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ProShares Short S&P500 SH

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Market dataready · fetched 2026-11-12T00:48:55.675Z

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: 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 · 2026-11-12T00:48:24.46102743Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:48:55.216164+00:00

Share price$32.81
1D-0.4%
AH$32.52$32.61$32.70$32.78$32.875:30 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$0.05$0.49$0.93$1.36$1.80$31.22$32.00$32.78$33.56$34.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SH spot · $32.81SH PRICE$0.10$0.12$0.14$0.15$0.17$0.35$0.54$0.73$0.92$1.11$1.30$1.49$1.68$0.18$0.23$0.29$0.34$0.39$0.45$0.50$0.56$0.74$0.92$1.10$1.27$1.54
PutsExpensive1.34×
CallsCheap0.92×
SkewBearish+5.81 pp
Implied moveBullish±$1.04
TiltBalanced1.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.7818.6%3.2%31.5225.7%4.5%
25Δ33.5916.9%2.7%31.7325.3%4.0%
30Δ33.3915.3%2.2%31.9424.8%3.5%
35Δ33.2013.7%1.7%32.1624.4%3.0%
40Δ33.0112.0%1.1%32.3723.9%2.5%
45Δ32.8014.1%1.0%32.5923.5%2.0%
50Δ32.5816.3%1.0%32.8023.1%1.6%
55Δ32.3718.6%0.9%33.0122.7%1.1%
60Δ32.1620.8%0.8%33.2424.1%1.0%
65Δ31.9523.0%0.8%33.4625.5%0.8%
70Δ31.7325.3%0.7%33.6826.9%0.7%
75Δ31.5227.5%0.6%33.9028.2%0.5%
80Δ31.3129.7%0.5%34.2129.2%0.4%

20Δ

Calls
Pseudo strike
33.78
IV
18.6%
B/E move
3.2%
Puts
Pseudo strike
31.52
IV
25.7%
B/E move
4.5%

25Δ

Calls
Pseudo strike
33.59
IV
16.9%
B/E move
2.7%
Puts
Pseudo strike
31.73
IV
25.3%
B/E move
4.0%

30Δ

Calls
Pseudo strike
33.39
IV
15.3%
B/E move
2.2%
Puts
Pseudo strike
31.94
IV
24.8%
B/E move
3.5%

35Δ

Calls
Pseudo strike
33.20
IV
13.7%
B/E move
1.7%
Puts
Pseudo strike
32.16
IV
24.4%
B/E move
3.0%

40Δ

Calls
Pseudo strike
33.01
IV
12.0%
B/E move
1.1%
Puts
Pseudo strike
32.37
IV
23.9%
B/E move
2.5%

45Δ

Calls
Pseudo strike
32.80
IV
14.1%
B/E move
1.0%
Puts
Pseudo strike
32.59
IV
23.5%
B/E move
2.0%

50Δ

Calls
Pseudo strike
32.58
IV
16.3%
B/E move
1.0%
Puts
Pseudo strike
32.80
IV
23.1%
B/E move
1.6%

55Δ

Calls
Pseudo strike
32.37
IV
18.6%
B/E move
0.9%
Puts
Pseudo strike
33.01
IV
22.7%
B/E move
1.1%

60Δ

Calls
Pseudo strike
32.16
IV
20.8%
B/E move
0.8%
Puts
Pseudo strike
33.24
IV
24.1%
B/E move
1.0%

65Δ

Calls
Pseudo strike
31.95
IV
23.0%
B/E move
0.8%
Puts
Pseudo strike
33.46
IV
25.5%
B/E move
0.8%

70Δ

Calls
Pseudo strike
31.73
IV
25.3%
B/E move
0.7%
Puts
Pseudo strike
33.68
IV
26.9%
B/E move
0.7%

75Δ

Calls
Pseudo strike
31.52
IV
27.5%
B/E move
0.6%
Puts
Pseudo strike
33.90
IV
28.2%
B/E move
0.5%

80Δ

Calls
Pseudo strike
31.31
IV
29.7%
B/E move
0.5%
Puts
Pseudo strike
34.21
IV
29.2%
B/E move
0.4%

Options history

IV · four-Friday blend19.79%
Daily EOD
SH15.7%18.8%21.8%2026-10-19: 21.43%2026-10-20: 18.17%2026-10-21: 16.14%2026-10-22: 21.20%2026-10-23: 17.03%2026-10-26: 19.07%2026-10-27: 18.60%2026-10-28: 17.59%2026-10-29: 17.09%2026-10-30: 19.79%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
21.43%
18.17%
16.14%
21.20%
17.03%
19.07%
18.60%
17.59%
17.09%
19.79%