IntraAlpha
Create free account Start free

ProShares Short SmallCap600 SBB

i

Market datapartial · fetched 2026-10-22T16:39:07.359Z

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 · 2026-10-22T13:37:41.763494745Z

FundamentalsAlpha Vantage · unavailable

Share price$23.89
1D+0.0%
$23.88$23.89$23.89$23.90$23.905:30 AM6:30 AM9:00 AM1:00 PMSBB
Sold putSold call

ProShares Short SmallCap600 options

Live interpolated SBB call and put midpoint premiums by absolute delta.ProShares Short SmallCap600$2.43$2.64$2.86$3.07$3.29$16.58$20.10$23.63$27.15$30.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SBB spot · $23.89SBB PRICE$2.45$2.45$2.45$2.45$2.46$2.48$2.50$3.23$2.45$2.45$2.45$2.45$2.45$2.48$2.50$2.52$2.53$2.55$2.76$3.05
PutsExpensive5.50×
CallsExpensive4.72×
SkewBearish+7.89 pp
Implied moveBalanced±$4.93
TiltBearish19.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ19.32182.9%29.4%
30Δ21.01149.5%22.3%
35Δ22.25125.3%17.1%
40Δ23.22106.4%13.1%
45Δ26.93131.5%23.0%23.9990.8%9.8%
50Δ25.16109.1%15.6%24.5380.2%7.7%
55Δ24.0091.6%10.7%25.0370.0%5.7%
60Δ23.2878.3%7.7%25.3362.7%4.5%
65Δ22.7767.7%5.6%25.6355.4%3.3%
70Δ22.3959.0%4.1%25.9348.0%2.1%
75Δ22.0150.2%2.6%26.3044.5%1.5%
80Δ21.1755.0%2.1%26.7142.4%1.0%

20Δ

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

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.32
IV
182.9%
B/E move
29.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.01
IV
149.5%
B/E move
22.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.25
IV
125.3%
B/E move
17.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.22
IV
106.4%
B/E move
13.1%

45Δ

Calls
Pseudo strike
26.93
IV
131.5%
B/E move
23.0%
Puts
Pseudo strike
23.99
IV
90.8%
B/E move
9.8%

50Δ

Calls
Pseudo strike
25.16
IV
109.1%
B/E move
15.6%
Puts
Pseudo strike
24.53
IV
80.2%
B/E move
7.7%

55Δ

Calls
Pseudo strike
24.00
IV
91.6%
B/E move
10.7%
Puts
Pseudo strike
25.03
IV
70.0%
B/E move
5.7%

60Δ

Calls
Pseudo strike
23.28
IV
78.3%
B/E move
7.7%
Puts
Pseudo strike
25.33
IV
62.7%
B/E move
4.5%

65Δ

Calls
Pseudo strike
22.77
IV
67.7%
B/E move
5.6%
Puts
Pseudo strike
25.63
IV
55.4%
B/E move
3.3%

70Δ

Calls
Pseudo strike
22.39
IV
59.0%
B/E move
4.1%
Puts
Pseudo strike
25.93
IV
48.0%
B/E move
2.1%

75Δ

Calls
Pseudo strike
22.01
IV
50.2%
B/E move
2.6%
Puts
Pseudo strike
26.30
IV
44.5%
B/E move
1.5%

80Δ

Calls
Pseudo strike
21.17
IV
55.0%
B/E move
2.1%
Puts
Pseudo strike
26.71
IV
42.4%
B/E move
1.0%

Options history

No recorded observations