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ProShares S&P 500 Ex-Financials ETF SPXN

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Market datapartial · fetched 2026-10-22T23:23:47.467Z

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 · 2026-10-22T22:30:00.003629396Z

FundamentalsAlpha Vantage · unavailable

Share price$83.79
1D+0.0%
AH$83.73$83.75$83.77$83.79$83.815:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPXN
Sold putSold callAH

ProShares S&P 500 Ex-Financials ETF options

Live interpolated SPXN call and put midpoint premiums by absolute delta.ProShares S&P 500 Ex-Financials ETF$0.49$1.48$2.48$3.47$4.47$78.52$81.12$83.73$86.34$88.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPXN spot · $83.79SPXN PRICE$0.60$0.67$0.77$0.88$1.00$1.20$1.41$1.71$2.05$2.48$2.95$3.51$4.18$0.77$0.86$0.97$1.07$1.19$1.36$1.56$1.84$2.11$2.33$2.56$3.23$3.83
PutsExpensive1.73×
CallsExpensive1.46×
SkewBearish+0.54 pp
Implied moveBearish±$2.97
TiltBalanced0.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ89.0923.4%7.0%78.9128.2%6.8%
25Δ87.4319.6%5.1%80.5323.9%4.9%
30Δ86.4517.6%4.1%81.6520.9%3.7%
35Δ85.7116.3%3.3%82.4618.8%2.9%
40Δ85.1115.3%2.8%83.1217.2%2.2%
45Δ84.6115.2%2.4%83.6416.5%1.8%
50Δ84.1415.3%2.1%84.1516.0%1.4%
55Δ83.6515.8%1.9%84.6316.1%1.2%
60Δ83.1516.5%1.7%85.1116.0%0.9%
65Δ82.5617.3%1.5%85.5415.4%0.7%
70Δ81.9418.1%1.3%85.9814.7%0.5%
75Δ81.2218.7%1.1%86.7515.9%0.3%
80Δ80.3919.3%0.9%87.4716.2%0.2%

20Δ

Calls
Pseudo strike
89.09
IV
23.4%
B/E move
7.0%
Puts
Pseudo strike
78.91
IV
28.2%
B/E move
6.8%

25Δ

Calls
Pseudo strike
87.43
IV
19.6%
B/E move
5.1%
Puts
Pseudo strike
80.53
IV
23.9%
B/E move
4.9%

30Δ

Calls
Pseudo strike
86.45
IV
17.6%
B/E move
4.1%
Puts
Pseudo strike
81.65
IV
20.9%
B/E move
3.7%

35Δ

Calls
Pseudo strike
85.71
IV
16.3%
B/E move
3.3%
Puts
Pseudo strike
82.46
IV
18.8%
B/E move
2.9%

40Δ

Calls
Pseudo strike
85.11
IV
15.3%
B/E move
2.8%
Puts
Pseudo strike
83.12
IV
17.2%
B/E move
2.2%

45Δ

Calls
Pseudo strike
84.61
IV
15.2%
B/E move
2.4%
Puts
Pseudo strike
83.64
IV
16.5%
B/E move
1.8%

50Δ

Calls
Pseudo strike
84.14
IV
15.3%
B/E move
2.1%
Puts
Pseudo strike
84.15
IV
16.0%
B/E move
1.4%

55Δ

Calls
Pseudo strike
83.65
IV
15.8%
B/E move
1.9%
Puts
Pseudo strike
84.63
IV
16.1%
B/E move
1.2%

60Δ

Calls
Pseudo strike
83.15
IV
16.5%
B/E move
1.7%
Puts
Pseudo strike
85.11
IV
16.0%
B/E move
0.9%

65Δ

Calls
Pseudo strike
82.56
IV
17.3%
B/E move
1.5%
Puts
Pseudo strike
85.54
IV
15.4%
B/E move
0.7%

70Δ

Calls
Pseudo strike
81.94
IV
18.1%
B/E move
1.3%
Puts
Pseudo strike
85.98
IV
14.7%
B/E move
0.5%

75Δ

Calls
Pseudo strike
81.22
IV
18.7%
B/E move
1.1%
Puts
Pseudo strike
86.75
IV
15.9%
B/E move
0.3%

80Δ

Calls
Pseudo strike
80.39
IV
19.3%
B/E move
0.9%
Puts
Pseudo strike
87.47
IV
16.2%
B/E move
0.2%

Options history

No recorded observations