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ProShares UltraShort Financials SKF

i

Market dataready · fetched 2026-11-12T03:12:21.710Z

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 · 2026-11-12T01:00:00.122282591Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:12:21.234543+00:00

Share price$21.74
1D-1.9%
AH$21.71$21.83$21.96$22.08$22.205:30 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$0.25$0.71$1.16$1.61$2.07$19.48$20.67$21.86$23.04$24.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ 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 PRICELive SKF spot · $21.74SKF PRICE$0.30$0.40$0.40$0.44$0.48$0.52$0.66$0.82$0.98$1.13$1.36$1.65$1.94$0.38$0.38$0.39$0.41$0.43$0.45$0.47$0.48
Puts——
CallsExpensive1.35×
Skew——
Implied moveBullish±$1.13
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.3679.6%13.4%19.4294.6%12.4%
25Δ23.9985.0%12.2%20.2473.5%8.6%
30Δ23.1066.2%8.1%20.7860.0%6.2%
35Δ22.7059.1%6.4%21.1151.5%4.8%
40Δ22.3753.4%5.1%21.2946.5%4.0%
45Δ22.0447.8%3.8%21.4741.4%3.3%
50Δ21.7949.1%3.3%21.6636.4%2.5%
55Δ21.5651.4%3.0%21.8431.3%1.8%
60Δ21.3353.6%2.6%
65Δ21.1055.9%2.3%
70Δ20.8058.4%1.9%
75Δ20.4461.2%1.6%
80Δ20.0864.0%1.3%

20Δ

Calls
Pseudo strike
24.36
IV
79.6%
B/E move
13.4%
Puts
Pseudo strike
19.42
IV
94.6%
B/E move
12.4%

25Δ

Calls
Pseudo strike
23.99
IV
85.0%
B/E move
12.2%
Puts
Pseudo strike
20.24
IV
73.5%
B/E move
8.6%

30Δ

Calls
Pseudo strike
23.10
IV
66.2%
B/E move
8.1%
Puts
Pseudo strike
20.78
IV
60.0%
B/E move
6.2%

35Δ

Calls
Pseudo strike
22.70
IV
59.1%
B/E move
6.4%
Puts
Pseudo strike
21.11
IV
51.5%
B/E move
4.8%

40Δ

Calls
Pseudo strike
22.37
IV
53.4%
B/E move
5.1%
Puts
Pseudo strike
21.29
IV
46.5%
B/E move
4.0%

45Δ

Calls
Pseudo strike
22.04
IV
47.8%
B/E move
3.8%
Puts
Pseudo strike
21.47
IV
41.4%
B/E move
3.3%

50Δ

Calls
Pseudo strike
21.79
IV
49.1%
B/E move
3.3%
Puts
Pseudo strike
21.66
IV
36.4%
B/E move
2.5%

55Δ

Calls
Pseudo strike
21.56
IV
51.4%
B/E move
3.0%
Puts
Pseudo strike
21.84
IV
31.3%
B/E move
1.8%

60Δ

Calls
Pseudo strike
21.33
IV
53.6%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
21.10
IV
55.9%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
20.80
IV
58.4%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
20.44
IV
61.2%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
20.08
IV
64.0%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend43.05%
Daily EOD
SKF34.4%39.5%44.6%2026-10-19: 42.13%2026-10-20: 37.60%2026-10-21: 35.85%2026-10-22: 41.97%2026-10-23: 38.67%2026-10-26: 43.76%2026-10-27: 43.89%2026-10-28: 39.23%2026-10-29: 35.06%2026-10-30: 43.05%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
42.13%
37.60%
35.85%
41.97%
38.67%
43.76%
43.89%
39.23%
35.06%
43.05%