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ProShares Ultra Solana ETF SLON

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Market datapartial · fetched 2026-10-22T22:03:05.103Z

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 · 2026-10-22T20:58:17.872595886Z

FundamentalsAlpha Vantage · unavailable

Share price$30.77
1D-3.9%
AH$30.63$31.12$31.60$32.09$32.575:30 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$1.09$3.50$5.91$8.32$10.74$18.01$25.55$33.09$40.63$48.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SLON spot · $30.77SLON PRICE$1.35$1.59$1.85$2.22$2.66$3.16$3.74$4.38$5.03$5.84$6.63$7.93$10.04$1.67$2.00$2.30$2.64$3.11$3.65$4.34$4.99$5.75$6.41$7.29$8.12$8.99
PutsCheap0.93×
CallsExpensive1.30×
SkewBullish-37.83 pp
Implied moveBearish±$8.07
TiltBearish4.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.21172.0%74.1%23.90140.9%27.7%
25Δ44.84149.6%50.9%25.83127.3%22.5%
30Δ40.55135.3%37.8%27.41116.0%18.4%
35Δ38.15131.7%31.2%28.74108.1%15.2%
40Δ36.27130.8%26.5%29.91105.0%12.9%
45Δ34.65131.8%22.9%31.04102.9%11.0%
50Δ33.16134.4%19.9%32.19103.1%9.5%
55Δ31.68137.0%17.2%33.32101.3%7.9%
60Δ30.16137.3%14.4%34.50100.0%6.6%
65Δ28.66140.4%12.1%35.5796.7%5.2%
70Δ27.12140.1%9.7%36.8094.8%4.1%
75Δ25.36150.2%8.2%37.9691.4%3.0%
80Δ23.01175.7%7.4%39.1287.2%2.1%

20Δ

Calls
Pseudo strike
52.21
IV
172.0%
B/E move
74.1%
Puts
Pseudo strike
23.90
IV
140.9%
B/E move
27.7%

25Δ

Calls
Pseudo strike
44.84
IV
149.6%
B/E move
50.9%
Puts
Pseudo strike
25.83
IV
127.3%
B/E move
22.5%

30Δ

Calls
Pseudo strike
40.55
IV
135.3%
B/E move
37.8%
Puts
Pseudo strike
27.41
IV
116.0%
B/E move
18.4%

35Δ

Calls
Pseudo strike
38.15
IV
131.7%
B/E move
31.2%
Puts
Pseudo strike
28.74
IV
108.1%
B/E move
15.2%

40Δ

Calls
Pseudo strike
36.27
IV
130.8%
B/E move
26.5%
Puts
Pseudo strike
29.91
IV
105.0%
B/E move
12.9%

45Δ

Calls
Pseudo strike
34.65
IV
131.8%
B/E move
22.9%
Puts
Pseudo strike
31.04
IV
102.9%
B/E move
11.0%

50Δ

Calls
Pseudo strike
33.16
IV
134.4%
B/E move
19.9%
Puts
Pseudo strike
32.19
IV
103.1%
B/E move
9.5%

55Δ

Calls
Pseudo strike
31.68
IV
137.0%
B/E move
17.2%
Puts
Pseudo strike
33.32
IV
101.3%
B/E move
7.9%

60Δ

Calls
Pseudo strike
30.16
IV
137.3%
B/E move
14.4%
Puts
Pseudo strike
34.50
IV
100.0%
B/E move
6.6%

65Δ

Calls
Pseudo strike
28.66
IV
140.4%
B/E move
12.1%
Puts
Pseudo strike
35.57
IV
96.7%
B/E move
5.2%

70Δ

Calls
Pseudo strike
27.12
IV
140.1%
B/E move
9.7%
Puts
Pseudo strike
36.80
IV
94.8%
B/E move
4.1%

75Δ

Calls
Pseudo strike
25.36
IV
150.2%
B/E move
8.2%
Puts
Pseudo strike
37.96
IV
91.4%
B/E move
3.0%

80Δ

Calls
Pseudo strike
23.01
IV
175.7%
B/E move
7.4%
Puts
Pseudo strike
39.12
IV
87.2%
B/E move
2.1%

Options history

No recorded observations