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ProShares UltraShort Materials SMN

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Market datapartial · fetched 2026-10-23T15:48:42.828Z

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 · 2026-10-23T00:00:00.178769523Z

FundamentalsAlpha Vantage · unavailable

Share price$19.46
1D-2.3%
AH$19.43$19.57$19.70$19.83$19.975:30 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$0.69$1.45$2.21$2.98$3.74$14.59$17.04$19.49$21.94$24.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SMN spot · $19.46SMN PRICE$0.80$0.85$0.92$1.07$1.22$1.37$1.52$1.67$1.82$1.97$2.28$2.80$0.78$0.83$0.85$0.91$0.97$1.45$1.94$2.17$2.39$2.65$2.92$3.21$3.52
PutsExpensive2.14×
CallsExpensive2.25×
SkewBullish-1.10 pp
Implied moveBearish±$3.31
TiltBearish14.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.80110.4%22.8%
25Δ25.55115.5%35.4%17.0289.8%16.8%
30Δ23.1793.7%23.4%17.8973.9%12.4%
35Δ21.9281.7%17.4%18.4665.2%9.8%
40Δ21.4078.2%15.5%18.9957.5%7.4%
45Δ20.8874.7%13.6%19.4967.5%7.3%
50Δ20.3671.1%11.7%19.9978.0%7.2%
55Δ19.8467.6%9.8%20.4674.8%6.0%
60Δ19.3264.1%7.9%20.9271.4%4.8%
65Δ18.8160.6%6.0%21.3768.4%3.8%
70Δ18.2957.1%4.1%21.8265.5%2.9%
75Δ17.7357.4%2.8%22.2662.3%2.1%
80Δ17.1162.4%2.4%22.7058.9%1.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.80
IV
110.4%
B/E move
22.8%

25Δ

Calls
Pseudo strike
25.55
IV
115.5%
B/E move
35.4%
Puts
Pseudo strike
17.02
IV
89.8%
B/E move
16.8%

30Δ

Calls
Pseudo strike
23.17
IV
93.7%
B/E move
23.4%
Puts
Pseudo strike
17.89
IV
73.9%
B/E move
12.4%

35Δ

Calls
Pseudo strike
21.92
IV
81.7%
B/E move
17.4%
Puts
Pseudo strike
18.46
IV
65.2%
B/E move
9.8%

40Δ

Calls
Pseudo strike
21.40
IV
78.2%
B/E move
15.5%
Puts
Pseudo strike
18.99
IV
57.5%
B/E move
7.4%

45Δ

Calls
Pseudo strike
20.88
IV
74.7%
B/E move
13.6%
Puts
Pseudo strike
19.49
IV
67.5%
B/E move
7.3%

50Δ

Calls
Pseudo strike
20.36
IV
71.1%
B/E move
11.7%
Puts
Pseudo strike
19.99
IV
78.0%
B/E move
7.2%

55Δ

Calls
Pseudo strike
19.84
IV
67.6%
B/E move
9.8%
Puts
Pseudo strike
20.46
IV
74.8%
B/E move
6.0%

60Δ

Calls
Pseudo strike
19.32
IV
64.1%
B/E move
7.9%
Puts
Pseudo strike
20.92
IV
71.4%
B/E move
4.8%

65Δ

Calls
Pseudo strike
18.81
IV
60.6%
B/E move
6.0%
Puts
Pseudo strike
21.37
IV
68.4%
B/E move
3.8%

70Δ

Calls
Pseudo strike
18.29
IV
57.1%
B/E move
4.1%
Puts
Pseudo strike
21.82
IV
65.5%
B/E move
2.9%

75Δ

Calls
Pseudo strike
17.73
IV
57.4%
B/E move
2.8%
Puts
Pseudo strike
22.26
IV
62.3%
B/E move
2.1%

80Δ

Calls
Pseudo strike
17.11
IV
62.4%
B/E move
2.4%
Puts
Pseudo strike
22.70
IV
58.9%
B/E move
1.4%

Options history

No recorded observations