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ProShares S&P SmallCap 600 Dividend Aristocrats ETF SMDV

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Market dataready · fetched 2026-10-23T02:00:19.933Z

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 · 2026-10-23T00:00:06.71518985Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T02:00:19.384736+00:00

Share price$74.42
1D+1.6%
AH$73.05$73.42$73.79$74.15$74.525:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSMDV
Sold putSold callAH

ProShares S&P SmallCap 600 Dividend Aristocrats ETF options

Live interpolated SMDV call and put midpoint premiums by absolute delta.ProShares S&P SmallCap 600 Dividend Aristocrats ETF$1.11$1.53$1.95$2.37$2.79$67.58$70.70$73.81$76.93$80.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SMDV spot · $74.42SMDV PRICE$1.15$1.19$1.25$1.32$1.43$1.55$1.65$1.75$1.82$1.88$1.95$1.25$1.32$1.45$1.60$1.73$1.89$2.03$2.17$2.32$2.44$2.56$2.67
PutsExpensive1.46×
CallsExpensive1.14×
SkewBearish+5.80 pp
Implied moveBearish±$3.58
TiltBearish16.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ67.0150.0%11.6%
25Δ80.9039.0%10.3%69.6440.1%8.2%
30Δ78.5331.3%7.1%71.3034.5%6.1%
35Δ77.0726.4%5.2%72.4731.0%4.8%
40Δ76.0823.0%4.0%73.4227.9%3.7%
45Δ75.3821.0%3.2%74.1825.6%2.9%
50Δ74.7919.2%2.6%74.8023.3%2.2%
55Δ74.3217.6%2.1%75.3221.5%1.7%
60Δ73.9116.0%1.7%75.8119.8%1.2%
65Δ73.6414.6%1.4%76.2018.2%0.9%
70Δ73.3613.1%1.1%76.5216.6%0.6%
75Δ73.0811.7%0.8%76.8515.0%0.3%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
67.01
IV
50.0%
B/E move
11.6%

25Δ

Calls
Pseudo strike
80.90
IV
39.0%
B/E move
10.3%
Puts
Pseudo strike
69.64
IV
40.1%
B/E move
8.2%

30Δ

Calls
Pseudo strike
78.53
IV
31.3%
B/E move
7.1%
Puts
Pseudo strike
71.30
IV
34.5%
B/E move
6.1%

35Δ

Calls
Pseudo strike
77.07
IV
26.4%
B/E move
5.2%
Puts
Pseudo strike
72.47
IV
31.0%
B/E move
4.8%

40Δ

Calls
Pseudo strike
76.08
IV
23.0%
B/E move
4.0%
Puts
Pseudo strike
73.42
IV
27.9%
B/E move
3.7%

45Δ

Calls
Pseudo strike
75.38
IV
21.0%
B/E move
3.2%
Puts
Pseudo strike
74.18
IV
25.6%
B/E move
2.9%

50Δ

Calls
Pseudo strike
74.79
IV
19.2%
B/E move
2.6%
Puts
Pseudo strike
74.80
IV
23.3%
B/E move
2.2%

55Δ

Calls
Pseudo strike
74.32
IV
17.6%
B/E move
2.1%
Puts
Pseudo strike
75.32
IV
21.5%
B/E move
1.7%

60Δ

Calls
Pseudo strike
73.91
IV
16.0%
B/E move
1.7%
Puts
Pseudo strike
75.81
IV
19.8%
B/E move
1.2%

65Δ

Calls
Pseudo strike
73.64
IV
14.6%
B/E move
1.4%
Puts
Pseudo strike
76.20
IV
18.2%
B/E move
0.9%

70Δ

Calls
Pseudo strike
73.36
IV
13.1%
B/E move
1.1%
Puts
Pseudo strike
76.52
IV
16.6%
B/E move
0.6%

75Δ

Calls
Pseudo strike
73.08
IV
11.7%
B/E move
0.8%
Puts
Pseudo strike
76.85
IV
15.0%
B/E move
0.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations