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ProShares Ultra Solana ETF SLON

i

Market dataready · fetched 2026-11-12T01:58:36.317Z

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 · 2026-11-12T01:00:00.03487849Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:58:35.915701+00:00

Share price$20.67
1D+2.1%
AH$20.01$20.26$20.51$20.77$21.025:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSLON
Sold putSold callAH

ProShares Ultra Solana ETF options

Live interpolated SLON call and put midpoint premiums by absolute delta.ProShares Ultra Solana ETF$1.02$2.26$3.50$4.75$5.99$14.48$18.05$21.63$25.20$28.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SLON spot · $20.67SLON PRICE$1.15$1.16$1.21$1.29$1.43$1.56$1.80$2.03$2.26$2.38$2.49$2.76$1.29$1.43$1.60$1.84$2.23$2.56$2.87$3.36$3.84$4.37$5.07$5.63
Puts——
Calls——
Skew——
Implied moveBearish±$4.36
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.78424.8%122.3%
25Δ31.61300.6%58.5%17.36225.2%22.3%
30Δ26.85236.9%35.8%18.43197.2%17.7%
35Δ24.50200.5%24.8%19.30177.7%14.3%
40Δ23.14180.5%18.9%20.03169.5%12.0%
45Δ22.10164.4%14.5%20.73170.1%10.5%
50Δ21.37160.8%12.1%21.39166.2%8.9%
55Δ20.69156.9%9.9%22.03159.9%7.3%
60Δ20.04150.9%7.9%22.76159.8%6.1%
65Δ19.54137.4%6.1%23.47157.4%5.0%
70Δ19.05123.4%4.2%24.21154.7%4.0%
75Δ18.57117.8%3.2%25.09154.6%3.1%
80Δ25.84149.1%2.2%

20Δ

Calls
Pseudo strike
44.78
IV
424.8%
B/E move
122.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
31.61
IV
300.6%
B/E move
58.5%
Puts
Pseudo strike
17.36
IV
225.2%
B/E move
22.3%

30Δ

Calls
Pseudo strike
26.85
IV
236.9%
B/E move
35.8%
Puts
Pseudo strike
18.43
IV
197.2%
B/E move
17.7%

35Δ

Calls
Pseudo strike
24.50
IV
200.5%
B/E move
24.8%
Puts
Pseudo strike
19.30
IV
177.7%
B/E move
14.3%

40Δ

Calls
Pseudo strike
23.14
IV
180.5%
B/E move
18.9%
Puts
Pseudo strike
20.03
IV
169.5%
B/E move
12.0%

45Δ

Calls
Pseudo strike
22.10
IV
164.4%
B/E move
14.5%
Puts
Pseudo strike
20.73
IV
170.1%
B/E move
10.5%

50Δ

Calls
Pseudo strike
21.37
IV
160.8%
B/E move
12.1%
Puts
Pseudo strike
21.39
IV
166.2%
B/E move
8.9%

55Δ

Calls
Pseudo strike
20.69
IV
156.9%
B/E move
9.9%
Puts
Pseudo strike
22.03
IV
159.9%
B/E move
7.3%

60Δ

Calls
Pseudo strike
20.04
IV
150.9%
B/E move
7.9%
Puts
Pseudo strike
22.76
IV
159.8%
B/E move
6.1%

65Δ

Calls
Pseudo strike
19.54
IV
137.4%
B/E move
6.1%
Puts
Pseudo strike
23.47
IV
157.4%
B/E move
5.0%

70Δ

Calls
Pseudo strike
19.05
IV
123.4%
B/E move
4.2%
Puts
Pseudo strike
24.21
IV
154.7%
B/E move
4.0%

75Δ

Calls
Pseudo strike
18.57
IV
117.8%
B/E move
3.2%
Puts
Pseudo strike
25.09
IV
154.6%
B/E move
3.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.84
IV
149.1%
B/E move
2.2%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations