IntraAlpha
Create free account Start free

ProShares UltraPro Short Dow 30 SDOW

i

Market dataready · fetched 2026-10-15T20:04:01.533Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:03:29.273874456Z

FundamentalsAlpha Vantage · ready

Share price$24.30
1D-2.5%
AH$24.19$24.40$24.61$24.82$25.035:30 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$0.05$0.33$0.62$0.90$1.18$23.39$23.89$24.38$24.88$25.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $24.30OPTION PRICELive SDOW spot · $24.30SDOW PRICE$0.08$0.11$0.15$0.18$0.21$0.24$0.27$0.30$0.33$0.36$0.39$0.68$1.10$0.17$0.09$0.11$0.16$0.20$0.24$0.29$0.33$0.37$0.42$0.46$0.51$0.55
PutsCheap0.82×
CallsExpensive1.67×
SkewBullish-8.35 pp
Implied moveBearish±$0.55
TiltBullish5.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.9758.7%3.1%22.26174.1%9.1%
25Δ24.8857.2%2.8%23.7656.2%2.6%
30Δ24.7855.6%2.6%24.0637.1%1.5%
35Δ24.6954.0%2.3%24.1336.4%1.3%
40Δ24.6052.5%2.1%24.2035.7%1.2%
45Δ24.5050.9%1.8%24.2735.0%1.1%
50Δ24.4149.4%1.5%24.3434.3%1.0%
55Δ24.3147.8%1.3%24.4133.7%0.9%
60Δ24.2246.3%1.0%24.4833.0%0.8%
65Δ24.1344.7%0.8%24.5532.3%0.7%
70Δ24.0343.2%0.5%24.6231.6%0.6%
75Δ23.7360.7%0.4%24.6931.0%0.5%
80Δ23.3288.2%0.5%24.7630.3%0.4%

20Δ

Calls
Pseudo strike
24.97
IV
58.7%
B/E move
3.1%
Puts
Pseudo strike
22.26
IV
174.1%
B/E move
9.1%

25Δ

Calls
Pseudo strike
24.88
IV
57.2%
B/E move
2.8%
Puts
Pseudo strike
23.76
IV
56.2%
B/E move
2.6%

30Δ

Calls
Pseudo strike
24.78
IV
55.6%
B/E move
2.6%
Puts
Pseudo strike
24.06
IV
37.1%
B/E move
1.5%

35Δ

Calls
Pseudo strike
24.69
IV
54.0%
B/E move
2.3%
Puts
Pseudo strike
24.13
IV
36.4%
B/E move
1.3%

40Δ

Calls
Pseudo strike
24.60
IV
52.5%
B/E move
2.1%
Puts
Pseudo strike
24.20
IV
35.7%
B/E move
1.2%

45Δ

Calls
Pseudo strike
24.50
IV
50.9%
B/E move
1.8%
Puts
Pseudo strike
24.27
IV
35.0%
B/E move
1.1%

50Δ

Calls
Pseudo strike
24.41
IV
49.4%
B/E move
1.5%
Puts
Pseudo strike
24.34
IV
34.3%
B/E move
1.0%

55Δ

Calls
Pseudo strike
24.31
IV
47.8%
B/E move
1.3%
Puts
Pseudo strike
24.41
IV
33.7%
B/E move
0.9%

60Δ

Calls
Pseudo strike
24.22
IV
46.3%
B/E move
1.0%
Puts
Pseudo strike
24.48
IV
33.0%
B/E move
0.8%

65Δ

Calls
Pseudo strike
24.13
IV
44.7%
B/E move
0.8%
Puts
Pseudo strike
24.55
IV
32.3%
B/E move
0.7%

70Δ

Calls
Pseudo strike
24.03
IV
43.2%
B/E move
0.5%
Puts
Pseudo strike
24.62
IV
31.6%
B/E move
0.6%

75Δ

Calls
Pseudo strike
23.73
IV
60.7%
B/E move
0.4%
Puts
Pseudo strike
24.69
IV
31.0%
B/E move
0.5%

80Δ

Calls
Pseudo strike
23.32
IV
88.2%
B/E move
0.5%
Puts
Pseudo strike
24.76
IV
30.3%
B/E move
0.4%