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ProShares UltraPro Short Dow 30 SDOW

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Market dataready · fetched 2026-10-16T21:48:02.455Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-16T21:34:39.133723558Z

FundamentalsAlpha Vantage · ready

Share price$24.66
1D+1.3%
AH$23.75$24.04$24.32$24.60$24.895:30 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$0.18$2.34$4.50$6.66$8.82$19.48$21.84$24.21$26.58$28.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SDOW spot · $24.66SDOW PRICE$0.41$0.51$0.64$0.77$0.91$1.08$1.25$1.41$1.56$1.78$2.03$2.31$2.72$0.44$0.52$0.66$0.81$1.02$1.33$1.67$2.31$2.86$3.46$4.63$5.91$8.20
PutsExpensive1.54×
CallsExpensive1.05×
SkewBearish+11.64 pp
Implied moveBearish±$2.92
TiltBearish32.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.7552.3%18.3%22.0947.7%12.2%
25Δ27.6948.1%14.4%22.7943.2%9.7%
30Δ27.0447.7%12.3%23.3141.7%8.1%
35Δ26.4546.3%10.4%23.7441.4%7.0%
40Δ25.9045.2%8.7%24.1742.6%6.1%
45Δ25.4445.0%7.6%24.6045.9%5.6%
50Δ24.9944.8%6.4%25.0549.5%5.2%
55Δ24.5843.0%5.4%25.7456.8%5.0%
60Δ24.1741.3%4.4%26.4260.4%4.4%
65Δ23.7640.5%3.6%27.2062.8%3.7%
70Δ23.3540.3%2.9%28.4870.5%3.3%
75Δ22.9240.3%2.3%29.9076.7%2.7%
80Δ22.4040.9%1.9%32.3287.8%2.2%

20Δ

Calls
Pseudo strike
28.75
IV
52.3%
B/E move
18.3%
Puts
Pseudo strike
22.09
IV
47.7%
B/E move
12.2%

25Δ

Calls
Pseudo strike
27.69
IV
48.1%
B/E move
14.4%
Puts
Pseudo strike
22.79
IV
43.2%
B/E move
9.7%

30Δ

Calls
Pseudo strike
27.04
IV
47.7%
B/E move
12.3%
Puts
Pseudo strike
23.31
IV
41.7%
B/E move
8.1%

35Δ

Calls
Pseudo strike
26.45
IV
46.3%
B/E move
10.4%
Puts
Pseudo strike
23.74
IV
41.4%
B/E move
7.0%

40Δ

Calls
Pseudo strike
25.90
IV
45.2%
B/E move
8.7%
Puts
Pseudo strike
24.17
IV
42.6%
B/E move
6.1%

45Δ

Calls
Pseudo strike
25.44
IV
45.0%
B/E move
7.6%
Puts
Pseudo strike
24.60
IV
45.9%
B/E move
5.6%

50Δ

Calls
Pseudo strike
24.99
IV
44.8%
B/E move
6.4%
Puts
Pseudo strike
25.05
IV
49.5%
B/E move
5.2%

55Δ

Calls
Pseudo strike
24.58
IV
43.0%
B/E move
5.4%
Puts
Pseudo strike
25.74
IV
56.8%
B/E move
5.0%

60Δ

Calls
Pseudo strike
24.17
IV
41.3%
B/E move
4.4%
Puts
Pseudo strike
26.42
IV
60.4%
B/E move
4.4%

65Δ

Calls
Pseudo strike
23.76
IV
40.5%
B/E move
3.6%
Puts
Pseudo strike
27.20
IV
62.8%
B/E move
3.7%

70Δ

Calls
Pseudo strike
23.35
IV
40.3%
B/E move
2.9%
Puts
Pseudo strike
28.48
IV
70.5%
B/E move
3.3%

75Δ

Calls
Pseudo strike
22.92
IV
40.3%
B/E move
2.3%
Puts
Pseudo strike
29.90
IV
76.7%
B/E move
2.7%

80Δ

Calls
Pseudo strike
22.40
IV
40.9%
B/E move
1.9%
Puts
Pseudo strike
32.32
IV
87.8%
B/E move
2.2%