IntraAlpha
Create free account Start free

ProShares S&P 500 Ex-Health Care ETF SPXV

i

Market dataready · fetched 2026-11-13T01:27:27.203Z

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 · 2026-11-13T01:00:00.148314502Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:27:26.851950+00:00

Share price$81.82
1D
Price history unavailable.

ProShares S&P 500 Ex-Health Care ETF options

Live interpolated SPXV call and put midpoint premiums by absolute delta.ProShares S&P 500 Ex-Health Care ETF$1.50$1.97$2.44$2.91$3.38$-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 unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICESPXV PRICE$1.85$2.05$2.24$2.42$1.55$1.65$1.81$1.98$2.14$2.31$2.47$3.25
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
45Δ81.4237.1%2.4%
50Δ82.0033.5%1.8%
55Δ81.5134.2%1.9%82.3831.6%1.5%
60Δ81.0032.8%1.5%82.7729.8%1.3%
65Δ80.5931.0%1.2%83.1628.0%1.0%
70Δ80.1729.2%0.9%83.5426.2%0.7%
75Δ83.9324.3%0.4%
80Δ84.7927.1%0.3%

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
81.42
IV
37.1%
B/E move
2.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
82.00
IV
33.5%
B/E move
1.8%

55Δ

Calls
Pseudo strike
81.51
IV
34.2%
B/E move
1.9%
Puts
Pseudo strike
82.38
IV
31.6%
B/E move
1.5%

60Δ

Calls
Pseudo strike
81.00
IV
32.8%
B/E move
1.5%
Puts
Pseudo strike
82.77
IV
29.8%
B/E move
1.3%

65Δ

Calls
Pseudo strike
80.59
IV
31.0%
B/E move
1.2%
Puts
Pseudo strike
83.16
IV
28.0%
B/E move
1.0%

70Δ

Calls
Pseudo strike
80.17
IV
29.2%
B/E move
0.9%
Puts
Pseudo strike
83.54
IV
26.2%
B/E move
0.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
83.93
IV
24.3%
B/E move
0.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
84.79
IV
27.1%
B/E move
0.3%

Options history

IV · four-Friday blend16.51%
Daily EOD
SPXV13.8%15.2%16.7%2026-10-19: 14.47%2026-10-20: 14.58%2026-10-21: 13.97%2026-10-22: 15.36%2026-10-23: 15.52%2026-10-26: 14.96%2026-10-27: 14.82%2026-10-28: 14.88%2026-10-29: 14.73%2026-10-30: 16.51%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
14.47%
14.58%
13.97%
15.36%
15.52%
14.96%
14.82%
14.88%
14.73%
16.51%