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ProShares Short SmallCap600 SBB

i

Market dataready · fetched 2026-11-12T03:02:35.798Z

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 · 2026-11-12T01:00:00.148324651Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:02:35.468686+00:00

Share price$23.07
1D+0.0%
AH$23.26$23.26$23.27$23.28$23.285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSBB
Sold putSold callAH

ProShares Short SmallCap600 options

Live interpolated SBB call and put midpoint premiums by absolute delta.ProShares Short SmallCap600$0.21$0.37$0.54$0.71$0.87$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICESBB PRICE$0.23$0.23$0.24$0.27$0.29$0.32$0.35$0.37$0.46$0.55$0.64$0.73$0.82$0.23$0.23$0.24$0.25$0.26
Puts——
CallsExpensive1.21×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.0559.0%9.6%21.5056.1%7.8%
25Δ24.3144.9%6.4%22.0843.1%5.3%
30Δ23.9037.4%4.7%22.3137.8%4.3%
35Δ23.7234.6%4.0%22.5432.6%3.3%
40Δ23.5431.7%3.3%22.7827.4%2.4%
45Δ23.3628.8%2.7%
50Δ23.1826.0%2.0%
55Δ23.0023.1%1.4%
60Δ22.8822.5%1.2%
65Δ22.7522.0%1.0%
70Δ22.6321.4%0.9%
75Δ22.5020.8%0.8%
80Δ22.3820.3%0.6%

20Δ

Calls
Pseudo strike
25.05
IV
59.0%
B/E move
9.6%
Puts
Pseudo strike
21.50
IV
56.1%
B/E move
7.8%

25Δ

Calls
Pseudo strike
24.31
IV
44.9%
B/E move
6.4%
Puts
Pseudo strike
22.08
IV
43.1%
B/E move
5.3%

30Δ

Calls
Pseudo strike
23.90
IV
37.4%
B/E move
4.7%
Puts
Pseudo strike
22.31
IV
37.8%
B/E move
4.3%

35Δ

Calls
Pseudo strike
23.72
IV
34.6%
B/E move
4.0%
Puts
Pseudo strike
22.54
IV
32.6%
B/E move
3.3%

40Δ

Calls
Pseudo strike
23.54
IV
31.7%
B/E move
3.3%
Puts
Pseudo strike
22.78
IV
27.4%
B/E move
2.4%

45Δ

Calls
Pseudo strike
23.36
IV
28.8%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
23.18
IV
26.0%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
23.00
IV
23.1%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
22.88
IV
22.5%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
22.75
IV
22.0%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
22.63
IV
21.4%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
22.50
IV
20.8%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
22.38
IV
20.3%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend24.85%
Daily EOD
SBB20.4%22.8%25.2%2026-10-19: 23.46%2026-10-20: 20.75%2026-10-21: 23.57%2026-10-22: 24.36%2026-10-23: 24.23%2026-10-27: 24.13%2026-10-28: 24.36%2026-10-29: 22.97%2026-10-30: 24.85%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
23.46%
20.75%
23.57%
24.36%
24.23%
24.13%
24.36%
22.97%
24.85%