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ProShares Ultra Health Care RXL

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Market datapartial · fetched 2026-10-23T17:34:59.657Z

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 · 2026-10-23T16:57:41.184373577Z

FundamentalsAlpha Vantage · unavailable

Share price$66.26
1D-1.1%
$65.76$66.09$66.41$66.73$67.065:30 AM6:30 AM9:00 AM1:00 PMRXL
Sold putSold call

ProShares Ultra Health Care options

Live interpolated RXL call and put midpoint premiums by absolute delta.ProShares Ultra Health Care$1.52$2.85$4.17$5.49$6.82$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICERXL PRICE$5.55$6.44$1.67$1.95$2.12$2.30
PutsExpensive1.85×
CallsCheap0.93×
SkewBearish+21.73 pp
Implied move——
TiltBullish19.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.1673.5%16.3%
25Δ59.7965.1%12.7%
30Δ61.8956.3%9.8%
35Δ63.6649.2%7.4%
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ62.0539.1%2.0%
80Δ60.8839.5%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.16
IV
73.5%
B/E move
16.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
59.79
IV
65.1%
B/E move
12.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
61.89
IV
56.3%
B/E move
9.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
63.66
IV
49.2%
B/E move
7.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
62.05
IV
39.1%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
60.88
IV
39.5%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations