Share price$67.43
1D+1.2%
Sold putSold call
ProShares Ultra Health Care RXL
i
Market datapartial · fetched 2026-10-22T17:49:43.500Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T17:43:58.983102719Z
FundamentalsAlpha Vantage · unavailable
ProShares Ultra Health Care options
PutsExpensive1.62×
CallsCheap0.83×
SkewBearish+16.43 pp
Implied move——
TiltBullish32.4% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 58.40 | 70.0% | 15.8% | |||
| 25Δ | 61.19 | 60.0% | 12.0% | |||
| 30Δ | 63.17 | 52.5% | 9.3% | |||
| 35Δ | 64.88 | 46.4% | 7.1% | |||
| 40Δ | 66.08 | 43.1% | 5.7% | |||
| 45Δ | 67.10 | 42.5% | 4.9% | |||
| 50Δ | ||||||
| 55Δ | ||||||
| 60Δ | 66.09 | 35.1% | 3.4% | |||
| 65Δ | 65.01 | 35.5% | 2.9% | |||
| 70Δ | 63.93 | 36.0% | 2.5% | |||
| 75Δ | 62.85 | 36.4% | 2.1% | |||
| 80Δ | 61.77 | 36.9% | 1.6% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 58.40
- IV
- 70.0%
- B/E move
- 15.8%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 61.19
- IV
- 60.0%
- B/E move
- 12.0%
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 63.17
- IV
- 52.5%
- B/E move
- 9.3%
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 64.88
- IV
- 46.4%
- B/E move
- 7.1%
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 66.08
- IV
- 43.1%
- B/E move
- 5.7%
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 67.10
- IV
- 42.5%
- B/E move
- 4.9%
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- 66.09
- IV
- 35.1%
- B/E move
- 3.4%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- 65.01
- IV
- 35.5%
- B/E move
- 2.9%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 63.93
- IV
- 36.0%
- B/E move
- 2.5%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 62.85
- IV
- 36.4%
- B/E move
- 2.1%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 61.77
- IV
- 36.9%
- B/E move
- 1.6%
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations