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ProShares UltraShort Consumer Discretionary SCC

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Market datapartial · fetched 2026-10-22T22:09:36.317Z

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 · 2026-10-22T20:10:00.003815825Z

FundamentalsAlpha Vantage · unavailable

Share price$14.89
1D-0.2%
AH$14.71$14.79$14.87$14.94$15.025:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSCC
Sold putSold callAH

ProShares UltraShort Consumer Discretionary options

Live interpolated SCC call and put midpoint premiums by absolute delta.ProShares UltraShort Consumer Discretionary$0.48$1.82$3.16$4.50$5.83$10.50$12.44$14.38$16.32$18.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SCC spot · $14.89SCC PRICE$0.63$0.68$0.74$0.81$0.76$0.67$0.78$0.94$1.09$1.25$1.50$1.79$0.63$0.65$0.71$0.78$0.86$0.95$1.30$1.95$2.50$3.10$4.16$5.45
PutsExpensive2.15×
CallsExpensive1.59×
SkewBearish+24.35 pp
Implied moveBearish±$1.97
TiltBearish32.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.01113.8%23.5%
25Δ19.78118.1%37.1%12.9990.9%17.1%
30Δ17.9397.6%25.0%13.5879.7%13.6%
35Δ16.8884.9%18.3%14.1070.4%10.5%
40Δ16.1776.4%14.0%14.4665.5%8.7%
45Δ15.6161.2%9.9%14.8160.7%6.9%
50Δ15.1043.8%5.9%15.2866.2%6.2%
55Δ14.8041.5%4.6%15.8683.4%6.6%
60Δ14.5642.8%4.1%16.4990.7%6.0%
65Δ14.3244.1%3.5%17.2296.0%5.2%
70Δ14.0745.3%2.9%18.37107.8%4.6%
75Δ13.7546.8%2.4%19.77117.9%3.8%
80Δ13.3948.4%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.01
IV
113.8%
B/E move
23.5%

25Δ

Calls
Pseudo strike
19.78
IV
118.1%
B/E move
37.1%
Puts
Pseudo strike
12.99
IV
90.9%
B/E move
17.1%

30Δ

Calls
Pseudo strike
17.93
IV
97.6%
B/E move
25.0%
Puts
Pseudo strike
13.58
IV
79.7%
B/E move
13.6%

35Δ

Calls
Pseudo strike
16.88
IV
84.9%
B/E move
18.3%
Puts
Pseudo strike
14.10
IV
70.4%
B/E move
10.5%

40Δ

Calls
Pseudo strike
16.17
IV
76.4%
B/E move
14.0%
Puts
Pseudo strike
14.46
IV
65.5%
B/E move
8.7%

45Δ

Calls
Pseudo strike
15.61
IV
61.2%
B/E move
9.9%
Puts
Pseudo strike
14.81
IV
60.7%
B/E move
6.9%

50Δ

Calls
Pseudo strike
15.10
IV
43.8%
B/E move
5.9%
Puts
Pseudo strike
15.28
IV
66.2%
B/E move
6.2%

55Δ

Calls
Pseudo strike
14.80
IV
41.5%
B/E move
4.6%
Puts
Pseudo strike
15.86
IV
83.4%
B/E move
6.6%

60Δ

Calls
Pseudo strike
14.56
IV
42.8%
B/E move
4.1%
Puts
Pseudo strike
16.49
IV
90.7%
B/E move
6.0%

65Δ

Calls
Pseudo strike
14.32
IV
44.1%
B/E move
3.5%
Puts
Pseudo strike
17.22
IV
96.0%
B/E move
5.2%

70Δ

Calls
Pseudo strike
14.07
IV
45.3%
B/E move
2.9%
Puts
Pseudo strike
18.37
IV
107.8%
B/E move
4.6%

75Δ

Calls
Pseudo strike
13.75
IV
46.8%
B/E move
2.4%
Puts
Pseudo strike
19.77
IV
117.9%
B/E move
3.8%

80Δ

Calls
Pseudo strike
13.39
IV
48.4%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations