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ProShares UltraPro Short S&P 500 SPXU

i

Market dataready · fetched 2026-11-08T18:10:41.936Z

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 · 2026-11-07T01:00:00.1244439Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-08T18:10:41.502841+00:00

Share price$38.72
1D-0.4%
AH$37.72$38.04$38.36$38.68$39.005:30 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$0.32$2.09$3.86$5.63$7.39$32.68$35.42$38.16$40.91$43.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SPXU spot · $38.72SPXU PRICE$0.84$0.96$1.20$1.49$1.78$1.86$2.06$2.32$2.83$3.03$3.10$3.17$0.51$0.68$0.82$1.15$1.51$1.91$2.33$2.69$4.16$5.19$6.88
Puts——
Calls——
Skew——
Implied moveBearish±$4.19
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.6059.6%9.4%
25Δ43.6786.9%15.0%36.1661.6%8.4%
30Δ42.1577.3%11.3%36.8758.3%6.9%
35Δ41.3577.9%9.9%37.3962.9%6.4%
40Δ40.6480.0%8.8%37.8869.1%6.1%
45Δ39.9481.6%7.7%38.4873.3%5.6%
50Δ39.1272.2%5.8%39.1475.8%4.9%
55Δ38.4868.1%4.7%39.8175.1%4.1%
60Δ37.8766.3%3.8%41.1796.8%4.4%
65Δ37.1970.7%3.4%42.42103.3%3.9%
70Δ36.7466.4%2.7%44.26116.0%3.5%
75Δ36.3858.8%2.0%
80Δ36.0251.2%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.60
IV
59.6%
B/E move
9.4%

25Δ

Calls
Pseudo strike
43.67
IV
86.9%
B/E move
15.0%
Puts
Pseudo strike
36.16
IV
61.6%
B/E move
8.4%

30Δ

Calls
Pseudo strike
42.15
IV
77.3%
B/E move
11.3%
Puts
Pseudo strike
36.87
IV
58.3%
B/E move
6.9%

35Δ

Calls
Pseudo strike
41.35
IV
77.9%
B/E move
9.9%
Puts
Pseudo strike
37.39
IV
62.9%
B/E move
6.4%

40Δ

Calls
Pseudo strike
40.64
IV
80.0%
B/E move
8.8%
Puts
Pseudo strike
37.88
IV
69.1%
B/E move
6.1%

45Δ

Calls
Pseudo strike
39.94
IV
81.6%
B/E move
7.7%
Puts
Pseudo strike
38.48
IV
73.3%
B/E move
5.6%

50Δ

Calls
Pseudo strike
39.12
IV
72.2%
B/E move
5.8%
Puts
Pseudo strike
39.14
IV
75.8%
B/E move
4.9%

55Δ

Calls
Pseudo strike
38.48
IV
68.1%
B/E move
4.7%
Puts
Pseudo strike
39.81
IV
75.1%
B/E move
4.1%

60Δ

Calls
Pseudo strike
37.87
IV
66.3%
B/E move
3.8%
Puts
Pseudo strike
41.17
IV
96.8%
B/E move
4.4%

65Δ

Calls
Pseudo strike
37.19
IV
70.7%
B/E move
3.4%
Puts
Pseudo strike
42.42
IV
103.3%
B/E move
3.9%

70Δ

Calls
Pseudo strike
36.74
IV
66.4%
B/E move
2.7%
Puts
Pseudo strike
44.26
IV
116.0%
B/E move
3.5%

75Δ

Calls
Pseudo strike
36.38
IV
58.8%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
36.02
IV
51.2%
B/E move
1.2%
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%