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ProShares Short SmallCap600 SBB

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Market datapartial · fetched 2026-10-23T02:41:03.309Z

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 · 2026-10-23T00:00:00.130646226Z

FundamentalsAlpha Vantage · unavailable

Share price$23.66
1D-0.4%
AH$23.75$23.79$23.82$23.86$23.905:30 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$0.17$0.77$1.37$1.97$2.58$21.58$22.54$23.51$24.47$25.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SBB spot · $23.66SBB PRICE$0.25$0.27$0.30$0.34$0.38$0.43$0.50$0.57$0.64$0.71$0.78$0.85$1.11$0.23$0.26$0.29$0.39$0.48$0.58$0.67$0.77$0.97$1.19$1.40$1.74$2.40
PutsExpensive1.57×
CallsExpensive1.28×
SkewBearish+4.60 pp
Implied moveBearish±$1.17
TiltBearish23.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.9635.6%10.8%22.1330.6%7.4%
25Δ25.1828.7%7.6%22.6125.8%5.5%
30Δ24.7725.4%6.0%23.0321.9%3.9%
35Δ24.4823.2%4.9%23.2222.3%3.5%
40Δ24.1920.9%3.8%23.4122.6%3.1%
45Δ23.9519.3%3.0%23.6022.9%2.7%
50Δ23.8018.7%2.7%23.7923.3%2.3%
55Δ23.6518.1%2.4%23.9923.6%1.9%
60Δ23.5017.6%2.0%24.2524.7%1.6%
65Δ23.3517.0%1.7%24.5325.8%1.3%
70Δ23.2016.5%1.4%24.8126.9%1.1%
75Δ23.0515.9%1.0%25.2029.2%0.8%
80Δ22.7517.3%0.8%25.9034.5%0.7%

20Δ

Calls
Pseudo strike
25.96
IV
35.6%
B/E move
10.8%
Puts
Pseudo strike
22.13
IV
30.6%
B/E move
7.4%

25Δ

Calls
Pseudo strike
25.18
IV
28.7%
B/E move
7.6%
Puts
Pseudo strike
22.61
IV
25.8%
B/E move
5.5%

30Δ

Calls
Pseudo strike
24.77
IV
25.4%
B/E move
6.0%
Puts
Pseudo strike
23.03
IV
21.9%
B/E move
3.9%

35Δ

Calls
Pseudo strike
24.48
IV
23.2%
B/E move
4.9%
Puts
Pseudo strike
23.22
IV
22.3%
B/E move
3.5%

40Δ

Calls
Pseudo strike
24.19
IV
20.9%
B/E move
3.8%
Puts
Pseudo strike
23.41
IV
22.6%
B/E move
3.1%

45Δ

Calls
Pseudo strike
23.95
IV
19.3%
B/E move
3.0%
Puts
Pseudo strike
23.60
IV
22.9%
B/E move
2.7%

50Δ

Calls
Pseudo strike
23.80
IV
18.7%
B/E move
2.7%
Puts
Pseudo strike
23.79
IV
23.3%
B/E move
2.3%

55Δ

Calls
Pseudo strike
23.65
IV
18.1%
B/E move
2.4%
Puts
Pseudo strike
23.99
IV
23.6%
B/E move
1.9%

60Δ

Calls
Pseudo strike
23.50
IV
17.6%
B/E move
2.0%
Puts
Pseudo strike
24.25
IV
24.7%
B/E move
1.6%

65Δ

Calls
Pseudo strike
23.35
IV
17.0%
B/E move
1.7%
Puts
Pseudo strike
24.53
IV
25.8%
B/E move
1.3%

70Δ

Calls
Pseudo strike
23.20
IV
16.5%
B/E move
1.4%
Puts
Pseudo strike
24.81
IV
26.9%
B/E move
1.1%

75Δ

Calls
Pseudo strike
23.05
IV
15.9%
B/E move
1.0%
Puts
Pseudo strike
25.20
IV
29.2%
B/E move
0.8%

80Δ

Calls
Pseudo strike
22.75
IV
17.3%
B/E move
0.8%
Puts
Pseudo strike
25.90
IV
34.5%
B/E move
0.7%

Options history

No recorded observations