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ProShares UltraShort Bloomberg Crude Oil SCO

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Market dataready · fetched 2026-11-10T22:18:58.904Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T22:08:22.489095717Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-10T22:18:57.416887+00:00

Share price$20.12
1D-3.1%
AH$20.05$20.29$20.53$20.78$21.025:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSCO
Sold putSold callAH

ProShares UltraShort Bloomberg Crude Oil options

Live interpolated SCO call and put midpoint premiums by absolute delta.ProShares UltraShort Bloomberg Crude Oil$0.09$0.63$1.17$1.71$2.25$18.36$19.29$20.22$21.15$22.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SCO spot · $20.12SCO PRICE$0.24$0.30$0.35$0.43$0.50$0.57$0.72$0.86$2.09$0.15$0.17$0.22$0.28$0.34$0.41$0.47$0.53$0.59$0.67$0.79
Puts——
Calls——
Skew——
Implied moveBullish±$0.97
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.0673.5%6.0%
25Δ19.4061.5%4.4%
30Δ20.8770.5%4.9%19.6059.0%3.7%
35Δ20.6870.3%4.3%19.7460.6%3.3%
40Δ20.5070.2%3.6%19.8862.1%2.9%
45Δ20.3370.2%3.2%20.0163.3%2.5%
50Δ20.1770.2%2.7%20.1561.3%2.2%
55Δ20.0170.2%2.3%20.2859.3%1.8%
60Δ19.8174.5%2.0%20.4157.3%1.5%
65Δ19.6179.0%1.8%20.5656.3%1.1%
70Δ20.7256.8%0.9%
75Δ
80Δ18.33132.3%1.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.06
IV
73.5%
B/E move
6.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.40
IV
61.5%
B/E move
4.4%

30Δ

Calls
Pseudo strike
20.87
IV
70.5%
B/E move
4.9%
Puts
Pseudo strike
19.60
IV
59.0%
B/E move
3.7%

35Δ

Calls
Pseudo strike
20.68
IV
70.3%
B/E move
4.3%
Puts
Pseudo strike
19.74
IV
60.6%
B/E move
3.3%

40Δ

Calls
Pseudo strike
20.50
IV
70.2%
B/E move
3.6%
Puts
Pseudo strike
19.88
IV
62.1%
B/E move
2.9%

45Δ

Calls
Pseudo strike
20.33
IV
70.2%
B/E move
3.2%
Puts
Pseudo strike
20.01
IV
63.3%
B/E move
2.5%

50Δ

Calls
Pseudo strike
20.17
IV
70.2%
B/E move
2.7%
Puts
Pseudo strike
20.15
IV
61.3%
B/E move
2.2%

55Δ

Calls
Pseudo strike
20.01
IV
70.2%
B/E move
2.3%
Puts
Pseudo strike
20.28
IV
59.3%
B/E move
1.8%

60Δ

Calls
Pseudo strike
19.81
IV
74.5%
B/E move
2.0%
Puts
Pseudo strike
20.41
IV
57.3%
B/E move
1.5%

65Δ

Calls
Pseudo strike
19.61
IV
79.0%
B/E move
1.8%
Puts
Pseudo strike
20.56
IV
56.3%
B/E move
1.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.72
IV
56.8%
B/E move
0.9%

75Δ

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

80Δ

Calls
Pseudo strike
18.33
IV
132.3%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend72.96%
Daily close
SCO54.6%74.0%93.3%2026-08-12: 79.69%2026-08-13: 75.85%2026-08-14: 71.50%2026-08-17: 74.18%2026-08-18: 70.16%2026-08-19: 72.95%2026-08-20: 68.72%2026-08-21: 70.68%2026-08-24: 67.10%2026-08-25: 71.66%2026-08-26: 63.03%2026-08-27: 62.02%2026-08-28: 57.29%2026-08-31: 64.61%2026-09-01: 64.82%2026-09-02: 66.59%2026-09-03: 67.10%2026-09-04: 64.78%2026-09-08: 68.40%2026-09-09: 62.28%2026-09-10: 82.33%2026-09-11: 74.86%2026-09-14: 81.38%2026-09-15: 78.48%2026-09-16: 73.01%2026-09-17: 66.72%2026-09-18: 61.84%2026-09-21: 70.61%2026-09-22: 69.33%2026-09-23: 67.62%2026-09-24: 73.96%2026-09-25: 70.36%2026-09-28: 76.84%2026-09-29: 76.01%2026-09-30: 69.71%2026-10-01: 65.83%2026-10-02: 64.04%2026-10-05: 60.76%2026-10-06: 58.42%2026-10-07: 60.05%2026-10-08: 62.69%2026-10-09: 60.07%2026-10-12: 57.60%2026-10-13: 58.90%2026-10-14: 62.12%2026-10-15: 61.33%2026-10-16: 65.44%2026-10-19: 63.50%2026-10-20: 64.83%2026-10-21: 67.17%2026-10-22: 90.67%2026-10-23: 73.45%2026-10-26: 75.51%2026-10-27: 73.61%2026-10-28: 83.60%2026-10-29: 68.55%2026-10-30: 72.96%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
79.69%
75.85%
71.50%
74.18%
70.16%
72.95%
68.72%
70.68%
67.10%
71.66%
63.03%
62.02%
57.29%
64.61%
64.82%
66.59%
67.10%
64.78%
68.40%
62.28%
82.33%
74.86%
81.38%
78.48%
73.01%
66.72%
61.84%
70.61%
69.33%
67.62%
73.96%
70.36%
76.84%
76.01%
69.71%
65.83%
64.04%
60.76%
58.42%
60.05%
62.69%
60.07%
57.60%
58.90%
62.12%
61.33%
65.44%
63.50%
64.83%
67.17%
90.67%
73.45%
75.51%
73.61%
83.60%
68.55%
72.96%