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ProShares UltraShort Utilities SDP

i

Market dataready · fetched 2026-11-12T15:10:47.612Z

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 · 2026-11-12T01:00:00.01628296Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T15:10:46.874255+00:00

Share price$22.78
1D-0.2%
AH$22.77$22.78$22.80$22.82$22.835:30 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$0.34$0.68$1.02$1.36$1.70$20.44$21.57$22.71$23.84$24.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SDP spot · $22.78SDP PRICE$0.38$0.38$0.41$0.45$0.50$0.54$0.58$0.62$0.67$0.71$0.76$0.80$0.84$0.38$0.40$0.46$0.52$0.57$0.63$0.68$0.76$0.89$1.03$1.16$1.29$1.60
PutsExpensive1.24×
CallsExpensive1.73×
SkewBearish+4.15 pp
Implied moveBearish±$1.26
TiltBearish15.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.43106.1%17.7%20.4493.2%11.9%
25Δ24.9079.2%11.0%21.2275.4%8.6%
30Δ24.2167.6%8.1%21.6867.9%6.8%
35Δ23.7760.2%6.3%22.0861.4%5.4%
40Δ23.4354.4%5.1%22.3257.1%4.5%
45Δ23.1048.7%3.8%22.5752.8%3.7%
50Δ22.9144.9%3.1%22.8248.5%2.8%
55Δ22.7742.0%2.7%23.0545.2%2.1%
60Δ22.6439.0%2.3%23.2644.7%1.8%
65Δ22.5036.1%1.9%23.4644.2%1.5%
70Δ22.3733.2%1.5%23.6743.7%1.2%
75Δ22.2330.2%1.1%23.8743.2%0.9%
80Δ22.0927.3%0.7%24.2345.8%0.6%

20Δ

Calls
Pseudo strike
26.43
IV
106.1%
B/E move
17.7%
Puts
Pseudo strike
20.44
IV
93.2%
B/E move
11.9%

25Δ

Calls
Pseudo strike
24.90
IV
79.2%
B/E move
11.0%
Puts
Pseudo strike
21.22
IV
75.4%
B/E move
8.6%

30Δ

Calls
Pseudo strike
24.21
IV
67.6%
B/E move
8.1%
Puts
Pseudo strike
21.68
IV
67.9%
B/E move
6.8%

35Δ

Calls
Pseudo strike
23.77
IV
60.2%
B/E move
6.3%
Puts
Pseudo strike
22.08
IV
61.4%
B/E move
5.4%

40Δ

Calls
Pseudo strike
23.43
IV
54.4%
B/E move
5.1%
Puts
Pseudo strike
22.32
IV
57.1%
B/E move
4.5%

45Δ

Calls
Pseudo strike
23.10
IV
48.7%
B/E move
3.8%
Puts
Pseudo strike
22.57
IV
52.8%
B/E move
3.7%

50Δ

Calls
Pseudo strike
22.91
IV
44.9%
B/E move
3.1%
Puts
Pseudo strike
22.82
IV
48.5%
B/E move
2.8%

55Δ

Calls
Pseudo strike
22.77
IV
42.0%
B/E move
2.7%
Puts
Pseudo strike
23.05
IV
45.2%
B/E move
2.1%

60Δ

Calls
Pseudo strike
22.64
IV
39.0%
B/E move
2.3%
Puts
Pseudo strike
23.26
IV
44.7%
B/E move
1.8%

65Δ

Calls
Pseudo strike
22.50
IV
36.1%
B/E move
1.9%
Puts
Pseudo strike
23.46
IV
44.2%
B/E move
1.5%

70Δ

Calls
Pseudo strike
22.37
IV
33.2%
B/E move
1.5%
Puts
Pseudo strike
23.67
IV
43.7%
B/E move
1.2%

75Δ

Calls
Pseudo strike
22.23
IV
30.2%
B/E move
1.1%
Puts
Pseudo strike
23.87
IV
43.2%
B/E move
0.9%

80Δ

Calls
Pseudo strike
22.09
IV
27.3%
B/E move
0.7%
Puts
Pseudo strike
24.23
IV
45.8%
B/E move
0.6%

Options history

IV · four-Friday blend42.67%
Daily EOD
SDP36.5%40.3%44.1%2026-10-19: 43.34%2026-10-20: 43.59%2026-10-21: 40.58%2026-10-22: 37.07%2026-10-23: 40.68%2026-10-26: 41.58%2026-10-27: 38.18%2026-10-28: 42.18%2026-10-29: 41.90%2026-10-30: 42.67%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
43.34%
43.59%
40.58%
37.07%
40.68%
41.58%
38.18%
42.18%
41.90%
42.67%