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ProShares UltraShort Industrials SIJ

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Market datapartial · fetched 2026-10-23T04:45:27.115Z

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 · 2026-10-23T00:00:00.139757916Z

FundamentalsAlpha Vantage · unavailable

Share price$19.10
1D+0.5%
AH$18.96$19.09$19.22$19.36$19.495:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSIJ
Sold putSold callAH

ProShares UltraShort Industrials options

Live interpolated SIJ call and put midpoint premiums by absolute delta.ProShares UltraShort Industrials$0.27$1.57$2.87$4.17$5.48$15.23$17.04$18.84$20.65$22.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SIJ spot · $19.10SIJ PRICE$0.41$0.47$0.54$0.61$0.68$0.79$0.91$1.02$1.16$1.30$1.44$1.65$1.96$0.41$0.47$0.53$0.64$0.75$0.86$1.23$1.60$1.99$2.40$3.31$4.12$5.10
PutsExpensive1.82×
CallsExpensive1.42×
SkewBearish+9.56 pp
Implied moveBearish±$2.14
TiltBearish28.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.5076.3%25.2%16.7363.7%14.5%
25Δ22.0364.8%17.8%17.4455.1%11.2%
30Δ21.1557.5%13.6%18.0248.3%8.5%
35Δ20.5452.7%10.7%18.3546.9%7.3%
40Δ20.0048.3%8.2%18.6845.5%6.1%
45Δ19.6747.2%7.1%19.0144.3%5.0%
50Δ19.3446.1%6.0%19.4250.7%4.8%
55Δ19.0145.0%4.9%19.8357.1%4.5%
60Δ18.7343.7%4.1%20.3161.2%4.1%
65Δ18.4542.3%3.4%20.8463.7%3.5%
70Δ18.1741.0%2.7%21.8174.1%3.2%
75Δ17.8540.6%2.1%22.7378.5%2.6%
80Δ17.4541.6%1.7%23.8382.3%1.9%

20Δ

Calls
Pseudo strike
23.50
IV
76.3%
B/E move
25.2%
Puts
Pseudo strike
16.73
IV
63.7%
B/E move
14.5%

25Δ

Calls
Pseudo strike
22.03
IV
64.8%
B/E move
17.8%
Puts
Pseudo strike
17.44
IV
55.1%
B/E move
11.2%

30Δ

Calls
Pseudo strike
21.15
IV
57.5%
B/E move
13.6%
Puts
Pseudo strike
18.02
IV
48.3%
B/E move
8.5%

35Δ

Calls
Pseudo strike
20.54
IV
52.7%
B/E move
10.7%
Puts
Pseudo strike
18.35
IV
46.9%
B/E move
7.3%

40Δ

Calls
Pseudo strike
20.00
IV
48.3%
B/E move
8.2%
Puts
Pseudo strike
18.68
IV
45.5%
B/E move
6.1%

45Δ

Calls
Pseudo strike
19.67
IV
47.2%
B/E move
7.1%
Puts
Pseudo strike
19.01
IV
44.3%
B/E move
5.0%

50Δ

Calls
Pseudo strike
19.34
IV
46.1%
B/E move
6.0%
Puts
Pseudo strike
19.42
IV
50.7%
B/E move
4.8%

55Δ

Calls
Pseudo strike
19.01
IV
45.0%
B/E move
4.9%
Puts
Pseudo strike
19.83
IV
57.1%
B/E move
4.5%

60Δ

Calls
Pseudo strike
18.73
IV
43.7%
B/E move
4.1%
Puts
Pseudo strike
20.31
IV
61.2%
B/E move
4.1%

65Δ

Calls
Pseudo strike
18.45
IV
42.3%
B/E move
3.4%
Puts
Pseudo strike
20.84
IV
63.7%
B/E move
3.5%

70Δ

Calls
Pseudo strike
18.17
IV
41.0%
B/E move
2.7%
Puts
Pseudo strike
21.81
IV
74.1%
B/E move
3.2%

75Δ

Calls
Pseudo strike
17.85
IV
40.6%
B/E move
2.1%
Puts
Pseudo strike
22.73
IV
78.5%
B/E move
2.6%

80Δ

Calls
Pseudo strike
17.45
IV
41.6%
B/E move
1.7%
Puts
Pseudo strike
23.83
IV
82.3%
B/E move
1.9%

Options history

No recorded observations