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ProShares UltraPro Short Dow 30 SDOW

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Market dataready · fetched 2026-11-08T00:25:03.228Z

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: 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 · 2026-11-07T01:00:00.130267834Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-08T00:24:59.716000+00:00

Share price$25.48
1D-1.3%
AH$24.90$25.19$25.49$25.78$26.075:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSDOW
Sold putSold callAH

ProShares UltraPro Short Dow 30 options

Live interpolated SDOW call and put midpoint premiums by absolute delta.ProShares UltraPro Short Dow 30$0.24$0.98$1.73$2.47$3.22$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICESDOW PRICE$0.47$0.59$0.70$0.85$0.99$1.12$1.26$1.39$1.58$1.76$3.00$0.32$0.42$0.53$0.64$1.94$2.13$2.40$2.90
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.4854.9%9.1%
25Δ28.1770.4%12.4%23.8955.5%7.9%
30Δ27.5668.4%10.5%24.2854.6%6.8%
35Δ26.9966.4%8.7%24.6453.3%5.8%
40Δ26.5565.6%7.5%
45Δ26.1164.9%6.4%
50Δ25.7262.8%5.3%
55Δ25.3460.2%4.4%26.2778.6%4.5%
60Δ24.9757.7%3.5%26.6974.6%3.6%
65Δ24.6456.2%2.9%27.1672.2%2.8%
70Δ24.3054.6%2.3%27.7874.9%2.4%
75Δ
80Δ22.9372.6%1.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.48
IV
54.9%
B/E move
9.1%

25Δ

Calls
Pseudo strike
28.17
IV
70.4%
B/E move
12.4%
Puts
Pseudo strike
23.89
IV
55.5%
B/E move
7.9%

30Δ

Calls
Pseudo strike
27.56
IV
68.4%
B/E move
10.5%
Puts
Pseudo strike
24.28
IV
54.6%
B/E move
6.8%

35Δ

Calls
Pseudo strike
26.99
IV
66.4%
B/E move
8.7%
Puts
Pseudo strike
24.64
IV
53.3%
B/E move
5.8%

40Δ

Calls
Pseudo strike
26.55
IV
65.6%
B/E move
7.5%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
26.11
IV
64.9%
B/E move
6.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
25.72
IV
62.8%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
25.34
IV
60.2%
B/E move
4.4%
Puts
Pseudo strike
26.27
IV
78.6%
B/E move
4.5%

60Δ

Calls
Pseudo strike
24.97
IV
57.7%
B/E move
3.5%
Puts
Pseudo strike
26.69
IV
74.6%
B/E move
3.6%

65Δ

Calls
Pseudo strike
24.64
IV
56.2%
B/E move
2.9%
Puts
Pseudo strike
27.16
IV
72.2%
B/E move
2.8%

70Δ

Calls
Pseudo strike
24.30
IV
54.6%
B/E move
2.3%
Puts
Pseudo strike
27.78
IV
74.9%
B/E move
2.4%

75Δ

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

80Δ

Calls
Pseudo strike
22.93
IV
72.6%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

History unavailable

0 observations