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ProShares S&P 500 Ex-Energy ETF SPXE

i

Market dataready · fetched 2026-10-22T21:06:53.698Z

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 · 2026-10-22T20:10:00.003407913Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:06:52.073418+00:00

Share price$81.85
1D-0.7%
AH$81.55$81.72$81.89$82.06$82.235:30 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$0.32$1.40$2.48$3.56$4.63$77.41$79.65$81.89$84.13$86.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPXE spot · $81.85SPXE PRICE$0.44$0.47$0.57$0.74$0.90$1.13$1.36$1.63$1.94$2.32$2.76$3.46$4.32$0.58$0.65$0.78$0.94$1.08$1.19$1.33$1.53$1.73$2.05$2.37$2.73$3.11
PutsExpensive1.25×
CallsExpensive1.21×
SkewBullish-0.33 pp
Implied moveBalanced±$2.69
TiltBullish4.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ85.7517.5%5.3%78.1321.9%5.3%
25Δ84.5014.2%3.8%79.3518.5%3.9%
30Δ83.7812.9%3.0%80.1217.3%3.1%
35Δ83.3913.5%2.8%80.6916.8%2.6%
40Δ83.0014.0%2.5%81.2316.0%2.1%
45Δ82.5914.5%2.3%81.7214.8%1.6%
50Δ82.1715.0%2.0%82.1714.1%1.2%
55Δ81.7215.5%1.8%82.5713.8%1.0%
60Δ81.2416.0%1.6%82.9713.6%0.8%
65Δ80.7116.6%1.4%83.4213.7%0.6%
70Δ80.1217.3%1.3%83.8813.9%0.4%
75Δ79.3118.8%1.1%84.3813.8%0.3%
80Δ78.3220.5%1.0%84.8813.6%0.1%

20Δ

Calls
Pseudo strike
85.75
IV
17.5%
B/E move
5.3%
Puts
Pseudo strike
78.13
IV
21.9%
B/E move
5.3%

25Δ

Calls
Pseudo strike
84.50
IV
14.2%
B/E move
3.8%
Puts
Pseudo strike
79.35
IV
18.5%
B/E move
3.9%

30Δ

Calls
Pseudo strike
83.78
IV
12.9%
B/E move
3.0%
Puts
Pseudo strike
80.12
IV
17.3%
B/E move
3.1%

35Δ

Calls
Pseudo strike
83.39
IV
13.5%
B/E move
2.8%
Puts
Pseudo strike
80.69
IV
16.8%
B/E move
2.6%

40Δ

Calls
Pseudo strike
83.00
IV
14.0%
B/E move
2.5%
Puts
Pseudo strike
81.23
IV
16.0%
B/E move
2.1%

45Δ

Calls
Pseudo strike
82.59
IV
14.5%
B/E move
2.3%
Puts
Pseudo strike
81.72
IV
14.8%
B/E move
1.6%

50Δ

Calls
Pseudo strike
82.17
IV
15.0%
B/E move
2.0%
Puts
Pseudo strike
82.17
IV
14.1%
B/E move
1.2%

55Δ

Calls
Pseudo strike
81.72
IV
15.5%
B/E move
1.8%
Puts
Pseudo strike
82.57
IV
13.8%
B/E move
1.0%

60Δ

Calls
Pseudo strike
81.24
IV
16.0%
B/E move
1.6%
Puts
Pseudo strike
82.97
IV
13.6%
B/E move
0.8%

65Δ

Calls
Pseudo strike
80.71
IV
16.6%
B/E move
1.4%
Puts
Pseudo strike
83.42
IV
13.7%
B/E move
0.6%

70Δ

Calls
Pseudo strike
80.12
IV
17.3%
B/E move
1.3%
Puts
Pseudo strike
83.88
IV
13.9%
B/E move
0.4%

75Δ

Calls
Pseudo strike
79.31
IV
18.8%
B/E move
1.1%
Puts
Pseudo strike
84.38
IV
13.8%
B/E move
0.3%

80Δ

Calls
Pseudo strike
78.32
IV
20.5%
B/E move
1.0%
Puts
Pseudo strike
84.88
IV
13.6%
B/E move
0.1%

Options history

No recorded observations