ProShares Short Financials SEF
i
Market datapartial · fetched 2026-11-13T00:48:13.404Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-13T00:39:15.102764491Z
FundamentalsAlpha Vantage · unavailable
Share price$29.40
1D+0.7%
Sold putSold callAH
ProShares Short Financials options
PutsExpensive3.69×
Calls——
Skew——
Implied moveBearish±$1.41
Tilt——
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 33.28 | 91.8% | 14.6% | 26.58 | 88.7% | 11.1% |
| 25Δ | 31.87 | 74.2% | 9.9% | 27.62 | 67.7% | 7.6% |
| 30Δ | 30.90 | 57.9% | 6.6% | 28.22 | 57.1% | 5.7% |
| 35Δ | 30.36 | 47.3% | 4.8% | 28.60 | 52.0% | 4.5% |
| 40Δ | 29.95 | 39.2% | 3.4% | 28.99 | 46.8% | 3.4% |
| 45Δ | 29.80 | 35.8% | 3.0% | 29.26 | 47.6% | 3.0% |
| 50Δ | 29.64 | 32.5% | 2.5% | 29.53 | 48.6% | 2.7% |
| 55Δ | 29.49 | 29.2% | 2.1% | 29.80 | 49.6% | 2.3% |
| 60Δ | 29.34 | 25.8% | 1.6% | 30.14 | 53.0% | 2.0% |
| 65Δ | 29.18 | 22.5% | 1.1% | 30.70 | 63.5% | 2.0% |
| 70Δ | 29.03 | 19.2% | 0.7% | 31.30 | 71.1% | 1.8% |
| 75Δ | 31.93 | 75.3% | 1.5% | |||
| 80Δ | 33.45 | 94.6% | 1.4% | |||
20Δ
- Pseudo strike
- 33.28
- IV
- 91.8%
- B/E move
- 14.6%
- Pseudo strike
- 26.58
- IV
- 88.7%
- B/E move
- 11.1%
25Δ
- Pseudo strike
- 31.87
- IV
- 74.2%
- B/E move
- 9.9%
- Pseudo strike
- 27.62
- IV
- 67.7%
- B/E move
- 7.6%
30Δ
- Pseudo strike
- 30.90
- IV
- 57.9%
- B/E move
- 6.6%
- Pseudo strike
- 28.22
- IV
- 57.1%
- B/E move
- 5.7%
35Δ
- Pseudo strike
- 30.36
- IV
- 47.3%
- B/E move
- 4.8%
- Pseudo strike
- 28.60
- IV
- 52.0%
- B/E move
- 4.5%
40Δ
- Pseudo strike
- 29.95
- IV
- 39.2%
- B/E move
- 3.4%
- Pseudo strike
- 28.99
- IV
- 46.8%
- B/E move
- 3.4%
45Δ
- Pseudo strike
- 29.80
- IV
- 35.8%
- B/E move
- 3.0%
- Pseudo strike
- 29.26
- IV
- 47.6%
- B/E move
- 3.0%
50Δ
- Pseudo strike
- 29.64
- IV
- 32.5%
- B/E move
- 2.5%
- Pseudo strike
- 29.53
- IV
- 48.6%
- B/E move
- 2.7%
55Δ
- Pseudo strike
- 29.49
- IV
- 29.2%
- B/E move
- 2.1%
- Pseudo strike
- 29.80
- IV
- 49.6%
- B/E move
- 2.3%
60Δ
- Pseudo strike
- 29.34
- IV
- 25.8%
- B/E move
- 1.6%
- Pseudo strike
- 30.14
- IV
- 53.0%
- B/E move
- 2.0%
65Δ
- Pseudo strike
- 29.18
- IV
- 22.5%
- B/E move
- 1.1%
- Pseudo strike
- 30.70
- IV
- 63.5%
- B/E move
- 2.0%
70Δ
- Pseudo strike
- 29.03
- IV
- 19.2%
- B/E move
- 0.7%
- Pseudo strike
- 31.30
- IV
- 71.1%
- B/E move
- 1.8%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 31.93
- IV
- 75.3%
- B/E move
- 1.5%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 33.45
- IV
- 94.6%
- B/E move
- 1.4%
Options history
IV · four-Friday blend—
Daily EOD
No recorded observations
0 observations