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ProShares Ultra Health Care RXL

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Market dataready · fetched 2026-11-13T01:51:07.565Z

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 · 2026-11-13T01:00:00.148793261Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:51:07.202065+00:00

Share price$72.01
1D-2.4%
AH$71.87$72.38$72.90$73.41$73.925:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRXL
Sold putSold callAH

ProShares Ultra Health Care options

Live interpolated RXL call and put midpoint premiums by absolute delta.ProShares Ultra Health Care$1.32$3.48$5.65$7.82$9.99$64.94$68.18$71.42$74.66$77.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive RXL spot · $72.01RXL PRICE$1.55$1.55$1.67$1.82$1.99$2.19$2.37$2.69$3.15$1.55$1.60$1.71$1.84$2.00$2.16$2.27$2.33$2.38$8.16$9.37
Puts——
Calls——
Skew——
Implied moveBullish±$4.65
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ88.40146.2%24.9%63.09121.0%14.5%
25Δ81.30107.6%15.0%66.2695.0%10.2%
30Δ78.3191.1%11.1%68.2380.3%7.6%
35Δ76.1379.5%8.3%69.6370.4%5.9%
40Δ74.3970.4%6.1%70.6963.4%4.6%
45Δ73.2965.0%4.8%71.5557.6%3.6%
50Δ72.3859.8%3.8%72.1852.4%2.9%
55Δ71.5757.5%3.1%72.6147.2%2.4%
60Δ70.7857.9%2.7%73.0442.1%1.9%
65Δ
70Δ
75Δ78.9671.5%1.7%
80Δ80.4569.9%1.3%

20Δ

Calls
Pseudo strike
88.40
IV
146.2%
B/E move
24.9%
Puts
Pseudo strike
63.09
IV
121.0%
B/E move
14.5%

25Δ

Calls
Pseudo strike
81.30
IV
107.6%
B/E move
15.0%
Puts
Pseudo strike
66.26
IV
95.0%
B/E move
10.2%

30Δ

Calls
Pseudo strike
78.31
IV
91.1%
B/E move
11.1%
Puts
Pseudo strike
68.23
IV
80.3%
B/E move
7.6%

35Δ

Calls
Pseudo strike
76.13
IV
79.5%
B/E move
8.3%
Puts
Pseudo strike
69.63
IV
70.4%
B/E move
5.9%

40Δ

Calls
Pseudo strike
74.39
IV
70.4%
B/E move
6.1%
Puts
Pseudo strike
70.69
IV
63.4%
B/E move
4.6%

45Δ

Calls
Pseudo strike
73.29
IV
65.0%
B/E move
4.8%
Puts
Pseudo strike
71.55
IV
57.6%
B/E move
3.6%

50Δ

Calls
Pseudo strike
72.38
IV
59.8%
B/E move
3.8%
Puts
Pseudo strike
72.18
IV
52.4%
B/E move
2.9%

55Δ

Calls
Pseudo strike
71.57
IV
57.5%
B/E move
3.1%
Puts
Pseudo strike
72.61
IV
47.2%
B/E move
2.4%

60Δ

Calls
Pseudo strike
70.78
IV
57.9%
B/E move
2.7%
Puts
Pseudo strike
73.04
IV
42.1%
B/E move
1.9%

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
IV
B/E move
Puts
Pseudo strike
78.96
IV
71.5%
B/E move
1.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
80.45
IV
69.9%
B/E move
1.3%

Options history

IV · four-Friday blend36.86%
Daily EOD
RXL34.4%38.6%42.9%2026-10-19: 34.98%2026-10-20: 35.65%2026-10-21: 42.28%2026-10-23: 37.53%2026-10-26: 36.73%2026-10-27: 37.63%2026-10-28: 36.86%Oct 19Oct 23Oct 28
7 observations2026-10-19 — 2026-10-28
Table
DateIV (%)
34.98%
35.65%
42.28%
37.53%
36.73%
37.63%
36.86%