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ProShares S&P 500 Ex-Health Care ETF SPXV

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Market datapartial · fetched 2026-10-23T15:54:10.208Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T13:30:00.420585014Z

FundamentalsAlpha Vantage · unavailable

Share price$82.42
1D+0.0%
$82.38$82.40$82.42$82.44$82.465:30 AM6:30 AM9:00 AM1:00 PMSPXV
Sold putSold call

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$2.06$2.38$2.71$3.03$3.36$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESPXV PRICE$2.55$2.09$2.68$3.26
PutsCheap0.92×
CallsExpensive1.93×
SkewBullish-9.65 pp
Implied move——
TiltBearish51.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ81.5521.4%2.0%
65Δ
70Δ84.2511.8%0.3%
75Δ84.9411.7%0.2%
80Δ85.6211.6%0.1%

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
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
81.55
IV
21.4%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
84.25
IV
11.8%
B/E move
0.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
84.94
IV
11.7%
B/E move
0.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
85.62
IV
11.6%
B/E move
0.1%

Options history

No recorded observations