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ProShares Short Financials SEF

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Market datapartial · fetched 2026-10-22T23:44:13.329Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T22:30:00.003869324Z

FundamentalsAlpha Vantage · unavailable

Share price$29.82
1D-0.7%
AH$29.80$29.87$29.93$29.99$30.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSEF
Sold putSold callAH

ProShares Short Financials options

Live interpolated SEF call and put midpoint premiums by absolute delta.ProShares Short Financials$0.35$1.19$2.02$2.86$3.70$26.82$28.23$29.65$31.07$32.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SEF spot · $29.82SEF PRICE$0.46$0.48$0.44$0.46$0.54$0.62$0.71$0.78$0.86$0.93$1.01$1.08$1.62$0.45$0.46$0.49$0.52$0.57$0.62$0.67$0.93$1.24$1.55$2.08$2.70$3.46
PutsExpensive1.76×
CallsExpensive1.73×
SkewBearish+4.07 pp
Implied moveBullish±$1.37
TiltBearish22.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.3953.0%16.8%27.0945.4%10.7%
25Δ32.6241.3%11.0%28.1235.0%7.2%
30Δ31.3929.2%6.7%28.7029.6%5.4%
35Δ30.8123.8%4.8%29.1425.8%4.0%
40Δ30.5323.2%4.2%29.4123.7%3.3%
45Δ30.2622.6%3.6%29.6821.5%2.5%
50Δ29.9921.9%2.9%29.9619.4%1.8%
55Δ29.8020.7%2.5%30.2821.6%1.6%
60Δ29.6119.6%2.2%30.6124.6%1.5%
65Δ29.4218.5%1.8%30.9427.7%1.4%
70Δ29.2417.3%1.4%31.5231.7%1.3%
75Δ29.0516.2%1.0%32.2035.7%1.1%
80Δ28.4820.7%0.9%33.0339.2%0.8%

20Δ

Calls
Pseudo strike
34.39
IV
53.0%
B/E move
16.8%
Puts
Pseudo strike
27.09
IV
45.4%
B/E move
10.7%

25Δ

Calls
Pseudo strike
32.62
IV
41.3%
B/E move
11.0%
Puts
Pseudo strike
28.12
IV
35.0%
B/E move
7.2%

30Δ

Calls
Pseudo strike
31.39
IV
29.2%
B/E move
6.7%
Puts
Pseudo strike
28.70
IV
29.6%
B/E move
5.4%

35Δ

Calls
Pseudo strike
30.81
IV
23.8%
B/E move
4.8%
Puts
Pseudo strike
29.14
IV
25.8%
B/E move
4.0%

40Δ

Calls
Pseudo strike
30.53
IV
23.2%
B/E move
4.2%
Puts
Pseudo strike
29.41
IV
23.7%
B/E move
3.3%

45Δ

Calls
Pseudo strike
30.26
IV
22.6%
B/E move
3.6%
Puts
Pseudo strike
29.68
IV
21.5%
B/E move
2.5%

50Δ

Calls
Pseudo strike
29.99
IV
21.9%
B/E move
2.9%
Puts
Pseudo strike
29.96
IV
19.4%
B/E move
1.8%

55Δ

Calls
Pseudo strike
29.80
IV
20.7%
B/E move
2.5%
Puts
Pseudo strike
30.28
IV
21.6%
B/E move
1.6%

60Δ

Calls
Pseudo strike
29.61
IV
19.6%
B/E move
2.2%
Puts
Pseudo strike
30.61
IV
24.6%
B/E move
1.5%

65Δ

Calls
Pseudo strike
29.42
IV
18.5%
B/E move
1.8%
Puts
Pseudo strike
30.94
IV
27.7%
B/E move
1.4%

70Δ

Calls
Pseudo strike
29.24
IV
17.3%
B/E move
1.4%
Puts
Pseudo strike
31.52
IV
31.7%
B/E move
1.3%

75Δ

Calls
Pseudo strike
29.05
IV
16.2%
B/E move
1.0%
Puts
Pseudo strike
32.20
IV
35.7%
B/E move
1.1%

80Δ

Calls
Pseudo strike
28.48
IV
20.7%
B/E move
0.9%
Puts
Pseudo strike
33.03
IV
39.2%
B/E move
0.8%

Options history

No recorded observations