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ProShares Short Ether ETF SETH

i

Market dataready · fetched 2026-11-11T15:53:22.128Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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: 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 data

PriceAlpaca · sip · 2026-11-11T15:45:54.027233397Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:53:21.400176+00:00

Share price$38.40
1D-1.0%
$38.37$38.48$38.60$38.71$38.825:30 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$0.85$6.94$13.04$19.13$25.22$26.77$32.28$37.78$43.29$48.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SETH spot · $38.40SETH PRICE$1.51$1.86$2.22$2.57$2.92$3.28$3.75$4.34$4.92$5.51$6.10$5.44$6.47$7.50$9.15$12.19$16.04$23.47
Puts——
Calls——
Skew——
Implied moveBearish±$8.37
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ44.8854.8%20.8%
35Δ43.6353.6%18.5%
40Δ42.3852.5%16.1%
45Δ41.1251.4%13.8%
50Δ39.8750.2%11.4%40.3768.9%9.1%
55Δ38.6249.1%9.1%41.9268.9%7.7%
60Δ37.5047.9%7.4%43.4869.0%6.3%
65Δ36.5246.7%6.4%45.5571.3%5.2%
70Δ35.5445.5%5.4%48.9078.4%4.4%
75Δ34.5644.3%4.4%53.0487.2%3.6%
80Δ33.5843.1%3.3%60.81100.0%2.7%

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
44.88
IV
54.8%
B/E move
20.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
43.63
IV
53.6%
B/E move
18.5%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
42.38
IV
52.5%
B/E move
16.1%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
41.12
IV
51.4%
B/E move
13.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
39.87
IV
50.2%
B/E move
11.4%
Puts
Pseudo strike
40.37
IV
68.9%
B/E move
9.1%

55Δ

Calls
Pseudo strike
38.62
IV
49.1%
B/E move
9.1%
Puts
Pseudo strike
41.92
IV
68.9%
B/E move
7.7%

60Δ

Calls
Pseudo strike
37.50
IV
47.9%
B/E move
7.4%
Puts
Pseudo strike
43.48
IV
69.0%
B/E move
6.3%

65Δ

Calls
Pseudo strike
36.52
IV
46.7%
B/E move
6.4%
Puts
Pseudo strike
45.55
IV
71.3%
B/E move
5.2%

70Δ

Calls
Pseudo strike
35.54
IV
45.5%
B/E move
5.4%
Puts
Pseudo strike
48.90
IV
78.4%
B/E move
4.4%

75Δ

Calls
Pseudo strike
34.56
IV
44.3%
B/E move
4.4%
Puts
Pseudo strike
53.04
IV
87.2%
B/E move
3.6%

80Δ

Calls
Pseudo strike
33.58
IV
43.1%
B/E move
3.3%
Puts
Pseudo strike
60.81
IV
100.0%
B/E move
2.7%

Options history

IV · four-Friday blend56.69%
Daily EOD
SETH52.7%54.9%57.0%2026-10-19: 55.54%2026-10-20: 56.11%2026-10-21: 53.03%2026-10-22: 55.82%2026-10-23: 54.30%2026-10-26: 54.15%2026-10-27: 55.49%2026-10-28: 53.09%2026-10-29: 54.70%2026-10-30: 56.69%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
55.54%
56.11%
53.03%
55.82%
54.30%
54.15%
55.49%
53.09%
54.70%
56.69%