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ProShares S&P 500 Ex-Technology ETF SPXT

i

Market dataready · fetched 2026-11-12T00:54:35.873Z

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 · 2026-11-11T23:30:00.003926751Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:54:35.510545+00:00

Share price$113.48
1D+0.5%
AH$112.74$112.94$113.14$113.34$113.555:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPXT
Sold putSold callAH

ProShares S&P 500 Ex-Technology ETF options

Live interpolated SPXT call and put midpoint premiums by absolute delta.ProShares S&P 500 Ex-Technology ETF$0.82$1.28$1.74$2.20$2.66$91.09$103.41$115.74$128.06$140.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SPXT spot · $113.48SPXT PRICE$0.95$0.95$0.99$1.07$1.16$1.34$1.54$1.67$1.72$1.77$1.81$2.05$0.98$0.87$1.13$1.26$1.39$1.57$1.75$1.92$2.08$2.24$2.38$2.53
Puts——
Calls——
Skew——
Implied moveBearish±$2.91
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ107.0147.7%6.6%
25Δ118.3437.2%5.1%
30Δ116.4829.1%3.5%111.5923.7%2.4%
35Δ115.4124.6%2.6%111.9426.3%2.4%
40Δ114.6921.8%2.0%112.5524.6%1.9%
45Δ114.1119.7%1.6%113.1622.6%1.5%
50Δ113.6619.2%1.3%113.6521.8%1.2%
55Δ113.2419.0%1.1%114.1120.8%1.0%
60Δ112.8918.1%1.0%114.5119.6%0.8%
65Δ112.6616.4%0.8%114.9018.5%0.6%
70Δ112.4214.6%0.6%115.2217.2%0.4%
75Δ112.1812.9%0.5%115.5215.9%0.3%
80Δ111.7912.2%0.3%115.8114.6%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
107.01
IV
47.7%
B/E move
6.6%

25Δ

Calls
Pseudo strike
118.34
IV
37.2%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
116.48
IV
29.1%
B/E move
3.5%
Puts
Pseudo strike
111.59
IV
23.7%
B/E move
2.4%

35Δ

Calls
Pseudo strike
115.41
IV
24.6%
B/E move
2.6%
Puts
Pseudo strike
111.94
IV
26.3%
B/E move
2.4%

40Δ

Calls
Pseudo strike
114.69
IV
21.8%
B/E move
2.0%
Puts
Pseudo strike
112.55
IV
24.6%
B/E move
1.9%

45Δ

Calls
Pseudo strike
114.11
IV
19.7%
B/E move
1.6%
Puts
Pseudo strike
113.16
IV
22.6%
B/E move
1.5%

50Δ

Calls
Pseudo strike
113.66
IV
19.2%
B/E move
1.3%
Puts
Pseudo strike
113.65
IV
21.8%
B/E move
1.2%

55Δ

Calls
Pseudo strike
113.24
IV
19.0%
B/E move
1.1%
Puts
Pseudo strike
114.11
IV
20.8%
B/E move
1.0%

60Δ

Calls
Pseudo strike
112.89
IV
18.1%
B/E move
1.0%
Puts
Pseudo strike
114.51
IV
19.6%
B/E move
0.8%

65Δ

Calls
Pseudo strike
112.66
IV
16.4%
B/E move
0.8%
Puts
Pseudo strike
114.90
IV
18.5%
B/E move
0.6%

70Δ

Calls
Pseudo strike
112.42
IV
14.6%
B/E move
0.6%
Puts
Pseudo strike
115.22
IV
17.2%
B/E move
0.4%

75Δ

Calls
Pseudo strike
112.18
IV
12.9%
B/E move
0.5%
Puts
Pseudo strike
115.52
IV
15.9%
B/E move
0.3%

80Δ

Calls
Pseudo strike
111.79
IV
12.2%
B/E move
0.3%
Puts
Pseudo strike
115.81
IV
14.6%
B/E move
0.2%

Options history

IV · four-Friday blend15.57%
Daily EOD
SPXT13.3%21.2%29.2%2026-10-19: 26.78%2026-10-20: 23.60%2026-10-21: 27.21%2026-10-22: 14.39%2026-10-23: 28.08%2026-10-26: 21.47%2026-10-27: 18.97%2026-10-28: 16.53%2026-10-29: 26.66%2026-10-30: 15.57%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
26.78%
23.60%
27.21%
14.39%
28.08%
21.47%
18.97%
16.53%
26.66%
15.57%