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ProShares Short Ether ETF SETH

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Market datapartial · fetched 2026-10-22T14:49:56.044Z

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 · 2026-10-22T14:37:02.426314913Z

FundamentalsAlpha Vantage · unavailable

Share price$33.65
1D+0.0%
$33.47$33.52$33.57$33.62$33.675:30 AM6:30 AM9:00 AM1:00 PMSETH
Sold putSold call

ProShares Short Ether ETF options

Live interpolated SETH call and put midpoint premiums by absolute delta.ProShares Short Ether ETF$0.77$2.79$4.81$6.84$8.86$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESETH PRICE$0.99$1.18$1.37$1.57$1.79$2.01$2.29$5.06$6.27$8.28
PutsExpensive1.94×
CallsCheap0.94×
SkewBearish+34.16 pp
Implied move——
TiltBearish27.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ35.8747.4%9.6%
40Δ35.2646.5%8.3%
45Δ34.6445.6%7.0%
50Δ34.0344.7%5.8%
55Δ33.5043.7%4.9%
60Δ32.9842.6%4.0%
65Δ32.4841.9%3.3%37.3673.0%4.0%
70Δ38.7977.5%3.4%
75Δ40.9785.9%2.8%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
35.87
IV
47.4%
B/E move
9.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
35.26
IV
46.5%
B/E move
8.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
34.64
IV
45.6%
B/E move
7.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
34.03
IV
44.7%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
33.50
IV
43.7%
B/E move
4.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
32.98
IV
42.6%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
32.48
IV
41.9%
B/E move
3.3%
Puts
Pseudo strike
37.36
IV
73.0%
B/E move
4.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.79
IV
77.5%
B/E move
3.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.97
IV
85.9%
B/E move
2.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations