IntraAlpha
Create free account Start free

ProShares UltraPro Short S&P 500 SPXU

i

Market dataready · fetched 2026-10-16T00:16:45.776Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-16T00:00:00.157638928Z

FundamentalsAlpha Vantage · ready

Share price$33.71
1D-1.6%
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$0.29$1.64$2.99$4.35$5.70$28.42$31.12$33.82$36.53$39.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPXU spot · $33.71SPXU PRICE$0.61$0.80$0.82$1.00$1.21$1.39$1.55$1.77$2.02$2.33$2.64$3.05$3.41$0.44$0.66$0.88$1.01$1.16$1.44$1.74$2.19$2.66$3.14$3.80$4.48$5.31
PutsExpensive1.30×
CallsExpensive1.25×
SkewBullish-2.18 pp
Implied moveBearish±$3.29
TiltBearish12.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.8956.3%20.2%31.1234.1%9.0%
25Δ38.6255.1%16.9%31.5237.3%8.5%
30Δ36.7243.6%11.4%31.9340.5%7.9%
35Δ35.9943.3%9.7%32.5138.2%6.6%
40Δ35.3543.1%8.5%33.1035.8%5.2%
45Δ34.7341.9%7.2%33.5936.8%4.6%
50Δ34.1139.5%5.8%34.0938.1%4.0%
55Δ33.5838.7%4.9%34.6940.4%3.6%
60Δ33.0638.3%4.1%35.3242.2%3.1%
65Δ32.5438.2%3.4%35.9943.2%2.6%
70Δ32.0138.1%2.8%36.8144.8%2.1%
75Δ31.4238.1%2.3%37.6745.5%1.6%
80Δ30.8937.1%1.8%38.6646.2%1.1%

20Δ

Calls
Pseudo strike
39.89
IV
56.3%
B/E move
20.2%
Puts
Pseudo strike
31.12
IV
34.1%
B/E move
9.0%

25Δ

Calls
Pseudo strike
38.62
IV
55.1%
B/E move
16.9%
Puts
Pseudo strike
31.52
IV
37.3%
B/E move
8.5%

30Δ

Calls
Pseudo strike
36.72
IV
43.6%
B/E move
11.4%
Puts
Pseudo strike
31.93
IV
40.5%
B/E move
7.9%

35Δ

Calls
Pseudo strike
35.99
IV
43.3%
B/E move
9.7%
Puts
Pseudo strike
32.51
IV
38.2%
B/E move
6.6%

40Δ

Calls
Pseudo strike
35.35
IV
43.1%
B/E move
8.5%
Puts
Pseudo strike
33.10
IV
35.8%
B/E move
5.2%

45Δ

Calls
Pseudo strike
34.73
IV
41.9%
B/E move
7.2%
Puts
Pseudo strike
33.59
IV
36.8%
B/E move
4.6%

50Δ

Calls
Pseudo strike
34.11
IV
39.5%
B/E move
5.8%
Puts
Pseudo strike
34.09
IV
38.1%
B/E move
4.0%

55Δ

Calls
Pseudo strike
33.58
IV
38.7%
B/E move
4.9%
Puts
Pseudo strike
34.69
IV
40.4%
B/E move
3.6%

60Δ

Calls
Pseudo strike
33.06
IV
38.3%
B/E move
4.1%
Puts
Pseudo strike
35.32
IV
42.2%
B/E move
3.1%

65Δ

Calls
Pseudo strike
32.54
IV
38.2%
B/E move
3.4%
Puts
Pseudo strike
35.99
IV
43.2%
B/E move
2.6%

70Δ

Calls
Pseudo strike
32.01
IV
38.1%
B/E move
2.8%
Puts
Pseudo strike
36.81
IV
44.8%
B/E move
2.1%

75Δ

Calls
Pseudo strike
31.42
IV
38.1%
B/E move
2.3%
Puts
Pseudo strike
37.67
IV
45.5%
B/E move
1.6%

80Δ

Calls
Pseudo strike
30.89
IV
37.1%
B/E move
1.8%
Puts
Pseudo strike
38.66
IV
46.2%
B/E move
1.1%