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ProShares Short High Yield SJB

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Market datapartial · fetched 2026-11-12T02:35:47.364Z

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 · 2026-11-12T01:00:00.12465826Z

FundamentalsAlpha Vantage · unavailable

Share price$15.39
1D-0.2%
AH$15.38$15.40$15.41$15.42$15.435:30 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$0.11$0.39$0.67$0.95$1.23$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ 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 PRICESJB PRICE$0.14$0.18$0.23$0.29$0.39$0.48$0.58$0.67$0.77$0.86$0.96$1.05$1.15$0.25$0.25$0.25
Puts——
CallsExpensive3.75×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.5648.9%8.5%13.8389.3%11.8%
25Δ16.3449.5%7.4%14.3271.0%8.6%
30Δ16.1250.2%6.2%14.7156.2%6.1%
35Δ15.9350.2%5.4%
40Δ15.7749.2%5.0%
45Δ15.6148.2%4.5%
50Δ15.4547.2%4.1%
55Δ15.2846.2%3.7%
60Δ15.1245.3%3.2%
65Δ14.9644.3%2.8%
70Δ14.8043.3%2.4%
75Δ14.6442.3%1.9%
80Δ14.4841.3%1.5%

20Δ

Calls
Pseudo strike
16.56
IV
48.9%
B/E move
8.5%
Puts
Pseudo strike
13.83
IV
89.3%
B/E move
11.8%

25Δ

Calls
Pseudo strike
16.34
IV
49.5%
B/E move
7.4%
Puts
Pseudo strike
14.32
IV
71.0%
B/E move
8.6%

30Δ

Calls
Pseudo strike
16.12
IV
50.2%
B/E move
6.2%
Puts
Pseudo strike
14.71
IV
56.2%
B/E move
6.1%

35Δ

Calls
Pseudo strike
15.93
IV
50.2%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
15.77
IV
49.2%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
15.61
IV
48.2%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
15.45
IV
47.2%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
15.28
IV
46.2%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
15.12
IV
45.3%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
14.96
IV
44.3%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
14.80
IV
43.3%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
14.64
IV
42.3%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
14.48
IV
41.3%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations