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ProShares UltraPro Short MidCap400 SMDD

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Market datapartial · fetched 2026-10-23T03:51:46.830Z

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 · 2026-10-23T00:00:00.115251841Z

FundamentalsAlpha Vantage · unavailable

Share price$8.92
1D-0.7%
AH$8.91$8.95$9.00$9.05$9.095:30 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$0.19$0.96$1.72$2.49$3.26$6.71$7.78$8.85$9.91$10.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SMDD spot · $8.92SMDD PRICE$0.28$0.30$0.33$0.37$0.42$0.46$0.51$0.59$0.70$0.80$0.90$1.00$1.10$0.29$0.32$0.36$0.39$0.43$0.47$0.55$0.80$1.04$1.29$1.88$2.58$3.04
PutsExpensive1.75×
CallsExpensive1.50×
SkewBearish+5.92 pp
Implied moveBearish±$1.06
TiltBearish26.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.36114.2%41.6%7.3695.5%20.8%
25Δ10.9991.1%26.6%7.9077.7%15.1%
30Δ10.3579.0%19.8%8.1869.6%12.3%
35Δ9.8870.2%14.9%8.3963.8%10.3%
40Δ9.6265.6%12.5%8.6158.0%8.3%
45Δ9.3560.9%10.0%8.8352.2%6.3%
50Δ9.0856.3%7.6%9.0649.0%4.6%
55Δ8.8854.4%6.2%9.3355.7%4.3%
60Δ8.7053.9%5.4%9.6062.4%4.0%
65Δ8.5353.3%4.5%9.8869.1%3.7%
70Δ8.3552.7%3.7%10.4884.3%3.6%
75Δ8.1852.2%2.9%11.2197.6%3.2%
80Δ8.0051.6%2.0%11.7597.6%2.3%

20Δ

Calls
Pseudo strike
12.36
IV
114.2%
B/E move
41.6%
Puts
Pseudo strike
7.36
IV
95.5%
B/E move
20.8%

25Δ

Calls
Pseudo strike
10.99
IV
91.1%
B/E move
26.6%
Puts
Pseudo strike
7.90
IV
77.7%
B/E move
15.1%

30Δ

Calls
Pseudo strike
10.35
IV
79.0%
B/E move
19.8%
Puts
Pseudo strike
8.18
IV
69.6%
B/E move
12.3%

35Δ

Calls
Pseudo strike
9.88
IV
70.2%
B/E move
14.9%
Puts
Pseudo strike
8.39
IV
63.8%
B/E move
10.3%

40Δ

Calls
Pseudo strike
9.62
IV
65.6%
B/E move
12.5%
Puts
Pseudo strike
8.61
IV
58.0%
B/E move
8.3%

45Δ

Calls
Pseudo strike
9.35
IV
60.9%
B/E move
10.0%
Puts
Pseudo strike
8.83
IV
52.2%
B/E move
6.3%

50Δ

Calls
Pseudo strike
9.08
IV
56.3%
B/E move
7.6%
Puts
Pseudo strike
9.06
IV
49.0%
B/E move
4.6%

55Δ

Calls
Pseudo strike
8.88
IV
54.4%
B/E move
6.2%
Puts
Pseudo strike
9.33
IV
55.7%
B/E move
4.3%

60Δ

Calls
Pseudo strike
8.70
IV
53.9%
B/E move
5.4%
Puts
Pseudo strike
9.60
IV
62.4%
B/E move
4.0%

65Δ

Calls
Pseudo strike
8.53
IV
53.3%
B/E move
4.5%
Puts
Pseudo strike
9.88
IV
69.1%
B/E move
3.7%

70Δ

Calls
Pseudo strike
8.35
IV
52.7%
B/E move
3.7%
Puts
Pseudo strike
10.48
IV
84.3%
B/E move
3.6%

75Δ

Calls
Pseudo strike
8.18
IV
52.2%
B/E move
2.9%
Puts
Pseudo strike
11.21
IV
97.6%
B/E move
3.2%

80Δ

Calls
Pseudo strike
8.00
IV
51.6%
B/E move
2.0%
Puts
Pseudo strike
11.75
IV
97.6%
B/E move
2.3%

Options history

No recorded observations