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ProShares Short High Yield SJB

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Market datapartial · fetched 2026-10-22T21:41:58.139Z

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 · 2026-10-22T20:10:00.002440994Z

FundamentalsAlpha Vantage · unavailable

Share price$15.49
1D-0.2%
AH$15.48$15.49$15.50$15.51$15.535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSJB
Sold putSold callAH

ProShares Short High Yield options

Live interpolated SJB call and put midpoint premiums by absolute delta.ProShares Short High Yield$0.09$0.83$1.58$2.32$3.07$13.80$14.57$15.33$16.10$16.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SJB spot · $15.49SJB PRICE$0.25$0.25$0.25$0.25$0.28$0.31$0.34$0.38$0.41$0.44$0.47$0.51$0.54$0.25$0.17$0.21$0.30$0.39$0.47$0.56$0.65$0.73$0.95$1.29$1.63$2.85
PutsExpensive4.74×
CallsExpensive3.36×
SkewBearish+7.17 pp
Implied moveBearish±$0.90
TiltBearish38.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.9555.3%17.5%14.0048.0%11.2%
25Δ16.9441.1%11.0%14.8026.4%5.6%
30Δ16.4933.3%8.1%15.1021.8%3.9%
35Δ16.0325.5%5.1%15.2422.9%3.5%
40Δ15.9123.7%4.5%15.3824.0%3.2%
45Δ15.8122.4%4.1%15.5225.1%2.9%
50Δ15.7121.1%3.6%15.6626.2%2.5%
55Δ15.6119.8%3.2%15.7927.3%2.2%
60Δ15.5118.5%2.8%15.9328.4%1.9%
65Δ15.4117.2%2.3%16.1931.4%1.6%
70Δ15.3116.0%1.9%16.5636.1%1.4%
75Δ15.2114.7%1.5%16.9340.7%1.3%
80Δ15.1113.4%1.0%18.1556.9%1.2%

20Δ

Calls
Pseudo strike
17.95
IV
55.3%
B/E move
17.5%
Puts
Pseudo strike
14.00
IV
48.0%
B/E move
11.2%

25Δ

Calls
Pseudo strike
16.94
IV
41.1%
B/E move
11.0%
Puts
Pseudo strike
14.80
IV
26.4%
B/E move
5.6%

30Δ

Calls
Pseudo strike
16.49
IV
33.3%
B/E move
8.1%
Puts
Pseudo strike
15.10
IV
21.8%
B/E move
3.9%

35Δ

Calls
Pseudo strike
16.03
IV
25.5%
B/E move
5.1%
Puts
Pseudo strike
15.24
IV
22.9%
B/E move
3.5%

40Δ

Calls
Pseudo strike
15.91
IV
23.7%
B/E move
4.5%
Puts
Pseudo strike
15.38
IV
24.0%
B/E move
3.2%

45Δ

Calls
Pseudo strike
15.81
IV
22.4%
B/E move
4.1%
Puts
Pseudo strike
15.52
IV
25.1%
B/E move
2.9%

50Δ

Calls
Pseudo strike
15.71
IV
21.1%
B/E move
3.6%
Puts
Pseudo strike
15.66
IV
26.2%
B/E move
2.5%

55Δ

Calls
Pseudo strike
15.61
IV
19.8%
B/E move
3.2%
Puts
Pseudo strike
15.79
IV
27.3%
B/E move
2.2%

60Δ

Calls
Pseudo strike
15.51
IV
18.5%
B/E move
2.8%
Puts
Pseudo strike
15.93
IV
28.4%
B/E move
1.9%

65Δ

Calls
Pseudo strike
15.41
IV
17.2%
B/E move
2.3%
Puts
Pseudo strike
16.19
IV
31.4%
B/E move
1.6%

70Δ

Calls
Pseudo strike
15.31
IV
16.0%
B/E move
1.9%
Puts
Pseudo strike
16.56
IV
36.1%
B/E move
1.4%

75Δ

Calls
Pseudo strike
15.21
IV
14.7%
B/E move
1.5%
Puts
Pseudo strike
16.93
IV
40.7%
B/E move
1.3%

80Δ

Calls
Pseudo strike
15.11
IV
13.4%
B/E move
1.0%
Puts
Pseudo strike
18.15
IV
56.9%
B/E move
1.2%

Options history

No recorded observations