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ProShares S&P 500 Ex-Energy ETF SPXE

i

Market dataready · fetched 2026-11-12T03:11:31.534Z

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 · 2026-11-12T01:00:00.142120569Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:11:31.166217+00:00

Share price$81.61
1D+0.3%
AH$81.61$81.70$81.79$81.87$81.965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPXE
Sold putSold callAH

ProShares S&P 500 Ex-Energy ETF options

Live interpolated SPXE call and put midpoint premiums by absolute delta.ProShares S&P 500 Ex-Energy ETF$0.33$0.74$1.16$1.57$1.99$77.45$79.46$81.46$83.47$85.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive SPXE spot · $81.61SPXE PRICE$0.38$0.38$0.41$0.49$0.58$0.67$0.82$0.97$1.12$1.31$1.59$1.87$0.38$0.46$0.51$0.52$0.60$0.70$0.80$0.91
Puts——
Calls——
Skew——
Implied moveBalanced±$1.62
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ84.7627.3%4.3%79.0226.3%3.6%
25Δ83.5620.6%2.8%79.6924.2%2.9%
30Δ82.8917.0%2.1%80.3021.2%2.2%
35Δ82.5816.5%1.8%80.8617.5%1.6%
40Δ82.2716.0%1.5%81.1916.2%1.3%
45Δ81.9715.5%1.3%81.4415.8%1.1%
50Δ81.7115.7%1.1%81.7015.4%0.9%
55Δ81.4416.0%1.0%81.9515.0%0.7%
60Δ81.1816.2%0.8%
65Δ80.8916.6%0.7%
70Δ80.5317.2%0.6%
75Δ80.1717.8%0.5%
80Δ

20Δ

Calls
Pseudo strike
84.76
IV
27.3%
B/E move
4.3%
Puts
Pseudo strike
79.02
IV
26.3%
B/E move
3.6%

25Δ

Calls
Pseudo strike
83.56
IV
20.6%
B/E move
2.8%
Puts
Pseudo strike
79.69
IV
24.2%
B/E move
2.9%

30Δ

Calls
Pseudo strike
82.89
IV
17.0%
B/E move
2.1%
Puts
Pseudo strike
80.30
IV
21.2%
B/E move
2.2%

35Δ

Calls
Pseudo strike
82.58
IV
16.5%
B/E move
1.8%
Puts
Pseudo strike
80.86
IV
17.5%
B/E move
1.6%

40Δ

Calls
Pseudo strike
82.27
IV
16.0%
B/E move
1.5%
Puts
Pseudo strike
81.19
IV
16.2%
B/E move
1.3%

45Δ

Calls
Pseudo strike
81.97
IV
15.5%
B/E move
1.3%
Puts
Pseudo strike
81.44
IV
15.8%
B/E move
1.1%

50Δ

Calls
Pseudo strike
81.71
IV
15.7%
B/E move
1.1%
Puts
Pseudo strike
81.70
IV
15.4%
B/E move
0.9%

55Δ

Calls
Pseudo strike
81.44
IV
16.0%
B/E move
1.0%
Puts
Pseudo strike
81.95
IV
15.0%
B/E move
0.7%

60Δ

Calls
Pseudo strike
81.18
IV
16.2%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
80.89
IV
16.6%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
80.53
IV
17.2%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
80.17
IV
17.8%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

80Δ

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

Options history

IV · four-Friday blend16.19%
Daily EOD
SPXE13.1%14.8%16.4%2026-10-19: 13.61%2026-10-20: 13.56%2026-10-21: 13.72%2026-10-22: 14.59%2026-10-23: 15.41%2026-10-26: 14.25%2026-10-27: 14.12%2026-10-28: 14.20%2026-10-29: 13.35%2026-10-30: 16.19%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
13.61%
13.56%
13.72%
14.59%
15.41%
14.25%
14.12%
14.20%
13.35%
16.19%