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ProShares UltraShort Consumer Discretionary SCC

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Market dataready · fetched 2026-10-24T04:23:37.155Z

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 · 2026-10-24T00:00:00.133312249Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T04:23:37.486436+00:00

Share price$15.41
1D+0.4%
AH$15.22$15.29$15.37$15.45$15.525:30 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$0.51$1.59$2.67$3.75$4.83$10.70$12.78$14.86$16.95$19.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SCC spot · $15.41SCC PRICE$0.63$0.68$0.73$0.80$0.88$0.95$1.02$1.08$1.20$1.34$1.48$1.62$0.64$0.69$0.76$0.83$0.91$1.36$1.81$2.20$2.63$3.31$4.52
PutsExpensive2.52×
CallsExpensive1.68×
SkewBearish+25.62 pp
Implied moveBearish±$2.76
TiltBearish22.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.42115.5%23.5%
25Δ20.12114.7%34.6%13.3795.6%17.7%
30Δ18.4396.2%24.0%14.0683.2%13.7%
35Δ17.3683.0%17.5%14.5475.0%11.0%
40Δ16.6774.4%13.4%15.0167.1%8.5%
45Δ16.1368.3%10.4%15.4878.6%8.3%
50Δ15.7562.9%8.4%15.9690.1%8.2%
55Δ15.4157.6%6.7%16.5193.2%7.2%
60Δ15.0852.4%4.9%17.0995.9%6.1%
65Δ14.8149.8%3.9%17.90102.5%5.3%
70Δ14.5648.0%3.2%19.19116.4%4.8%
75Δ14.3146.2%2.5%
80Δ14.0644.5%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.42
IV
115.5%
B/E move
23.5%

25Δ

Calls
Pseudo strike
20.12
IV
114.7%
B/E move
34.6%
Puts
Pseudo strike
13.37
IV
95.6%
B/E move
17.7%

30Δ

Calls
Pseudo strike
18.43
IV
96.2%
B/E move
24.0%
Puts
Pseudo strike
14.06
IV
83.2%
B/E move
13.7%

35Δ

Calls
Pseudo strike
17.36
IV
83.0%
B/E move
17.5%
Puts
Pseudo strike
14.54
IV
75.0%
B/E move
11.0%

40Δ

Calls
Pseudo strike
16.67
IV
74.4%
B/E move
13.4%
Puts
Pseudo strike
15.01
IV
67.1%
B/E move
8.5%

45Δ

Calls
Pseudo strike
16.13
IV
68.3%
B/E move
10.4%
Puts
Pseudo strike
15.48
IV
78.6%
B/E move
8.3%

50Δ

Calls
Pseudo strike
15.75
IV
62.9%
B/E move
8.4%
Puts
Pseudo strike
15.96
IV
90.1%
B/E move
8.2%

55Δ

Calls
Pseudo strike
15.41
IV
57.6%
B/E move
6.7%
Puts
Pseudo strike
16.51
IV
93.2%
B/E move
7.2%

60Δ

Calls
Pseudo strike
15.08
IV
52.4%
B/E move
4.9%
Puts
Pseudo strike
17.09
IV
95.9%
B/E move
6.1%

65Δ

Calls
Pseudo strike
14.81
IV
49.8%
B/E move
3.9%
Puts
Pseudo strike
17.90
IV
102.5%
B/E move
5.3%

70Δ

Calls
Pseudo strike
14.56
IV
48.0%
B/E move
3.2%
Puts
Pseudo strike
19.19
IV
116.4%
B/E move
4.8%

75Δ

Calls
Pseudo strike
14.31
IV
46.2%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
14.06
IV
44.5%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations