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ProShares UltraShort Industrials SIJ

i

Market dataready · fetched 2026-11-12T15:05:38.679Z

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 · 2026-11-12T01:00:00.122144307Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T15:05:38.031686+00:00

Share price$18.02
1D+0.1%
AH$17.93$17.96$17.99$18.03$18.065:30 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$0.30$0.76$1.22$1.68$2.14$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICESIJ PRICE$0.35$0.35$0.39$0.43$0.48$0.53$0.58$0.67$0.83$0.99$1.14$1.30$2.01$0.35$0.37$0.39$0.42$0.45$0.48
Puts——
CallsExpensive1.13×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.59127.0%21.8%15.95107.3%13.4%
25Δ20.0192.8%13.0%16.6187.0%9.8%
30Δ19.4482.1%10.1%17.1072.3%7.2%
35Δ18.9472.6%7.5%17.3665.4%6.0%
40Δ18.6867.3%6.3%17.6258.4%4.7%
45Δ18.4162.0%5.1%17.8851.4%3.5%
50Δ18.1456.6%3.9%
55Δ17.9054.8%3.0%
60Δ17.6757.0%2.7%
65Δ17.4559.2%2.3%
70Δ17.2261.4%1.9%
75Δ17.0063.6%1.6%
80Δ16.2986.4%1.6%

20Δ

Calls
Pseudo strike
21.59
IV
127.0%
B/E move
21.8%
Puts
Pseudo strike
15.95
IV
107.3%
B/E move
13.4%

25Δ

Calls
Pseudo strike
20.01
IV
92.8%
B/E move
13.0%
Puts
Pseudo strike
16.61
IV
87.0%
B/E move
9.8%

30Δ

Calls
Pseudo strike
19.44
IV
82.1%
B/E move
10.1%
Puts
Pseudo strike
17.10
IV
72.3%
B/E move
7.2%

35Δ

Calls
Pseudo strike
18.94
IV
72.6%
B/E move
7.5%
Puts
Pseudo strike
17.36
IV
65.4%
B/E move
6.0%

40Δ

Calls
Pseudo strike
18.68
IV
67.3%
B/E move
6.3%
Puts
Pseudo strike
17.62
IV
58.4%
B/E move
4.7%

45Δ

Calls
Pseudo strike
18.41
IV
62.0%
B/E move
5.1%
Puts
Pseudo strike
17.88
IV
51.4%
B/E move
3.5%

50Δ

Calls
Pseudo strike
18.14
IV
56.6%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
17.90
IV
54.8%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
17.67
IV
57.0%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
17.45
IV
59.2%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
17.22
IV
61.4%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
17.00
IV
63.6%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
16.29
IV
86.4%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend56.86%
Daily EOD
SIJ50.9%54.1%57.3%2026-10-19: 54.31%2026-10-20: 52.91%2026-10-21: 51.81%2026-10-22: 54.75%2026-10-23: 54.87%2026-10-26: 54.35%2026-10-27: 52.10%2026-10-28: 51.36%2026-10-29: 53.85%2026-10-30: 56.86%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
54.31%
52.91%
51.81%
54.75%
54.87%
54.35%
52.10%
51.36%
53.85%
56.86%