IntraAlpha
Create free account Start free

ProShares UltraPro Short S&P 500 SPXU

i

Market datapartial · fetched 2026-11-06T17:35:15.118Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-06T17:35:16.731281839Z

FundamentalsAlpha Vantage · unavailable

Share price$38.15
1D-1.5%
$37.72$38.04$38.36$38.68$39.005:30 AM6:30 AM9:00 AM1:00 PMSPXU
Sold putSold call

ProShares UltraPro Short S&P 500 options

Live interpolated SPXU call and put midpoint premiums by absolute delta.ProShares UltraPro Short S&P 500$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICESPXU PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
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
60Δ
65Δ
70Δ
75Δ
80Δ

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
IV
B/E move

65Δ

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

70Δ

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

75Δ

Calls
Pseudo strike
IV
B/E move
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 blend56.16%
Daily close
SPXU36.8%47.2%57.6%2026-08-10: 39.65%2026-08-11: 41.59%2026-08-13: 49.67%2026-08-14: 40.33%2026-08-17: 44.99%2026-08-20: 47.02%2026-08-21: 46.74%2026-08-24: 45.88%2026-08-25: 46.19%2026-08-26: 45.94%2026-09-01: 45.36%2026-09-02: 43.47%2026-09-08: 44.47%2026-09-09: 46.45%2026-09-10: 49.39%2026-09-11: 45.32%2026-09-14: 47.18%2026-09-15: 49.48%2026-09-16: 50.07%2026-09-18: 43.72%2026-09-21: 42.98%2026-09-22: 41.59%2026-09-23: 42.18%2026-09-24: 41.72%2026-09-25: 40.69%2026-09-28: 42.68%2026-09-29: 43.00%2026-09-30: 43.74%2026-10-01: 43.66%2026-10-02: 41.21%2026-10-05: 41.61%2026-10-06: 38.63%2026-10-07: 39.89%2026-10-08: 40.07%2026-10-09: 38.20%2026-10-12: 40.20%2026-10-13: 40.65%2026-10-14: 44.02%2026-10-16: 50.48%2026-10-19: 47.24%2026-10-20: 46.03%2026-10-21: 44.11%2026-10-22: 50.72%2026-10-23: 51.58%2026-10-26: 48.04%2026-10-27: 47.57%2026-10-28: 47.16%2026-10-29: 46.03%2026-10-30: 56.16%Aug 10Sep 25Oct 30
49 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
39.65%
41.59%
49.67%
40.33%
44.99%
47.02%
46.74%
45.88%
46.19%
45.94%
45.36%
43.47%
44.47%
46.45%
49.39%
45.32%
47.18%
49.48%
50.07%
43.72%
42.98%
41.59%
42.18%
41.72%
40.69%
42.68%
43.00%
43.74%
43.66%
41.21%
41.61%
38.63%
39.89%
40.07%
38.20%
40.20%
40.65%
44.02%
50.48%
47.24%
46.03%
44.11%
50.72%
51.58%
48.04%
47.57%
47.16%
46.03%
56.16%