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ProShares S&P SmallCap 600 Dividend Aristocrats ETF SMDV

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Market dataready · fetched 2026-10-23T16:42:51.309Z

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 · 2026-10-23T16:41:54.847952576Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T16:42:50.532287+00:00

Share price$74.17
1D-0.0%
$73.74$73.89$74.04$74.19$74.345:30 AM6:30 AM9:00 AM1:00 PMSMDV
Sold putSold call

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$1.20$1.57$1.94$2.31$2.68$66.90$70.23$73.55$76.88$80.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SMDV spot · $74.17SMDV PRICE$1.25$1.35$1.47$1.66$1.85$2.03$2.15$2.26$2.41$2.57$1.24$1.32$1.42$1.59$1.72$1.80$1.94$2.09$2.22$2.34
PutsExpensive1.55×
CallsExpensive1.24×
SkewBearish+5.98 pp
Implied moveBearish±$3.80
TiltBullish3.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ66.7850.6%11.6%
25Δ69.3840.8%8.2%
30Δ78.5733.7%7.6%71.1134.3%6.0%
35Δ77.0329.0%5.7%72.2431.2%4.7%
40Δ76.0126.1%4.5%73.1728.0%3.7%
45Δ75.2424.9%3.7%73.9624.7%2.7%
50Δ74.5823.6%3.0%74.5222.8%2.1%
55Δ73.9722.2%2.5%75.0621.1%1.6%
60Δ73.5120.3%2.0%75.4719.4%1.2%
65Δ73.0518.4%1.5%75.8917.8%0.8%
70Δ72.6917.0%1.3%
75Δ72.3415.7%1.0%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
66.78
IV
50.6%
B/E move
11.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
69.38
IV
40.8%
B/E move
8.2%

30Δ

Calls
Pseudo strike
78.57
IV
33.7%
B/E move
7.6%
Puts
Pseudo strike
71.11
IV
34.3%
B/E move
6.0%

35Δ

Calls
Pseudo strike
77.03
IV
29.0%
B/E move
5.7%
Puts
Pseudo strike
72.24
IV
31.2%
B/E move
4.7%

40Δ

Calls
Pseudo strike
76.01
IV
26.1%
B/E move
4.5%
Puts
Pseudo strike
73.17
IV
28.0%
B/E move
3.7%

45Δ

Calls
Pseudo strike
75.24
IV
24.9%
B/E move
3.7%
Puts
Pseudo strike
73.96
IV
24.7%
B/E move
2.7%

50Δ

Calls
Pseudo strike
74.58
IV
23.6%
B/E move
3.0%
Puts
Pseudo strike
74.52
IV
22.8%
B/E move
2.1%

55Δ

Calls
Pseudo strike
73.97
IV
22.2%
B/E move
2.5%
Puts
Pseudo strike
75.06
IV
21.1%
B/E move
1.6%

60Δ

Calls
Pseudo strike
73.51
IV
20.3%
B/E move
2.0%
Puts
Pseudo strike
75.47
IV
19.4%
B/E move
1.2%

65Δ

Calls
Pseudo strike
73.05
IV
18.4%
B/E move
1.5%
Puts
Pseudo strike
75.89
IV
17.8%
B/E move
0.8%

70Δ

Calls
Pseudo strike
72.69
IV
17.0%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
72.34
IV
15.7%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

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

Options history

No recorded observations