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ProShares UltraShort Consumer Discretionary SCC

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Market dataready · fetched 2026-11-12T02:09:21.846Z

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 · 2026-11-12T01:00:00.14298702Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:09:21.443225+00:00

Share price$13.36
1D-0.4%
AH$13.32$13.34$13.36$13.38$13.405:30 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$0.75$1.01$1.28$1.55$10.47$11.84$13.21$14.59$15.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SCC spot · $13.36SCC PRICE$0.51$0.61$0.65$0.70$0.75$0.81$0.86$0.94$1.02$1.11$1.19$0.57$0.59$0.63$0.68$0.75$0.82$0.89$0.96$1.05$1.19$1.33$1.47
Puts——
Calls——
Skew——
Implied moveBearish±$1.57
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ11.58165.9%17.6%
30Δ15.17133.0%17.4%12.19136.7%13.2%
35Δ14.91140.1%16.2%12.60120.3%10.4%
40Δ14.35123.5%12.3%13.00104.0%7.7%
45Δ13.89110.0%9.2%13.2297.8%6.6%
50Δ13.62101.6%7.6%13.4391.6%5.5%
55Δ13.3493.1%5.9%13.6585.4%4.4%
60Δ13.0684.7%4.3%13.8679.2%3.3%
65Δ12.8878.6%3.5%14.0774.1%2.5%
70Δ12.7273.1%2.9%14.2771.0%2.0%
75Δ12.5667.7%2.3%14.4767.8%1.6%
80Δ12.4062.2%1.8%14.6764.7%1.1%

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
11.58
IV
165.9%
B/E move
17.6%

30Δ

Calls
Pseudo strike
15.17
IV
133.0%
B/E move
17.4%
Puts
Pseudo strike
12.19
IV
136.7%
B/E move
13.2%

35Δ

Calls
Pseudo strike
14.91
IV
140.1%
B/E move
16.2%
Puts
Pseudo strike
12.60
IV
120.3%
B/E move
10.4%

40Δ

Calls
Pseudo strike
14.35
IV
123.5%
B/E move
12.3%
Puts
Pseudo strike
13.00
IV
104.0%
B/E move
7.7%

45Δ

Calls
Pseudo strike
13.89
IV
110.0%
B/E move
9.2%
Puts
Pseudo strike
13.22
IV
97.8%
B/E move
6.6%

50Δ

Calls
Pseudo strike
13.62
IV
101.6%
B/E move
7.6%
Puts
Pseudo strike
13.43
IV
91.6%
B/E move
5.5%

55Δ

Calls
Pseudo strike
13.34
IV
93.1%
B/E move
5.9%
Puts
Pseudo strike
13.65
IV
85.4%
B/E move
4.4%

60Δ

Calls
Pseudo strike
13.06
IV
84.7%
B/E move
4.3%
Puts
Pseudo strike
13.86
IV
79.2%
B/E move
3.3%

65Δ

Calls
Pseudo strike
12.88
IV
78.6%
B/E move
3.5%
Puts
Pseudo strike
14.07
IV
74.1%
B/E move
2.5%

70Δ

Calls
Pseudo strike
12.72
IV
73.1%
B/E move
2.9%
Puts
Pseudo strike
14.27
IV
71.0%
B/E move
2.0%

75Δ

Calls
Pseudo strike
12.56
IV
67.7%
B/E move
2.3%
Puts
Pseudo strike
14.47
IV
67.8%
B/E move
1.6%

80Δ

Calls
Pseudo strike
12.40
IV
62.2%
B/E move
1.8%
Puts
Pseudo strike
14.67
IV
64.7%
B/E move
1.1%

Options history

IV · four-Friday blend72.41%
Daily EOD
SCC61.2%68.4%75.5%2026-10-19: 65.50%2026-10-20: 62.93%2026-10-21: 65.92%2026-10-22: 62.71%2026-10-23: 68.10%2026-10-26: 67.39%2026-10-27: 62.22%2026-10-28: 64.52%2026-10-29: 74.54%2026-10-30: 72.41%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
65.50%
62.93%
65.92%
62.71%
68.10%
67.39%
62.22%
64.52%
74.54%
72.41%