IntraAlpha
Create free account Start free

ProShares UltraPro Short S&P 500 SPXU

i

Market dataready · fetched 2026-10-15T20:04:42.555Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:04:37.032756203Z

FundamentalsAlpha Vantage · ready

Share price$33.70
1D-1.8%
AH$33.51$33.82$34.13$34.44$34.755:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPXU
Sold putSold callAH

ProShares UltraPro Short S&P 500 options

Live interpolated SPXU call and put midpoint premiums by absolute delta.ProShares UltraPro Short S&P 500$0.01$0.80$1.58$2.37$3.16$32.52$33.09$33.66$34.23$34.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $33.70OPTION PRICELive SPXU spot · $33.70SPXU PRICE$0.10$0.12$0.15$0.17$0.23$0.29$0.34$0.40$0.46$0.51$0.57$0.63$0.68$0.10$0.14$0.18$0.22$0.27$0.31$0.35$0.39$0.43$0.50$1.31$2.12$2.93
PutsExpensive1.42×
CallsExpensive1.56×
SkewBearish+11.97 pp
Implied moveBalanced±$0.69
TiltBearish33.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.6151.5%3.0%33.1138.8%2.0%
25Δ34.4148.5%2.5%33.2139.2%1.9%
30Δ34.2145.5%1.9%33.3139.7%1.7%
35Δ34.0042.6%1.4%33.4140.1%1.5%
40Δ33.9042.1%1.3%33.5140.6%1.4%
45Δ33.8041.6%1.2%33.6141.1%1.2%
50Δ33.7141.1%1.0%33.7141.5%1.0%
55Δ33.6140.6%0.9%33.8142.0%0.8%
60Δ33.5140.1%0.8%33.9042.4%0.7%
65Δ33.4139.7%0.7%34.0343.8%0.5%
70Δ33.3139.2%0.5%34.8471.2%0.5%
75Δ33.2238.7%0.4%35.6698.6%0.5%
80Δ33.1238.2%0.3%36.47126.1%0.5%

20Δ

Calls
Pseudo strike
34.61
IV
51.5%
B/E move
3.0%
Puts
Pseudo strike
33.11
IV
38.8%
B/E move
2.0%

25Δ

Calls
Pseudo strike
34.41
IV
48.5%
B/E move
2.5%
Puts
Pseudo strike
33.21
IV
39.2%
B/E move
1.9%

30Δ

Calls
Pseudo strike
34.21
IV
45.5%
B/E move
1.9%
Puts
Pseudo strike
33.31
IV
39.7%
B/E move
1.7%

35Δ

Calls
Pseudo strike
34.00
IV
42.6%
B/E move
1.4%
Puts
Pseudo strike
33.41
IV
40.1%
B/E move
1.5%

40Δ

Calls
Pseudo strike
33.90
IV
42.1%
B/E move
1.3%
Puts
Pseudo strike
33.51
IV
40.6%
B/E move
1.4%

45Δ

Calls
Pseudo strike
33.80
IV
41.6%
B/E move
1.2%
Puts
Pseudo strike
33.61
IV
41.1%
B/E move
1.2%

50Δ

Calls
Pseudo strike
33.71
IV
41.1%
B/E move
1.0%
Puts
Pseudo strike
33.71
IV
41.5%
B/E move
1.0%

55Δ

Calls
Pseudo strike
33.61
IV
40.6%
B/E move
0.9%
Puts
Pseudo strike
33.81
IV
42.0%
B/E move
0.8%

60Δ

Calls
Pseudo strike
33.51
IV
40.1%
B/E move
0.8%
Puts
Pseudo strike
33.90
IV
42.4%
B/E move
0.7%

65Δ

Calls
Pseudo strike
33.41
IV
39.7%
B/E move
0.7%
Puts
Pseudo strike
34.03
IV
43.8%
B/E move
0.5%

70Δ

Calls
Pseudo strike
33.31
IV
39.2%
B/E move
0.5%
Puts
Pseudo strike
34.84
IV
71.2%
B/E move
0.5%

75Δ

Calls
Pseudo strike
33.22
IV
38.7%
B/E move
0.4%
Puts
Pseudo strike
35.66
IV
98.6%
B/E move
0.5%

80Δ

Calls
Pseudo strike
33.12
IV
38.2%
B/E move
0.3%
Puts
Pseudo strike
36.47
IV
126.1%
B/E move
0.5%