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ProShares UltraShort Bloomberg Crude Oil SCO

i

Market dataready · fetched 2026-10-21T17:51:38.174Z

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

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 · 2026-10-21T17:51:07.529922263Z

FundamentalsAlpha Vantage · ready

Share price$16.76
1D+1.0%
$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$0.56$1.03$1.51$1.99$15.00$15.78$16.56$17.33$18.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SCO spot · $16.76SCO PRICE$0.24$0.13$0.16$0.18$0.21$0.27$0.33$0.38$0.44$0.52$0.66$0.81$1.04$0.77$0.15$0.19$0.23$0.27$0.32$0.38$0.43$0.49$0.86$1.23$1.09$1.85
PutsExpensive1.80×
CallsFair0.96×
SkewBearish+35.64 pp
Implied moveBearish±$0.70
TiltBearish21.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.39194.0%17.1%13.63445.3%23.3%
25Δ17.4474.7%4.9%16.1280.0%4.8%
30Δ17.2869.7%4.0%16.2777.9%4.1%
35Δ17.1264.6%3.2%16.4275.8%3.4%
40Δ16.9761.2%2.6%16.5574.1%2.9%
45Δ16.8762.3%2.3%16.6772.8%2.5%
50Δ16.7763.5%2.0%16.7871.5%2.1%
55Δ16.6764.6%1.7%16.8970.3%1.8%
60Δ16.5765.7%1.5%17.0169.9%1.4%
65Δ16.4568.3%1.2%17.3795.6%1.5%
70Δ16.2874.6%1.1%17.73121.3%1.5%
75Δ16.1181.0%0.9%17.67100.5%1.1%
80Δ15.8589.5%0.8%18.43141.8%1.1%

20Δ

Calls
Pseudo strike
19.39
IV
194.0%
B/E move
17.1%
Puts
Pseudo strike
13.63
IV
445.3%
B/E move
23.3%

25Δ

Calls
Pseudo strike
17.44
IV
74.7%
B/E move
4.9%
Puts
Pseudo strike
16.12
IV
80.0%
B/E move
4.8%

30Δ

Calls
Pseudo strike
17.28
IV
69.7%
B/E move
4.0%
Puts
Pseudo strike
16.27
IV
77.9%
B/E move
4.1%

35Δ

Calls
Pseudo strike
17.12
IV
64.6%
B/E move
3.2%
Puts
Pseudo strike
16.42
IV
75.8%
B/E move
3.4%

40Δ

Calls
Pseudo strike
16.97
IV
61.2%
B/E move
2.6%
Puts
Pseudo strike
16.55
IV
74.1%
B/E move
2.9%

45Δ

Calls
Pseudo strike
16.87
IV
62.3%
B/E move
2.3%
Puts
Pseudo strike
16.67
IV
72.8%
B/E move
2.5%

50Δ

Calls
Pseudo strike
16.77
IV
63.5%
B/E move
2.0%
Puts
Pseudo strike
16.78
IV
71.5%
B/E move
2.1%

55Δ

Calls
Pseudo strike
16.67
IV
64.6%
B/E move
1.7%
Puts
Pseudo strike
16.89
IV
70.3%
B/E move
1.8%

60Δ

Calls
Pseudo strike
16.57
IV
65.7%
B/E move
1.5%
Puts
Pseudo strike
17.01
IV
69.9%
B/E move
1.4%

65Δ

Calls
Pseudo strike
16.45
IV
68.3%
B/E move
1.2%
Puts
Pseudo strike
17.37
IV
95.6%
B/E move
1.5%

70Δ

Calls
Pseudo strike
16.28
IV
74.6%
B/E move
1.1%
Puts
Pseudo strike
17.73
IV
121.3%
B/E move
1.5%

75Δ

Calls
Pseudo strike
16.11
IV
81.0%
B/E move
0.9%
Puts
Pseudo strike
17.67
IV
100.5%
B/E move
1.1%

80Δ

Calls
Pseudo strike
15.85
IV
89.5%
B/E move
0.8%
Puts
Pseudo strike
18.43
IV
141.8%
B/E move
1.1%

Options history

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