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ProShares UltraShort SmallCap600 SDD

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Market dataready · fetched 2026-10-24T13:11:36.632Z

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 · 2026-10-24T00:00:00.169617901Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T13:06:02.888993+00:00

Share price$9.25
1D+0.0%
AH$9.40$9.40$9.40$9.40$9.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSDD
Sold putSold callAH

ProShares UltraShort SmallCap600 options

Live interpolated SDD call and put midpoint premiums by absolute delta.ProShares UltraShort SmallCap600$0.11$0.57$1.02$1.48$1.93$7.80$8.49$9.19$9.88$10.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SDD spot · $9.25SDD PRICE$0.17$0.19$0.20$0.24$0.28$0.32$0.36$0.40$0.44$0.47$0.64$0.81$0.98$0.16$0.17$0.19$0.20$0.32$0.44$0.56$0.67$0.79$0.91$1.12$1.46$1.80
PutsExpensive1.81×
CallsExpensive1.82×
SkewBearish+5.06 pp
Implied moveBearish±$0.91
TiltBearish23.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.0367.6%21.2%8.1856.3%13.3%
25Δ10.4855.6%15.3%8.4648.2%10.4%
30Δ9.9845.1%10.2%8.7340.2%7.6%
35Δ9.8443.3%9.1%9.0032.3%4.8%
40Δ9.7041.5%8.0%9.1535.3%4.5%
45Δ9.5639.6%6.9%9.3138.2%4.1%
50Δ9.4237.8%5.8%9.4641.2%3.7%
55Δ9.2836.0%4.7%9.6144.1%3.4%
60Δ9.1434.1%3.6%9.7647.1%3.0%
65Δ9.0032.3%2.5%9.9150.0%2.6%
70Δ8.8134.5%2.1%10.1653.8%2.2%
75Δ8.6136.8%1.8%10.5458.7%1.8%
80Δ8.4139.1%1.5%10.9263.6%1.4%

20Δ

Calls
Pseudo strike
11.03
IV
67.6%
B/E move
21.2%
Puts
Pseudo strike
8.18
IV
56.3%
B/E move
13.3%

25Δ

Calls
Pseudo strike
10.48
IV
55.6%
B/E move
15.3%
Puts
Pseudo strike
8.46
IV
48.2%
B/E move
10.4%

30Δ

Calls
Pseudo strike
9.98
IV
45.1%
B/E move
10.2%
Puts
Pseudo strike
8.73
IV
40.2%
B/E move
7.6%

35Δ

Calls
Pseudo strike
9.84
IV
43.3%
B/E move
9.1%
Puts
Pseudo strike
9.00
IV
32.3%
B/E move
4.8%

40Δ

Calls
Pseudo strike
9.70
IV
41.5%
B/E move
8.0%
Puts
Pseudo strike
9.15
IV
35.3%
B/E move
4.5%

45Δ

Calls
Pseudo strike
9.56
IV
39.6%
B/E move
6.9%
Puts
Pseudo strike
9.31
IV
38.2%
B/E move
4.1%

50Δ

Calls
Pseudo strike
9.42
IV
37.8%
B/E move
5.8%
Puts
Pseudo strike
9.46
IV
41.2%
B/E move
3.7%

55Δ

Calls
Pseudo strike
9.28
IV
36.0%
B/E move
4.7%
Puts
Pseudo strike
9.61
IV
44.1%
B/E move
3.4%

60Δ

Calls
Pseudo strike
9.14
IV
34.1%
B/E move
3.6%
Puts
Pseudo strike
9.76
IV
47.1%
B/E move
3.0%

65Δ

Calls
Pseudo strike
9.00
IV
32.3%
B/E move
2.5%
Puts
Pseudo strike
9.91
IV
50.0%
B/E move
2.6%

70Δ

Calls
Pseudo strike
8.81
IV
34.5%
B/E move
2.1%
Puts
Pseudo strike
10.16
IV
53.8%
B/E move
2.2%

75Δ

Calls
Pseudo strike
8.61
IV
36.8%
B/E move
1.8%
Puts
Pseudo strike
10.54
IV
58.7%
B/E move
1.8%

80Δ

Calls
Pseudo strike
8.41
IV
39.1%
B/E move
1.5%
Puts
Pseudo strike
10.92
IV
63.6%
B/E move
1.4%

Options history

No recorded observations