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ProShares Ultra Solana ETF SLON

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Market datapartial · fetched 2026-10-23T02:01:51.133Z

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 · 2026-10-23T00:00:00.018667156Z

FundamentalsAlpha Vantage · unavailable

Share price$31.55
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$1.00$4.15$7.29$10.44$13.59$18.41$25.84$33.27$40.70$48.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SLON spot · $31.55SLON PRICE$1.34$1.57$1.81$2.17$2.57$3.02$3.56$4.16$4.74$5.46$6.08$7.01$8.30$1.75$2.11$2.43$2.91$3.49$4.23$4.98$5.87$6.60$7.78$8.87$10.06$12.68
PutsFair1.02×
CallsExpensive1.16×
SkewBullish-12.70 pp
Implied moveBearish±$8.54
TiltBearish17.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.41166.7%70.4%24.43143.4%28.1%
25Δ45.05143.0%47.8%26.41130.5%23.0%
30Δ40.79127.7%35.0%28.08118.7%18.7%
35Δ38.48123.7%28.8%29.44114.7%15.9%
40Δ36.63121.8%24.2%30.71113.0%13.7%
45Δ35.02121.1%20.6%32.01113.9%12.0%
50Δ33.60122.6%17.8%33.30113.1%10.2%
55Δ32.20124.3%15.2%34.67113.2%8.7%
60Δ30.79123.5%12.6%35.90109.7%7.1%
65Δ29.39124.7%10.5%37.47110.6%5.9%
70Δ28.05121.3%8.2%38.96108.8%4.6%
75Δ26.59123.0%6.5%40.51106.2%3.5%
80Δ24.88129.5%5.2%43.40112.0%2.6%

20Δ

Calls
Pseudo strike
52.41
IV
166.7%
B/E move
70.4%
Puts
Pseudo strike
24.43
IV
143.4%
B/E move
28.1%

25Δ

Calls
Pseudo strike
45.05
IV
143.0%
B/E move
47.8%
Puts
Pseudo strike
26.41
IV
130.5%
B/E move
23.0%

30Δ

Calls
Pseudo strike
40.79
IV
127.7%
B/E move
35.0%
Puts
Pseudo strike
28.08
IV
118.7%
B/E move
18.7%

35Δ

Calls
Pseudo strike
38.48
IV
123.7%
B/E move
28.8%
Puts
Pseudo strike
29.44
IV
114.7%
B/E move
15.9%

40Δ

Calls
Pseudo strike
36.63
IV
121.8%
B/E move
24.2%
Puts
Pseudo strike
30.71
IV
113.0%
B/E move
13.7%

45Δ

Calls
Pseudo strike
35.02
IV
121.1%
B/E move
20.6%
Puts
Pseudo strike
32.01
IV
113.9%
B/E move
12.0%

50Δ

Calls
Pseudo strike
33.60
IV
122.6%
B/E move
17.8%
Puts
Pseudo strike
33.30
IV
113.1%
B/E move
10.2%

55Δ

Calls
Pseudo strike
32.20
IV
124.3%
B/E move
15.2%
Puts
Pseudo strike
34.67
IV
113.2%
B/E move
8.7%

60Δ

Calls
Pseudo strike
30.79
IV
123.5%
B/E move
12.6%
Puts
Pseudo strike
35.90
IV
109.7%
B/E move
7.1%

65Δ

Calls
Pseudo strike
29.39
IV
124.7%
B/E move
10.5%
Puts
Pseudo strike
37.47
IV
110.6%
B/E move
5.9%

70Δ

Calls
Pseudo strike
28.05
IV
121.3%
B/E move
8.2%
Puts
Pseudo strike
38.96
IV
108.8%
B/E move
4.6%

75Δ

Calls
Pseudo strike
26.59
IV
123.0%
B/E move
6.5%
Puts
Pseudo strike
40.51
IV
106.2%
B/E move
3.5%

80Δ

Calls
Pseudo strike
24.88
IV
129.5%
B/E move
5.2%
Puts
Pseudo strike
43.40
IV
112.0%
B/E move
2.6%

Options history

No recorded observations