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ProShares Short Financials SEF

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Market datapartial · fetched 2026-10-23T17:01:49.670Z

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 · 2026-10-23T14:57:24.294120174Z

FundamentalsAlpha Vantage · unavailable

Share price$30.17
1D+0.4%
$30.04$30.08$30.11$30.15$30.185:30 AM6:30 AM9:00 AM1:00 PMSEF
Sold putSold call

ProShares Short Financials options

Live interpolated SEF call and put midpoint premiums by absolute delta.ProShares Short Financials$0.29$1.74$3.19$4.63$6.08$26.48$28.09$29.71$31.32$32.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SEF spot · $30.17SEF PRICE$0.45$0.48$0.51$0.55$0.59$0.64$0.69$0.74$0.82$0.92$1.03$1.13$1.23$0.45$0.47$0.51$0.56$0.62$0.76$1.06$1.35$1.72$2.22$2.82$3.72$5.66
PutsExpensive2.18×
CallsExpensive1.69×
SkewBearish+11.02 pp
Implied moveBearish±$1.75
TiltBearish38.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.6552.5%16.4%27.4045.7%10.7%
25Δ32.8940.5%10.6%28.3936.3%7.5%
30Δ31.9333.3%7.5%29.0530.5%5.4%
35Δ31.4029.3%5.9%29.4127.8%4.4%
40Δ30.9325.8%4.5%29.7725.1%3.4%
45Δ30.6723.9%3.8%30.1224.7%2.7%
50Δ30.4121.9%3.1%30.4528.2%2.6%
55Δ30.1520.0%2.4%30.7831.6%2.5%
60Δ29.9318.6%1.9%31.1935.2%2.3%
65Δ29.7417.8%1.6%31.7639.0%2.1%
70Δ29.5617.1%1.4%32.4542.6%1.8%
75Δ29.3816.3%1.1%33.4348.1%1.5%
80Δ29.2015.6%0.9%35.4161.1%1.4%

20Δ

Calls
Pseudo strike
34.65
IV
52.5%
B/E move
16.4%
Puts
Pseudo strike
27.40
IV
45.7%
B/E move
10.7%

25Δ

Calls
Pseudo strike
32.89
IV
40.5%
B/E move
10.6%
Puts
Pseudo strike
28.39
IV
36.3%
B/E move
7.5%

30Δ

Calls
Pseudo strike
31.93
IV
33.3%
B/E move
7.5%
Puts
Pseudo strike
29.05
IV
30.5%
B/E move
5.4%

35Δ

Calls
Pseudo strike
31.40
IV
29.3%
B/E move
5.9%
Puts
Pseudo strike
29.41
IV
27.8%
B/E move
4.4%

40Δ

Calls
Pseudo strike
30.93
IV
25.8%
B/E move
4.5%
Puts
Pseudo strike
29.77
IV
25.1%
B/E move
3.4%

45Δ

Calls
Pseudo strike
30.67
IV
23.9%
B/E move
3.8%
Puts
Pseudo strike
30.12
IV
24.7%
B/E move
2.7%

50Δ

Calls
Pseudo strike
30.41
IV
21.9%
B/E move
3.1%
Puts
Pseudo strike
30.45
IV
28.2%
B/E move
2.6%

55Δ

Calls
Pseudo strike
30.15
IV
20.0%
B/E move
2.4%
Puts
Pseudo strike
30.78
IV
31.6%
B/E move
2.5%

60Δ

Calls
Pseudo strike
29.93
IV
18.6%
B/E move
1.9%
Puts
Pseudo strike
31.19
IV
35.2%
B/E move
2.3%

65Δ

Calls
Pseudo strike
29.74
IV
17.8%
B/E move
1.6%
Puts
Pseudo strike
31.76
IV
39.0%
B/E move
2.1%

70Δ

Calls
Pseudo strike
29.56
IV
17.1%
B/E move
1.4%
Puts
Pseudo strike
32.45
IV
42.6%
B/E move
1.8%

75Δ

Calls
Pseudo strike
29.38
IV
16.3%
B/E move
1.1%
Puts
Pseudo strike
33.43
IV
48.1%
B/E move
1.5%

80Δ

Calls
Pseudo strike
29.20
IV
15.6%
B/E move
0.9%
Puts
Pseudo strike
35.41
IV
61.1%
B/E move
1.4%

Options history

No recorded observations