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ProShares UltraShort S&P500 SDS

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Market dataready · fetched 2026-10-15T20:03:47.268Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:14.875155097Z

FundamentalsAlpha Vantage · ready

Share price$53.44
1D-1.1%
AH$53.22$53.54$53.86$54.19$54.515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSDS
Sold putSold callAH

ProShares UltraShort S&P500 options

Live interpolated SDS call and put midpoint premiums by absolute delta.ProShares UltraShort S&P500$0.16$0.89$1.63$2.36$3.09$51.03$52.12$53.22$54.31$55.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $53.44OPTION PRICELive SDS spot · $53.44SDS PRICE$0.33$0.28$0.24$0.26$0.32$0.37$0.42$0.47$0.53$0.58$0.74$1.50$2.26$0.38$0.38$0.38$0.38$0.44$0.56$0.68$0.80$0.92$1.25$1.79$2.34$2.88
PutsExpensive2.78×
CallsExpensive3.05×
SkewBearish+16.05 pp
Implied moveBearish±$1.10
TiltBearish22.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.54136.5%8.3%50.64122.4%5.9%
25Δ56.0094.5%5.3%51.7989.8%3.8%
30Δ54.4652.6%2.4%52.3672.2%2.7%
35Δ53.9139.3%1.4%52.8057.9%1.9%
40Δ53.7738.3%1.2%53.1152.2%1.4%
45Δ53.6437.3%1.1%53.3153.7%1.3%
50Δ53.5136.2%0.9%53.5055.2%1.1%
55Δ53.3835.2%0.8%53.7056.7%1.0%
60Δ53.2534.2%0.6%53.9058.2%0.9%
65Δ53.1133.2%0.5%54.3063.3%0.7%
70Δ52.8935.8%0.4%54.8972.1%0.6%
75Δ52.1659.5%0.4%55.4880.9%0.5%
80Δ51.4283.3%0.5%56.0889.7%0.5%

20Δ

Calls
Pseudo strike
57.54
IV
136.5%
B/E move
8.3%
Puts
Pseudo strike
50.64
IV
122.4%
B/E move
5.9%

25Δ

Calls
Pseudo strike
56.00
IV
94.5%
B/E move
5.3%
Puts
Pseudo strike
51.79
IV
89.8%
B/E move
3.8%

30Δ

Calls
Pseudo strike
54.46
IV
52.6%
B/E move
2.4%
Puts
Pseudo strike
52.36
IV
72.2%
B/E move
2.7%

35Δ

Calls
Pseudo strike
53.91
IV
39.3%
B/E move
1.4%
Puts
Pseudo strike
52.80
IV
57.9%
B/E move
1.9%

40Δ

Calls
Pseudo strike
53.77
IV
38.3%
B/E move
1.2%
Puts
Pseudo strike
53.11
IV
52.2%
B/E move
1.4%

45Δ

Calls
Pseudo strike
53.64
IV
37.3%
B/E move
1.1%
Puts
Pseudo strike
53.31
IV
53.7%
B/E move
1.3%

50Δ

Calls
Pseudo strike
53.51
IV
36.2%
B/E move
0.9%
Puts
Pseudo strike
53.50
IV
55.2%
B/E move
1.1%

55Δ

Calls
Pseudo strike
53.38
IV
35.2%
B/E move
0.8%
Puts
Pseudo strike
53.70
IV
56.7%
B/E move
1.0%

60Δ

Calls
Pseudo strike
53.25
IV
34.2%
B/E move
0.6%
Puts
Pseudo strike
53.90
IV
58.2%
B/E move
0.9%

65Δ

Calls
Pseudo strike
53.11
IV
33.2%
B/E move
0.5%
Puts
Pseudo strike
54.30
IV
63.3%
B/E move
0.7%

70Δ

Calls
Pseudo strike
52.89
IV
35.8%
B/E move
0.4%
Puts
Pseudo strike
54.89
IV
72.1%
B/E move
0.6%

75Δ

Calls
Pseudo strike
52.16
IV
59.5%
B/E move
0.4%
Puts
Pseudo strike
55.48
IV
80.9%
B/E move
0.5%

80Δ

Calls
Pseudo strike
51.42
IV
83.3%
B/E move
0.5%
Puts
Pseudo strike
56.08
IV
89.7%
B/E move
0.5%