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ProShares Short Ether ETF SETH

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Market datapartial · fetched 2026-10-22T21:21:16.449Z

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 · 2026-10-22T20:10:00.003003306Z

FundamentalsAlpha Vantage · unavailable

Share price$33.83
1D+0.6%
AH$33.46$33.58$33.70$33.81$33.935:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSETH
Sold putSold callAH

ProShares Short Ether ETF options

Live interpolated SETH call and put midpoint premiums by absolute delta.ProShares Short Ether ETF$0.45$2.35$4.25$6.15$8.05$26.73$30.03$33.32$36.62$39.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SETH spot · $33.83SETH PRICE$0.66$0.78$0.87$1.05$1.25$1.47$1.70$1.95$2.20$2.53$2.88$3.30$3.78$0.69$0.81$0.97$1.20$1.51$2.17$2.72$3.22$3.84$4.68$5.75$7.51
PutsExpensive1.50×
CallsExpensive1.08×
SkewBearish+10.61 pp
Implied moveBearish±$4.42
TiltBearish17.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.6167.7%22.0%29.8759.8%13.7%
25Δ38.5959.7%16.4%31.0552.8%10.6%
30Δ37.0551.8%12.1%31.8449.5%8.7%
35Δ36.2250.4%10.2%32.4849.1%7.6%
40Δ35.5249.8%8.7%33.0950.6%6.7%
45Δ34.8749.3%7.4%33.7559.5%6.7%
50Δ34.2648.5%6.3%34.4963.3%6.1%
55Δ33.6847.6%5.3%35.2964.1%5.2%
60Δ33.1146.7%4.4%36.1865.5%4.4%
65Δ32.5446.5%3.6%37.2468.3%3.8%
70Δ31.9546.4%3.0%38.5371.7%3.1%
75Δ31.3446.1%2.4%40.4579.1%2.6%
80Δ30.6746.0%1.8%

20Δ

Calls
Pseudo strike
40.61
IV
67.7%
B/E move
22.0%
Puts
Pseudo strike
29.87
IV
59.8%
B/E move
13.7%

25Δ

Calls
Pseudo strike
38.59
IV
59.7%
B/E move
16.4%
Puts
Pseudo strike
31.05
IV
52.8%
B/E move
10.6%

30Δ

Calls
Pseudo strike
37.05
IV
51.8%
B/E move
12.1%
Puts
Pseudo strike
31.84
IV
49.5%
B/E move
8.7%

35Δ

Calls
Pseudo strike
36.22
IV
50.4%
B/E move
10.2%
Puts
Pseudo strike
32.48
IV
49.1%
B/E move
7.6%

40Δ

Calls
Pseudo strike
35.52
IV
49.8%
B/E move
8.7%
Puts
Pseudo strike
33.09
IV
50.6%
B/E move
6.7%

45Δ

Calls
Pseudo strike
34.87
IV
49.3%
B/E move
7.4%
Puts
Pseudo strike
33.75
IV
59.5%
B/E move
6.7%

50Δ

Calls
Pseudo strike
34.26
IV
48.5%
B/E move
6.3%
Puts
Pseudo strike
34.49
IV
63.3%
B/E move
6.1%

55Δ

Calls
Pseudo strike
33.68
IV
47.6%
B/E move
5.3%
Puts
Pseudo strike
35.29
IV
64.1%
B/E move
5.2%

60Δ

Calls
Pseudo strike
33.11
IV
46.7%
B/E move
4.4%
Puts
Pseudo strike
36.18
IV
65.5%
B/E move
4.4%

65Δ

Calls
Pseudo strike
32.54
IV
46.5%
B/E move
3.6%
Puts
Pseudo strike
37.24
IV
68.3%
B/E move
3.8%

70Δ

Calls
Pseudo strike
31.95
IV
46.4%
B/E move
3.0%
Puts
Pseudo strike
38.53
IV
71.7%
B/E move
3.1%

75Δ

Calls
Pseudo strike
31.34
IV
46.1%
B/E move
2.4%
Puts
Pseudo strike
40.45
IV
79.1%
B/E move
2.6%

80Δ

Calls
Pseudo strike
30.67
IV
46.0%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations