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ProShares UltraShort Financials SKF

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Market datapartial · fetched 2026-10-22T21:06:29.139Z

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 · 2026-10-22T20:10:00.003809652Z

FundamentalsAlpha Vantage · unavailable

Share price$23.38
1D-1.6%
AH$23.35$23.46$23.58$23.69$23.805:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSKF
Sold putSold callAH

ProShares UltraShort Financials options

Live interpolated SKF call and put midpoint premiums by absolute delta.ProShares UltraShort Financials$0.13$1.22$2.31$3.40$4.49$20.00$21.85$23.71$25.57$27.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SKF spot · $23.38SKF PRICE$0.29$0.32$0.43$0.55$0.68$0.82$0.99$1.16$1.35$1.61$1.87$2.36$3.09$0.25$0.34$0.47$0.59$0.72$0.83$0.94$1.04$1.45$2.48$2.94$3.49$4.17
PutsExpensive1.26×
CallsExpensive1.42×
SkewBullish-0.30 pp
Implied moveBullish±$1.93
TiltBearish11.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.1342.3%13.0%21.7633.1%8.0%
25Δ25.1934.5%9.1%22.2031.4%6.5%
30Δ24.7734.1%7.8%22.4632.8%5.9%
35Δ24.4935.7%7.1%22.7234.3%5.4%
40Δ24.2137.3%6.5%22.9835.8%4.8%
45Δ23.9238.7%5.8%23.2534.7%4.1%
50Δ23.5939.4%5.1%23.5333.3%3.4%
55Δ23.2640.1%4.5%23.8032.0%2.7%
60Δ22.9340.9%3.8%24.2737.0%2.4%
65Δ22.5441.9%3.3%25.1753.8%3.0%
70Δ22.1642.9%2.8%25.7755.0%2.4%
75Δ21.5847.7%2.4%26.4456.0%1.8%
80Δ20.7955.0%2.1%27.2557.3%1.3%

20Δ

Calls
Pseudo strike
26.13
IV
42.3%
B/E move
13.0%
Puts
Pseudo strike
21.76
IV
33.1%
B/E move
8.0%

25Δ

Calls
Pseudo strike
25.19
IV
34.5%
B/E move
9.1%
Puts
Pseudo strike
22.20
IV
31.4%
B/E move
6.5%

30Δ

Calls
Pseudo strike
24.77
IV
34.1%
B/E move
7.8%
Puts
Pseudo strike
22.46
IV
32.8%
B/E move
5.9%

35Δ

Calls
Pseudo strike
24.49
IV
35.7%
B/E move
7.1%
Puts
Pseudo strike
22.72
IV
34.3%
B/E move
5.4%

40Δ

Calls
Pseudo strike
24.21
IV
37.3%
B/E move
6.5%
Puts
Pseudo strike
22.98
IV
35.8%
B/E move
4.8%

45Δ

Calls
Pseudo strike
23.92
IV
38.7%
B/E move
5.8%
Puts
Pseudo strike
23.25
IV
34.7%
B/E move
4.1%

50Δ

Calls
Pseudo strike
23.59
IV
39.4%
B/E move
5.1%
Puts
Pseudo strike
23.53
IV
33.3%
B/E move
3.4%

55Δ

Calls
Pseudo strike
23.26
IV
40.1%
B/E move
4.5%
Puts
Pseudo strike
23.80
IV
32.0%
B/E move
2.7%

60Δ

Calls
Pseudo strike
22.93
IV
40.9%
B/E move
3.8%
Puts
Pseudo strike
24.27
IV
37.0%
B/E move
2.4%

65Δ

Calls
Pseudo strike
22.54
IV
41.9%
B/E move
3.3%
Puts
Pseudo strike
25.17
IV
53.8%
B/E move
3.0%

70Δ

Calls
Pseudo strike
22.16
IV
42.9%
B/E move
2.8%
Puts
Pseudo strike
25.77
IV
55.0%
B/E move
2.4%

75Δ

Calls
Pseudo strike
21.58
IV
47.7%
B/E move
2.4%
Puts
Pseudo strike
26.44
IV
56.0%
B/E move
1.8%

80Δ

Calls
Pseudo strike
20.79
IV
55.0%
B/E move
2.1%
Puts
Pseudo strike
27.25
IV
57.3%
B/E move
1.3%

Options history

No recorded observations