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ProShares UltraShort Materials SMN

i

Market dataready · fetched 2026-11-14T02:11:17.585Z

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 · 2026-11-14T01:00:00.134567207Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-14T02:11:17.186849+00:00

Share price$19.02
1D+2.1%
AH$18.61$18.72$18.84$18.96$19.075:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSMN
Sold putSold callAH

ProShares UltraShort Materials options

Live interpolated SMN call and put midpoint premiums by absolute delta.ProShares UltraShort Materials$0.65$1.33$2.01$2.68$3.36$15.95$16.99$18.03$19.07$20.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SMN spot · $19.02SMN PRICE$0.72$0.72$0.74$0.77$0.82$0.87$0.95$1.07$1.19$1.31$1.96$3.16$0.72$0.72$0.74$0.77$0.82$0.88$0.94$1.02$1.09$1.17$1.24$1.60$2.01
PutsExpensive6.65×
Calls——
Skew——
Implied moveBearish±$1.82
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.48217.6%22.4%
25Δ24.25215.8%31.3%16.72167.9%15.9%
30Δ21.96164.6%19.3%17.51137.4%11.8%
35Δ20.79133.5%13.2%18.11115.7%8.8%
40Δ20.05114.2%9.5%18.48104.5%7.2%
45Δ19.63102.8%7.5%18.8593.3%5.5%
50Δ19.2391.9%5.7%19.1385.4%4.4%
55Δ18.8984.2%4.3%19.3479.7%3.7%
60Δ18.6481.1%3.6%19.5574.1%2.9%
65Δ18.3978.0%2.9%19.7668.4%2.2%
70Δ18.1374.9%2.2%19.9762.8%1.5%
75Δ17.4192.9%1.9%20.4063.7%1.2%
80Δ16.20133.4%1.8%20.8665.6%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.48
IV
217.6%
B/E move
22.4%

25Δ

Calls
Pseudo strike
24.25
IV
215.8%
B/E move
31.3%
Puts
Pseudo strike
16.72
IV
167.9%
B/E move
15.9%

30Δ

Calls
Pseudo strike
21.96
IV
164.6%
B/E move
19.3%
Puts
Pseudo strike
17.51
IV
137.4%
B/E move
11.8%

35Δ

Calls
Pseudo strike
20.79
IV
133.5%
B/E move
13.2%
Puts
Pseudo strike
18.11
IV
115.7%
B/E move
8.8%

40Δ

Calls
Pseudo strike
20.05
IV
114.2%
B/E move
9.5%
Puts
Pseudo strike
18.48
IV
104.5%
B/E move
7.2%

45Δ

Calls
Pseudo strike
19.63
IV
102.8%
B/E move
7.5%
Puts
Pseudo strike
18.85
IV
93.3%
B/E move
5.5%

50Δ

Calls
Pseudo strike
19.23
IV
91.9%
B/E move
5.7%
Puts
Pseudo strike
19.13
IV
85.4%
B/E move
4.4%

55Δ

Calls
Pseudo strike
18.89
IV
84.2%
B/E move
4.3%
Puts
Pseudo strike
19.34
IV
79.7%
B/E move
3.7%

60Δ

Calls
Pseudo strike
18.64
IV
81.1%
B/E move
3.6%
Puts
Pseudo strike
19.55
IV
74.1%
B/E move
2.9%

65Δ

Calls
Pseudo strike
18.39
IV
78.0%
B/E move
2.9%
Puts
Pseudo strike
19.76
IV
68.4%
B/E move
2.2%

70Δ

Calls
Pseudo strike
18.13
IV
74.9%
B/E move
2.2%
Puts
Pseudo strike
19.97
IV
62.8%
B/E move
1.5%

75Δ

Calls
Pseudo strike
17.41
IV
92.9%
B/E move
1.9%
Puts
Pseudo strike
20.40
IV
63.7%
B/E move
1.2%

80Δ

Calls
Pseudo strike
16.20
IV
133.4%
B/E move
1.8%
Puts
Pseudo strike
20.86
IV
65.6%
B/E move
0.9%

Options history

IV · four-Friday blend64.85%
Daily EOD
SMN34.4%50.8%67.1%2026-10-19: 54.83%2026-10-20: 36.68%2026-10-21: 57.80%2026-10-22: 57.39%2026-10-23: 58.42%2026-10-26: 60.62%2026-10-27: 42.80%2026-10-28: 59.74%2026-10-29: 56.13%2026-10-30: 64.85%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
54.83%
36.68%
57.80%
57.39%
58.42%
60.62%
42.80%
59.74%
56.13%
64.85%