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ProShares UltraShort Materials SMN

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Market datapartial · fetched 2026-10-23T18:46:24.823Z

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 · 2026-10-23T18:22:51.979914186Z

FundamentalsAlpha Vantage · unavailable

Share price$19.51
1D+0.0%
$19.50$19.51$19.51$19.51$19.525:30 AM6:30 AM9:00 AM1:00 PMSMN
Sold putSold call

ProShares UltraShort Materials options

Live interpolated SMN call and put midpoint premiums by absolute delta.ProShares UltraShort Materials$2.39$2.73$3.07$3.40$3.74$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESMN PRICE$2.52$2.43$2.76$3.09$3.37$3.65
PutsExpensive2.03×
CallsExpensive1.71×
SkewBearish+12.89 pp
Implied move——
TiltBearish71.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ21.0072.3%4.8%
65Δ21.5170.6%3.9%
70Δ22.0268.8%3.0%
75Δ22.4564.8%2.2%
80Δ17.3954.6%2.0%22.8860.9%1.4%

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.00
IV
72.3%
B/E move
4.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.51
IV
70.6%
B/E move
3.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.02
IV
68.8%
B/E move
3.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.45
IV
64.8%
B/E move
2.2%

80Δ

Calls
Pseudo strike
17.39
IV
54.6%
B/E move
2.0%
Puts
Pseudo strike
22.88
IV
60.9%
B/E move
1.4%

Options history

No recorded observations