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ProShares UltraShort Utilities SDP

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Market datapartial · fetched 2026-10-23T03:14:23.639Z

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 · 2026-10-23T00:00:00.137244565Z

FundamentalsAlpha Vantage · unavailable

Share price$23.73
1D-2.3%
AH$23.68$23.84$24.01$24.17$24.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSDP
Sold putSold callAH

ProShares UltraShort Utilities options

Live interpolated SDP call and put midpoint premiums by absolute delta.ProShares UltraShort Utilities$0.35$1.26$2.17$3.08$3.99$19.82$22.22$24.61$27.01$29.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SDP spot · $23.73SDP PRICE$0.45$0.51$0.56$0.58$0.70$0.83$0.96$1.11$1.27$1.44$1.67$1.91$2.18$0.45$0.50$0.54$0.59$0.71$0.84$0.96$1.21$1.51$1.87$2.91$2.64$3.73
PutsCheap0.93×
CallsExpensive1.42×
SkewBullish-0.49 pp
Implied moveBalanced±$1.91
TiltBearish13.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.3366.1%21.3%21.0856.7%13.1%
25Δ26.8055.6%15.1%21.9747.0%9.5%
30Δ25.7847.3%11.0%22.5240.8%7.4%
35Δ24.9939.1%7.8%23.0335.3%5.4%
40Δ24.6438.8%6.8%23.3234.8%4.7%
45Δ24.2938.4%5.8%23.6134.2%4.0%
50Δ23.9438.1%4.9%23.9033.7%3.3%
55Δ23.6237.8%4.3%24.2635.2%2.8%
60Δ23.3037.5%3.6%24.6437.8%2.5%
65Δ22.9837.2%2.9%25.0741.0%2.2%
70Δ22.6437.0%2.4%26.1352.0%2.2%
75Δ22.2936.9%2.0%26.0443.2%1.4%
80Δ21.9037.0%1.5%27.2148.5%1.0%

20Δ

Calls
Pseudo strike
28.33
IV
66.1%
B/E move
21.3%
Puts
Pseudo strike
21.08
IV
56.7%
B/E move
13.1%

25Δ

Calls
Pseudo strike
26.80
IV
55.6%
B/E move
15.1%
Puts
Pseudo strike
21.97
IV
47.0%
B/E move
9.5%

30Δ

Calls
Pseudo strike
25.78
IV
47.3%
B/E move
11.0%
Puts
Pseudo strike
22.52
IV
40.8%
B/E move
7.4%

35Δ

Calls
Pseudo strike
24.99
IV
39.1%
B/E move
7.8%
Puts
Pseudo strike
23.03
IV
35.3%
B/E move
5.4%

40Δ

Calls
Pseudo strike
24.64
IV
38.8%
B/E move
6.8%
Puts
Pseudo strike
23.32
IV
34.8%
B/E move
4.7%

45Δ

Calls
Pseudo strike
24.29
IV
38.4%
B/E move
5.8%
Puts
Pseudo strike
23.61
IV
34.2%
B/E move
4.0%

50Δ

Calls
Pseudo strike
23.94
IV
38.1%
B/E move
4.9%
Puts
Pseudo strike
23.90
IV
33.7%
B/E move
3.3%

55Δ

Calls
Pseudo strike
23.62
IV
37.8%
B/E move
4.3%
Puts
Pseudo strike
24.26
IV
35.2%
B/E move
2.8%

60Δ

Calls
Pseudo strike
23.30
IV
37.5%
B/E move
3.6%
Puts
Pseudo strike
24.64
IV
37.8%
B/E move
2.5%

65Δ

Calls
Pseudo strike
22.98
IV
37.2%
B/E move
2.9%
Puts
Pseudo strike
25.07
IV
41.0%
B/E move
2.2%

70Δ

Calls
Pseudo strike
22.64
IV
37.0%
B/E move
2.4%
Puts
Pseudo strike
26.13
IV
52.0%
B/E move
2.2%

75Δ

Calls
Pseudo strike
22.29
IV
36.9%
B/E move
2.0%
Puts
Pseudo strike
26.04
IV
43.2%
B/E move
1.4%

80Δ

Calls
Pseudo strike
21.90
IV
37.0%
B/E move
1.5%
Puts
Pseudo strike
27.21
IV
48.5%
B/E move
1.0%

Options history

No recorded observations