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ProShares UltraShort Bloomberg Crude Oil SCO

i

Market dataready · fetched 2026-10-21T16:58:59.216Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T16:58:50.246300849Z

FundamentalsAlpha Vantage · ready

Share price$16.80
1D+1.1%
$16.43$16.55$16.67$16.79$16.915:30 AM6:30 AM9:00 AM1:00 PMSCO
Sold putSold call

ProShares UltraShort Bloomberg Crude Oil options

Live interpolated SCO call and put midpoint premiums by absolute delta.ProShares UltraShort Bloomberg Crude Oil$0.08$0.80$1.52$2.24$2.96$14.73$16.04$17.35$18.65$19.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SCO spot · $16.80SCO PRICE$0.57$1.03$0.82$0.58$0.34$0.29$0.35$0.41$0.47$0.54$0.65$0.76$0.86$0.60$0.15$0.19$0.22$0.27$0.33$0.39$0.45$0.70$1.12$1.55$1.67$2.76
PutsExpensive1.90×
CallsExpensive2.52×
SkewBullish-85.24 pp
Implied moveBearish±$0.74
TiltBearish15.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.04461.4%46.5%14.27346.9%18.6%
25Δ27.38684.4%69.1%16.1480.6%4.8%
30Δ24.46511.7%50.5%16.3176.8%4.0%
35Δ21.31324.3%30.3%16.4873.0%3.2%
40Δ18.16136.9%10.1%16.6072.7%2.8%
45Δ16.9368.5%2.5%16.7173.1%2.5%
50Δ16.8269.4%2.2%16.8373.4%2.1%
55Δ16.7170.2%1.9%16.9573.7%1.8%
60Δ16.6071.0%1.6%17.2191.6%1.7%
65Δ16.4871.9%1.3%17.60125.2%1.9%
70Δ16.3473.1%1.1%18.00158.7%2.1%
75Δ16.1974.2%0.9%18.22142.5%1.5%
80Δ16.0575.4%0.7%19.30196.1%1.5%

20Δ

Calls
Pseudo strike
24.04
IV
461.4%
B/E move
46.5%
Puts
Pseudo strike
14.27
IV
346.9%
B/E move
18.6%

25Δ

Calls
Pseudo strike
27.38
IV
684.4%
B/E move
69.1%
Puts
Pseudo strike
16.14
IV
80.6%
B/E move
4.8%

30Δ

Calls
Pseudo strike
24.46
IV
511.7%
B/E move
50.5%
Puts
Pseudo strike
16.31
IV
76.8%
B/E move
4.0%

35Δ

Calls
Pseudo strike
21.31
IV
324.3%
B/E move
30.3%
Puts
Pseudo strike
16.48
IV
73.0%
B/E move
3.2%

40Δ

Calls
Pseudo strike
18.16
IV
136.9%
B/E move
10.1%
Puts
Pseudo strike
16.60
IV
72.7%
B/E move
2.8%

45Δ

Calls
Pseudo strike
16.93
IV
68.5%
B/E move
2.5%
Puts
Pseudo strike
16.71
IV
73.1%
B/E move
2.5%

50Δ

Calls
Pseudo strike
16.82
IV
69.4%
B/E move
2.2%
Puts
Pseudo strike
16.83
IV
73.4%
B/E move
2.1%

55Δ

Calls
Pseudo strike
16.71
IV
70.2%
B/E move
1.9%
Puts
Pseudo strike
16.95
IV
73.7%
B/E move
1.8%

60Δ

Calls
Pseudo strike
16.60
IV
71.0%
B/E move
1.6%
Puts
Pseudo strike
17.21
IV
91.6%
B/E move
1.7%

65Δ

Calls
Pseudo strike
16.48
IV
71.9%
B/E move
1.3%
Puts
Pseudo strike
17.60
IV
125.2%
B/E move
1.9%

70Δ

Calls
Pseudo strike
16.34
IV
73.1%
B/E move
1.1%
Puts
Pseudo strike
18.00
IV
158.7%
B/E move
2.1%

75Δ

Calls
Pseudo strike
16.19
IV
74.2%
B/E move
0.9%
Puts
Pseudo strike
18.22
IV
142.5%
B/E move
1.5%

80Δ

Calls
Pseudo strike
16.05
IV
75.4%
B/E move
0.7%
Puts
Pseudo strike
19.30
IV
196.1%
B/E move
1.5%

Options history

SCO61.1562.7164.272026-10-19: 61.36%2026-10-20: 64.05%Oct 19Oct 20
Table
DateIV
61.36%
64.05%