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ProShares UltraPro Short S&P 500 SPXU

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Market dataready · fetched 2026-10-15T20:36:16.545Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:32:29.392087367Z

FundamentalsAlpha Vantage · ready

Share price$33.75
1D-1.7%
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$0.00$1.23$2.47$3.70$4.94$31.92$32.92$33.93$34.94$35.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $33.75OPTION PRICELive SPXU spot · $33.75SPXU PRICE$0.09$0.12$0.14$0.17$0.51$1.02$1.53$2.03$2.54$3.05$3.56$4.07$4.58$0.17$0.21$0.24$0.28$0.32$0.36$0.39$0.43$0.47$1.08$1.84$2.60$3.35
PutsExpensive2.15×
CallsExpensive3.78×
SkewBullish-20.84 pp
Implied moveBullish±$1.92
TiltBullish33.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.6450.2%2.9%32.2591.6%4.9%
25Δ34.4547.1%2.4%32.4786.2%4.4%
30Δ34.2644.0%1.9%32.6880.9%3.9%
35Δ34.0740.8%1.4%32.8975.5%3.4%
40Δ33.6552.4%1.2%33.1170.2%2.9%
45Δ33.1271.7%1.1%33.3264.8%2.3%
50Δ32.5890.9%1.1%33.5359.5%1.8%
55Δ32.05110.2%1.0%33.7554.1%1.3%
60Δ31.52129.5%0.9%33.9648.8%0.8%
65Δ30.98148.8%0.8%34.6170.0%0.7%
70Δ30.45168.1%0.8%35.3797.5%0.6%
75Δ29.92187.4%0.7%36.13125.1%0.6%
80Δ29.38206.7%0.6%36.89152.7%0.6%

20Δ

Calls
Pseudo strike
34.64
IV
50.2%
B/E move
2.9%
Puts
Pseudo strike
32.25
IV
91.6%
B/E move
4.9%

25Δ

Calls
Pseudo strike
34.45
IV
47.1%
B/E move
2.4%
Puts
Pseudo strike
32.47
IV
86.2%
B/E move
4.4%

30Δ

Calls
Pseudo strike
34.26
IV
44.0%
B/E move
1.9%
Puts
Pseudo strike
32.68
IV
80.9%
B/E move
3.9%

35Δ

Calls
Pseudo strike
34.07
IV
40.8%
B/E move
1.4%
Puts
Pseudo strike
32.89
IV
75.5%
B/E move
3.4%

40Δ

Calls
Pseudo strike
33.65
IV
52.4%
B/E move
1.2%
Puts
Pseudo strike
33.11
IV
70.2%
B/E move
2.9%

45Δ

Calls
Pseudo strike
33.12
IV
71.7%
B/E move
1.1%
Puts
Pseudo strike
33.32
IV
64.8%
B/E move
2.3%

50Δ

Calls
Pseudo strike
32.58
IV
90.9%
B/E move
1.1%
Puts
Pseudo strike
33.53
IV
59.5%
B/E move
1.8%

55Δ

Calls
Pseudo strike
32.05
IV
110.2%
B/E move
1.0%
Puts
Pseudo strike
33.75
IV
54.1%
B/E move
1.3%

60Δ

Calls
Pseudo strike
31.52
IV
129.5%
B/E move
0.9%
Puts
Pseudo strike
33.96
IV
48.8%
B/E move
0.8%

65Δ

Calls
Pseudo strike
30.98
IV
148.8%
B/E move
0.8%
Puts
Pseudo strike
34.61
IV
70.0%
B/E move
0.7%

70Δ

Calls
Pseudo strike
30.45
IV
168.1%
B/E move
0.8%
Puts
Pseudo strike
35.37
IV
97.5%
B/E move
0.6%

75Δ

Calls
Pseudo strike
29.92
IV
187.4%
B/E move
0.7%
Puts
Pseudo strike
36.13
IV
125.1%
B/E move
0.6%

80Δ

Calls
Pseudo strike
29.38
IV
206.7%
B/E move
0.6%
Puts
Pseudo strike
36.89
IV
152.7%
B/E move
0.6%