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ProShares UltraShort S&P500 SDS

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Market dataready · fetched 2026-10-16T22:44:00.239Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-16T22:36:49.26098346Z

FundamentalsAlpha Vantage · ready

Share price$54.77
1D+2.6%
AH$53.07$53.58$54.08$54.58$55.095:30 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$0.20$3.81$7.41$11.01$14.62$46.33$50.07$53.81$57.56$61.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SDS spot · $54.77SDS PRICE$0.78$0.96$1.13$1.25$1.44$1.68$1.88$2.10$2.32$2.43$2.55$2.85$3.32$0.59$0.79$1.06$1.33$1.55$2.17$2.86$3.60$4.49$5.52$7.13$9.23$13.58
PutsExpensive2.01×
CallsExpensive1.34×
SkewBearish+11.29 pp
Implied moveBearish±$4.74
TiltBearish37.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.1343.5%14.9%51.0729.9%7.8%
25Δ60.2540.1%11.8%51.8729.8%6.7%
30Δ58.8237.3%9.5%52.5330.9%6.0%
35Δ57.5133.1%7.3%53.1931.5%5.3%
40Δ56.6331.5%6.0%53.9230.3%4.4%
45Δ55.9030.9%5.1%54.6134.7%4.3%
50Δ55.2229.4%4.3%55.4038.8%4.1%
55Δ54.6028.1%3.5%56.3641.7%3.7%
60Δ54.0226.8%2.9%57.4944.5%3.2%
65Δ53.6024.5%2.3%58.7847.0%2.8%
70Δ53.1922.2%1.8%60.5851.8%2.4%
75Δ52.6821.3%1.4%62.9157.0%2.0%
80Δ52.0721.7%1.1%67.4269.3%1.7%

20Δ

Calls
Pseudo strike
62.13
IV
43.5%
B/E move
14.9%
Puts
Pseudo strike
51.07
IV
29.9%
B/E move
7.8%

25Δ

Calls
Pseudo strike
60.25
IV
40.1%
B/E move
11.8%
Puts
Pseudo strike
51.87
IV
29.8%
B/E move
6.7%

30Δ

Calls
Pseudo strike
58.82
IV
37.3%
B/E move
9.5%
Puts
Pseudo strike
52.53
IV
30.9%
B/E move
6.0%

35Δ

Calls
Pseudo strike
57.51
IV
33.1%
B/E move
7.3%
Puts
Pseudo strike
53.19
IV
31.5%
B/E move
5.3%

40Δ

Calls
Pseudo strike
56.63
IV
31.5%
B/E move
6.0%
Puts
Pseudo strike
53.92
IV
30.3%
B/E move
4.4%

45Δ

Calls
Pseudo strike
55.90
IV
30.9%
B/E move
5.1%
Puts
Pseudo strike
54.61
IV
34.7%
B/E move
4.3%

50Δ

Calls
Pseudo strike
55.22
IV
29.4%
B/E move
4.3%
Puts
Pseudo strike
55.40
IV
38.8%
B/E move
4.1%

55Δ

Calls
Pseudo strike
54.60
IV
28.1%
B/E move
3.5%
Puts
Pseudo strike
56.36
IV
41.7%
B/E move
3.7%

60Δ

Calls
Pseudo strike
54.02
IV
26.8%
B/E move
2.9%
Puts
Pseudo strike
57.49
IV
44.5%
B/E move
3.2%

65Δ

Calls
Pseudo strike
53.60
IV
24.5%
B/E move
2.3%
Puts
Pseudo strike
58.78
IV
47.0%
B/E move
2.8%

70Δ

Calls
Pseudo strike
53.19
IV
22.2%
B/E move
1.8%
Puts
Pseudo strike
60.58
IV
51.8%
B/E move
2.4%

75Δ

Calls
Pseudo strike
52.68
IV
21.3%
B/E move
1.4%
Puts
Pseudo strike
62.91
IV
57.0%
B/E move
2.0%

80Δ

Calls
Pseudo strike
52.07
IV
21.7%
B/E move
1.1%
Puts
Pseudo strike
67.42
IV
69.3%
B/E move
1.7%