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ProShares Trust ProShares Ultra Nasdaq Cloud Computing ETF SKYU

i

Market dataready · fetched 2026-11-12T03:55:08.584Z

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 · 2026-11-11T21:00:00.171957351Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:55:08.248269+00:00

Share price$44.82
1D+2.1%
AH$44.72$45.00$45.29$45.57$45.855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSKYU
Sold putSold callAH

ProShares Trust ProShares Ultra Nasdaq Cloud Computing ETF options

Live interpolated SKYU call and put midpoint premiums by absolute delta.ProShares Trust ProShares Ultra Nasdaq Cloud Computing ETF$0.50$1.88$3.27$4.65$6.03$36.41$40.34$44.28$48.21$52.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SKYU spot · $44.82SKYU PRICE$0.65$0.78$0.96$1.19$1.46$1.75$2.14$2.48$2.87$3.45$4.18$4.90$5.63$0.71$0.88$1.05$1.24$1.49$1.78$2.10$2.44$2.75$3.04$3.40$3.78$4.16
PutsCheap0.70×
CallsFair1.00×
SkewBullish-14.44 pp
Implied moveBalanced±$4.24
TiltBullish5.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.9590.2%15.1%40.3686.5%11.5%
25Δ49.2180.8%11.5%41.3780.4%9.7%
30Δ48.1076.0%9.5%42.3874.4%7.8%
35Δ47.3376.4%8.3%43.2570.3%6.3%
40Δ46.6177.3%7.2%43.9069.4%5.4%
45Δ45.9178.7%6.3%44.5269.5%4.7%
50Δ45.2382.2%5.7%45.1369.5%4.0%
55Δ44.5282.1%4.9%45.7569.0%3.4%
60Δ43.7782.0%4.1%46.3367.2%2.8%
65Δ42.9686.7%3.6%46.8964.6%2.2%
70Δ41.9889.3%3.0%47.4662.4%1.7%
75Δ41.0191.9%2.4%48.0460.3%1.2%
80Δ40.0394.5%1.9%48.5957.1%0.9%

20Δ

Calls
Pseudo strike
50.95
IV
90.2%
B/E move
15.1%
Puts
Pseudo strike
40.36
IV
86.5%
B/E move
11.5%

25Δ

Calls
Pseudo strike
49.21
IV
80.8%
B/E move
11.5%
Puts
Pseudo strike
41.37
IV
80.4%
B/E move
9.7%

30Δ

Calls
Pseudo strike
48.10
IV
76.0%
B/E move
9.5%
Puts
Pseudo strike
42.38
IV
74.4%
B/E move
7.8%

35Δ

Calls
Pseudo strike
47.33
IV
76.4%
B/E move
8.3%
Puts
Pseudo strike
43.25
IV
70.3%
B/E move
6.3%

40Δ

Calls
Pseudo strike
46.61
IV
77.3%
B/E move
7.2%
Puts
Pseudo strike
43.90
IV
69.4%
B/E move
5.4%

45Δ

Calls
Pseudo strike
45.91
IV
78.7%
B/E move
6.3%
Puts
Pseudo strike
44.52
IV
69.5%
B/E move
4.7%

50Δ

Calls
Pseudo strike
45.23
IV
82.2%
B/E move
5.7%
Puts
Pseudo strike
45.13
IV
69.5%
B/E move
4.0%

55Δ

Calls
Pseudo strike
44.52
IV
82.1%
B/E move
4.9%
Puts
Pseudo strike
45.75
IV
69.0%
B/E move
3.4%

60Δ

Calls
Pseudo strike
43.77
IV
82.0%
B/E move
4.1%
Puts
Pseudo strike
46.33
IV
67.2%
B/E move
2.8%

65Δ

Calls
Pseudo strike
42.96
IV
86.7%
B/E move
3.6%
Puts
Pseudo strike
46.89
IV
64.6%
B/E move
2.2%

70Δ

Calls
Pseudo strike
41.98
IV
89.3%
B/E move
3.0%
Puts
Pseudo strike
47.46
IV
62.4%
B/E move
1.7%

75Δ

Calls
Pseudo strike
41.01
IV
91.9%
B/E move
2.4%
Puts
Pseudo strike
48.04
IV
60.3%
B/E move
1.2%

80Δ

Calls
Pseudo strike
40.03
IV
94.5%
B/E move
1.9%
Puts
Pseudo strike
48.59
IV
57.1%
B/E move
0.9%

Options history

IV · four-Friday blend69.20%
Daily EOD
SKYU60.4%65.1%69.8%2026-10-19: 61.07%2026-10-20: 62.89%2026-10-21: 62.58%2026-10-22: 66.00%2026-10-23: 68.49%2026-10-26: 66.37%2026-10-27: 64.11%2026-10-28: 63.95%2026-10-29: 66.72%2026-10-30: 69.20%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
61.07%
62.89%
62.58%
66.00%
68.49%
66.37%
64.11%
63.95%
66.72%
69.20%