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ProShares UltraPro Short MidCap400 SMDD

i

Market dataready · fetched 2026-11-12T03:12:44.436Z

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 · 2026-11-12T01:00:00.125066836Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:12:43.836819+00:00

Share price$8.13
1D+0.0%
AH$8.13$8.13$8.13$8.13$8.145:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSMDD
Sold putSold callAH

ProShares UltraPro Short MidCap400 options

Live interpolated SMDD call and put midpoint premiums by absolute delta.ProShares UltraPro Short MidCap400$0.22$0.76$1.30$1.85$2.39$6.41$7.27$8.12$8.98$9.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SMDD spot · $8.13SMDD PRICE$0.28$0.28$0.29$0.31$0.33$0.36$0.38$0.41$0.47$0.61$0.76$0.90$1.04$0.28$0.29$0.30$0.32$0.34$0.49$0.74$0.99$1.24$1.49$1.74$1.99$2.24
PutsExpensive1.19×
CallsExpensive1.67×
SkewBearish+0.95 pp
Implied moveBearish±$1.12
TiltBearish31.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.73230.3%47.6%6.67177.6%21.3%
25Δ10.00165.7%26.4%7.14141.9%15.7%
30Δ9.37137.9%18.8%7.39124.9%12.9%
35Δ8.92117.4%13.5%7.64107.9%10.0%
40Δ8.72107.4%11.4%7.8990.9%7.1%
45Δ8.5397.4%9.3%8.1785.7%5.6%
50Δ8.3387.4%7.2%8.4689.5%5.1%
55Δ8.1377.4%5.1%8.7593.2%4.5%
60Δ7.9472.0%3.5%9.0597.0%4.0%
65Δ7.7676.1%3.0%9.34100.8%3.4%
70Δ7.5980.2%2.6%9.63104.5%2.9%
75Δ7.4184.3%2.2%9.93108.3%2.4%
80Δ7.2388.4%1.7%10.22112.0%1.8%

20Δ

Calls
Pseudo strike
11.73
IV
230.3%
B/E move
47.6%
Puts
Pseudo strike
6.67
IV
177.6%
B/E move
21.3%

25Δ

Calls
Pseudo strike
10.00
IV
165.7%
B/E move
26.4%
Puts
Pseudo strike
7.14
IV
141.9%
B/E move
15.7%

30Δ

Calls
Pseudo strike
9.37
IV
137.9%
B/E move
18.8%
Puts
Pseudo strike
7.39
IV
124.9%
B/E move
12.9%

35Δ

Calls
Pseudo strike
8.92
IV
117.4%
B/E move
13.5%
Puts
Pseudo strike
7.64
IV
107.9%
B/E move
10.0%

40Δ

Calls
Pseudo strike
8.72
IV
107.4%
B/E move
11.4%
Puts
Pseudo strike
7.89
IV
90.9%
B/E move
7.1%

45Δ

Calls
Pseudo strike
8.53
IV
97.4%
B/E move
9.3%
Puts
Pseudo strike
8.17
IV
85.7%
B/E move
5.6%

50Δ

Calls
Pseudo strike
8.33
IV
87.4%
B/E move
7.2%
Puts
Pseudo strike
8.46
IV
89.5%
B/E move
5.1%

55Δ

Calls
Pseudo strike
8.13
IV
77.4%
B/E move
5.1%
Puts
Pseudo strike
8.75
IV
93.2%
B/E move
4.5%

60Δ

Calls
Pseudo strike
7.94
IV
72.0%
B/E move
3.5%
Puts
Pseudo strike
9.05
IV
97.0%
B/E move
4.0%

65Δ

Calls
Pseudo strike
7.76
IV
76.1%
B/E move
3.0%
Puts
Pseudo strike
9.34
IV
100.8%
B/E move
3.4%

70Δ

Calls
Pseudo strike
7.59
IV
80.2%
B/E move
2.6%
Puts
Pseudo strike
9.63
IV
104.5%
B/E move
2.9%

75Δ

Calls
Pseudo strike
7.41
IV
84.3%
B/E move
2.2%
Puts
Pseudo strike
9.93
IV
108.3%
B/E move
2.4%

80Δ

Calls
Pseudo strike
7.23
IV
88.4%
B/E move
1.7%
Puts
Pseudo strike
10.22
IV
112.0%
B/E move
1.8%

Options history

IV · four-Friday blend83.28%
Daily EOD
SMDD66.4%75.5%84.5%2026-10-19: 76.70%2026-10-20: 67.66%2026-10-21: 77.07%2026-10-22: 71.77%2026-10-23: 77.69%2026-10-26: 73.24%2026-10-27: 71.87%2026-10-28: 77.78%2026-10-29: 77.86%2026-10-30: 83.28%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
76.70%
67.66%
77.07%
71.77%
77.69%
73.24%
71.87%
77.78%
77.86%
83.28%