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ProShares Short Ether ETF SETH

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Market datapartial · fetched 2026-10-22T16:51:54.340Z

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 · 2026-10-22T16:26:42.042409654Z

FundamentalsAlpha Vantage · unavailable

Share price$33.65
1D+0.0%
$33.47$33.54$33.61$33.68$33.755:30 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$0.47$2.27$4.06$5.86$7.66$27.03$30.31$33.60$36.88$40.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SETH spot · $33.65SETH PRICE$0.66$0.79$0.92$1.10$1.32$1.56$1.80$2.10$2.43$2.82$3.26$3.79$4.50$0.68$0.79$0.93$1.12$1.35$1.91$2.45$2.89$3.40$4.05$4.80$5.73$7.14
PutsExpensive1.38×
CallsExpensive1.16×
SkewBearish+1.15 pp
Implied moveBearish±$4.26
TiltBearish15.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.4968.3%22.3%29.7359.2%13.7%
25Δ38.4860.6%16.7%30.9251.9%10.5%
30Δ37.0854.9%12.9%31.7347.8%8.5%
35Δ36.2053.5%10.9%32.3746.4%7.1%
40Δ35.4653.1%9.3%32.9446.2%6.1%
45Δ34.7852.7%8.0%33.5652.8%5.9%
50Δ34.1252.0%6.8%34.2258.1%5.6%
55Δ33.5052.0%5.8%34.9358.4%4.8%
60Δ32.8752.3%4.9%35.7159.0%4.0%
65Δ32.2252.8%4.1%36.5860.4%3.3%
70Δ31.5353.4%3.4%37.5561.5%2.7%
75Δ30.7954.3%2.8%38.6863.1%2.1%
80Δ29.8956.5%2.2%40.2766.8%1.6%

20Δ

Calls
Pseudo strike
40.49
IV
68.3%
B/E move
22.3%
Puts
Pseudo strike
29.73
IV
59.2%
B/E move
13.7%

25Δ

Calls
Pseudo strike
38.48
IV
60.6%
B/E move
16.7%
Puts
Pseudo strike
30.92
IV
51.9%
B/E move
10.5%

30Δ

Calls
Pseudo strike
37.08
IV
54.9%
B/E move
12.9%
Puts
Pseudo strike
31.73
IV
47.8%
B/E move
8.5%

35Δ

Calls
Pseudo strike
36.20
IV
53.5%
B/E move
10.9%
Puts
Pseudo strike
32.37
IV
46.4%
B/E move
7.1%

40Δ

Calls
Pseudo strike
35.46
IV
53.1%
B/E move
9.3%
Puts
Pseudo strike
32.94
IV
46.2%
B/E move
6.1%

45Δ

Calls
Pseudo strike
34.78
IV
52.7%
B/E move
8.0%
Puts
Pseudo strike
33.56
IV
52.8%
B/E move
5.9%

50Δ

Calls
Pseudo strike
34.12
IV
52.0%
B/E move
6.8%
Puts
Pseudo strike
34.22
IV
58.1%
B/E move
5.6%

55Δ

Calls
Pseudo strike
33.50
IV
52.0%
B/E move
5.8%
Puts
Pseudo strike
34.93
IV
58.4%
B/E move
4.8%

60Δ

Calls
Pseudo strike
32.87
IV
52.3%
B/E move
4.9%
Puts
Pseudo strike
35.71
IV
59.0%
B/E move
4.0%

65Δ

Calls
Pseudo strike
32.22
IV
52.8%
B/E move
4.1%
Puts
Pseudo strike
36.58
IV
60.4%
B/E move
3.3%

70Δ

Calls
Pseudo strike
31.53
IV
53.4%
B/E move
3.4%
Puts
Pseudo strike
37.55
IV
61.5%
B/E move
2.7%

75Δ

Calls
Pseudo strike
30.79
IV
54.3%
B/E move
2.8%
Puts
Pseudo strike
38.68
IV
63.1%
B/E move
2.1%

80Δ

Calls
Pseudo strike
29.89
IV
56.5%
B/E move
2.2%
Puts
Pseudo strike
40.27
IV
66.8%
B/E move
1.6%

Options history

No recorded observations