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ProShares UltraShort S&P500 SDS

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Market dataready · fetched 2026-10-16T00:17:12.771Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-16T00:00:00.119603029Z

FundamentalsAlpha Vantage · ready

Share price$53.43
1D-1.0%
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$0.28$1.74$3.20$4.66$6.11$47.94$50.78$53.62$56.46$59.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SDS spot · $53.43SDS PRICE$0.64$0.85$1.02$1.21$1.38$1.48$1.63$1.93$2.21$2.47$2.78$3.11$3.63$0.44$0.56$0.70$0.97$1.26$1.58$1.93$2.25$2.57$3.14$3.87$4.65$5.69
PutsExpensive1.25×
CallsExpensive1.25×
SkewBullish-2.26 pp
Implied moveBearish±$3.56
TiltBearish9.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.4436.3%12.5%50.6322.7%6.1%
25Δ58.2535.8%10.6%51.3421.5%5.0%
30Δ57.0333.8%8.6%51.9121.2%4.2%
35Δ56.0732.3%7.2%52.3622.7%3.8%
40Δ55.2230.5%5.9%52.7924.6%3.6%
45Δ54.4727.5%4.7%53.2826.1%3.2%
50Δ53.8125.5%3.8%53.8427.1%2.8%
55Δ53.2625.9%3.3%54.4127.1%2.4%
60Δ52.7325.8%2.8%54.9926.8%1.9%
65Δ52.2025.0%2.3%55.7228.1%1.6%
70Δ51.6724.4%1.9%56.6129.9%1.3%
75Δ51.1423.8%1.5%57.5631.0%1.0%
80Δ50.4623.9%1.2%58.7732.5%0.7%

20Δ

Calls
Pseudo strike
59.44
IV
36.3%
B/E move
12.5%
Puts
Pseudo strike
50.63
IV
22.7%
B/E move
6.1%

25Δ

Calls
Pseudo strike
58.25
IV
35.8%
B/E move
10.6%
Puts
Pseudo strike
51.34
IV
21.5%
B/E move
5.0%

30Δ

Calls
Pseudo strike
57.03
IV
33.8%
B/E move
8.6%
Puts
Pseudo strike
51.91
IV
21.2%
B/E move
4.2%

35Δ

Calls
Pseudo strike
56.07
IV
32.3%
B/E move
7.2%
Puts
Pseudo strike
52.36
IV
22.7%
B/E move
3.8%

40Δ

Calls
Pseudo strike
55.22
IV
30.5%
B/E move
5.9%
Puts
Pseudo strike
52.79
IV
24.6%
B/E move
3.6%

45Δ

Calls
Pseudo strike
54.47
IV
27.5%
B/E move
4.7%
Puts
Pseudo strike
53.28
IV
26.1%
B/E move
3.2%

50Δ

Calls
Pseudo strike
53.81
IV
25.5%
B/E move
3.8%
Puts
Pseudo strike
53.84
IV
27.1%
B/E move
2.8%

55Δ

Calls
Pseudo strike
53.26
IV
25.9%
B/E move
3.3%
Puts
Pseudo strike
54.41
IV
27.1%
B/E move
2.4%

60Δ

Calls
Pseudo strike
52.73
IV
25.8%
B/E move
2.8%
Puts
Pseudo strike
54.99
IV
26.8%
B/E move
1.9%

65Δ

Calls
Pseudo strike
52.20
IV
25.0%
B/E move
2.3%
Puts
Pseudo strike
55.72
IV
28.1%
B/E move
1.6%

70Δ

Calls
Pseudo strike
51.67
IV
24.4%
B/E move
1.9%
Puts
Pseudo strike
56.61
IV
29.9%
B/E move
1.3%

75Δ

Calls
Pseudo strike
51.14
IV
23.8%
B/E move
1.5%
Puts
Pseudo strike
57.56
IV
31.0%
B/E move
1.0%

80Δ

Calls
Pseudo strike
50.46
IV
23.9%
B/E move
1.2%
Puts
Pseudo strike
58.77
IV
32.5%
B/E move
0.7%