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ProShares Short S&P500 SH

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Market datapartial · fetched 2026-10-22T21:23:46.646Z

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 · 2026-10-22T20:48:30.492315551Z

FundamentalsAlpha Vantage · unavailable

Share price$32.46
1D+0.3%
AH$32.30$32.37$32.44$32.51$32.585:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSH
Sold putSold callAH

ProShares Short S&P500 options

Live interpolated SH call and put midpoint premiums by absolute delta.ProShares Short S&P500$0.12$0.97$1.81$2.66$3.51$30.28$31.32$32.36$33.39$34.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SH spot · $32.46SH PRICE$0.21$0.26$0.32$0.38$0.45$0.50$0.56$0.61$0.67$0.72$0.78$1.41$1.92$0.28$0.29$0.32$0.36$0.44$0.53$0.61$0.69$0.77$1.03$1.38$1.74$3.27
PutsExpensive1.63×
CallsExpensive1.41×
SkewBearish+2.26 pp
Implied moveBearish±$1.16
TiltBearish14.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.3521.2%6.5%30.6526.5%6.4%
25Δ33.8519.3%5.1%31.2621.6%4.6%
30Δ33.5818.7%4.4%31.6518.7%3.5%
35Δ33.3018.2%3.8%32.0216.2%2.5%
40Δ33.0217.6%3.1%32.2116.0%2.1%
45Δ32.8416.7%2.7%32.3915.8%1.8%
50Δ32.6715.8%2.4%32.5715.6%1.5%
55Δ32.5014.9%2.0%32.7615.3%1.2%
60Δ32.3314.0%1.7%32.9415.1%0.9%
65Δ32.1713.1%1.3%33.2516.8%0.7%
70Δ31.9912.3%1.0%33.6319.3%0.7%
75Δ31.4018.8%1.1%34.0121.9%0.6%
80Δ30.8723.0%1.0%35.5134.2%0.7%

20Δ

Calls
Pseudo strike
34.35
IV
21.2%
B/E move
6.5%
Puts
Pseudo strike
30.65
IV
26.5%
B/E move
6.4%

25Δ

Calls
Pseudo strike
33.85
IV
19.3%
B/E move
5.1%
Puts
Pseudo strike
31.26
IV
21.6%
B/E move
4.6%

30Δ

Calls
Pseudo strike
33.58
IV
18.7%
B/E move
4.4%
Puts
Pseudo strike
31.65
IV
18.7%
B/E move
3.5%

35Δ

Calls
Pseudo strike
33.30
IV
18.2%
B/E move
3.8%
Puts
Pseudo strike
32.02
IV
16.2%
B/E move
2.5%

40Δ

Calls
Pseudo strike
33.02
IV
17.6%
B/E move
3.1%
Puts
Pseudo strike
32.21
IV
16.0%
B/E move
2.1%

45Δ

Calls
Pseudo strike
32.84
IV
16.7%
B/E move
2.7%
Puts
Pseudo strike
32.39
IV
15.8%
B/E move
1.8%

50Δ

Calls
Pseudo strike
32.67
IV
15.8%
B/E move
2.4%
Puts
Pseudo strike
32.57
IV
15.6%
B/E move
1.5%

55Δ

Calls
Pseudo strike
32.50
IV
14.9%
B/E move
2.0%
Puts
Pseudo strike
32.76
IV
15.3%
B/E move
1.2%

60Δ

Calls
Pseudo strike
32.33
IV
14.0%
B/E move
1.7%
Puts
Pseudo strike
32.94
IV
15.1%
B/E move
0.9%

65Δ

Calls
Pseudo strike
32.17
IV
13.1%
B/E move
1.3%
Puts
Pseudo strike
33.25
IV
16.8%
B/E move
0.7%

70Δ

Calls
Pseudo strike
31.99
IV
12.3%
B/E move
1.0%
Puts
Pseudo strike
33.63
IV
19.3%
B/E move
0.7%

75Δ

Calls
Pseudo strike
31.40
IV
18.8%
B/E move
1.1%
Puts
Pseudo strike
34.01
IV
21.9%
B/E move
0.6%

80Δ

Calls
Pseudo strike
30.87
IV
23.0%
B/E move
1.0%
Puts
Pseudo strike
35.51
IV
34.2%
B/E move
0.7%

Options history

No recorded observations