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ProShares Ultra Health Care RXL

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Market datapartial · fetched 2026-10-22T22:42:15.113Z

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 · 2026-10-22T22:30:00.004025712Z

FundamentalsAlpha Vantage · unavailable

Share price$67.55
1D+1.4%
AH$66.52$66.85$67.18$67.51$67.845:30 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$1.49$2.49$3.50$4.50$5.50$54.17$60.07$65.97$71.87$77.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RXL spot · $67.55RXL PRICE$2.62$2.88$3.33$3.87$4.49$5.03$5.21$1.60$1.84$2.02$2.25$2.56$3.06$3.52
PutsExpensive1.58×
CallsCheap0.83×
SkewBearish+16.46 pp
Implied moveBearish±$6.14
TiltBullish23.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.7068.6%15.5%
25Δ61.3959.5%11.8%
30Δ63.4751.6%9.0%
35Δ65.0046.7%7.1%
40Δ66.1843.8%5.8%
45Δ67.2243.9%5.0%
50Δ68.1336.7%4.7%68.2642.8%4.2%
55Δ67.2734.6%3.8%
60Δ66.4134.6%3.2%
65Δ65.5535.0%2.8%
70Δ64.6235.4%2.3%
75Δ63.7834.6%1.9%
80Δ63.2430.9%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
58.70
IV
68.6%
B/E move
15.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
61.39
IV
59.5%
B/E move
11.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
63.47
IV
51.6%
B/E move
9.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
65.00
IV
46.7%
B/E move
7.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
66.18
IV
43.8%
B/E move
5.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
67.22
IV
43.9%
B/E move
5.0%

50Δ

Calls
Pseudo strike
68.13
IV
36.7%
B/E move
4.7%
Puts
Pseudo strike
68.26
IV
42.8%
B/E move
4.2%

55Δ

Calls
Pseudo strike
67.27
IV
34.6%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
66.41
IV
34.6%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
65.55
IV
35.0%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
64.62
IV
35.4%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
63.78
IV
34.6%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
63.24
IV
30.9%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations