10-23T00:00:00.147480358Z

FundamentalsAlpha Vantage · unavailable

Share price$12.84
1D-3.1%
AH$12.74$12.88$13.01$13.14$13.285:30 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$0.40$2.71$5.02$7.33$9.64$8.54$10.49$12.45$14.41$16.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RXD spot · $12.84RXD PRICE$0.65$0.65$0.69$0.75$0.82$0.90$0.97$1.03$1.10$1.17$1.42$1.84$0.65$0.65$0.70$0.75$0.81$0.88$1.05$1.54$2.06$2.65$3.78$5.60$8.97
PutsExpensive1.81×
CallsExpensive2.08×
SkewBearish+21.46 pp
Implied moveBearish±$1.94
TiltBearish43.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.07133.9%26.6%
25Δ18.52146.6%49.3%11.03104.2%19.1%
30Δ15.93111.0%29.2%11.6190.0%15.0%
35Δ14.7993.8%20.6%12.1078.1%11.5%
40Δ14.0482.7%15.2%12.4371.5%9.5%
45Δ13.6076.4%12.3%12.7565.0%7.5%
50Δ13.1770.4%9.5%13.1263.2%5.9%
55Δ12.8565.1%7.6%13.6276.0%5.9%
60Δ12.6060.3%6.2%14.1587.6%5.8%
65Δ12.3655.4%4.8%14.8395.4%5.1%
70Δ12.1150.5%3.5%16.00112.7%4.8%
75Δ11.7552.2%2.6%17.90135.2%4.3%
80Δ11.2959.6%2.3%21.34166.9%3.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.07
IV
133.9%
B/E move
26.6%

25Δ

Calls
Pseudo strike
18.52
IV
146.6%
B/E move
49.3%
Puts
Pseudo strike
11.03
IV
104.2%
B/E move
19.1%

30Δ

Calls
Pseudo strike
15.93
IV
111.0%
B/E move
29.2%
Puts
Pseudo strike
11.61
IV
90.0%
B/E move
15.0%

35Δ

Calls
Pseudo strike
14.79
IV
93.8%
B/E move
20.6%
Puts
Pseudo strike
12.10
IV
78.1%
B/E move
11.5%

40Δ

Calls
Pseudo strike
14.04
IV
82.7%
B/E move
15.2%
Puts
Pseudo strike
12.43
IV
71.5%
B/E move
9.5%

45Δ

Calls
Pseudo strike
13.60
IV
76.4%
B/E move
12.3%
Puts
Pseudo strike
12.75
IV
65.0%
B/E move
7.5%

50Δ

Calls
Pseudo strike
13.17
IV
70.4%
B/E move
9.5%
Puts
Pseudo strike
13.12
IV
63.2%
B/E move
5.9%

55Δ

Calls
Pseudo strike
12.85
IV
65.1%
B/E move
7.6%
Puts
Pseudo strike
13.62
IV
76.0%
B/E move
5.9%

60Δ

Calls
Pseudo strike
12.60
IV
60.3%
B/E move
6.2%
Puts
Pseudo strike
14.15
IV
87.6%
B/E move
5.8%

65Δ

Calls
Pseudo strike
12.36
IV
55.4%
B/E move
4.8%
Puts
Pseudo strike
14.83
IV
95.4%
B/E move
5.1%

70Δ

Calls
Pseudo strike
12.11
IV
50.5%
B/E move
3.5%
Puts
Pseudo strike
16.00
IV
112.7%
B/E move
4.8%

75Δ

Calls
Pseudo strike
11.75
IV
52.2%
B/E move
2.6%
Puts
Pseudo strike
17.90
IV
135.2%
B/E move
4.3%

80Δ

Calls
Pseudo strike
11.29
IV
59.6%
B/E move
2.3%
Puts
Pseudo strike
21.34
IV
166.9%
B/E move
3.7%

Options history

No recorded observations