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ProShares S&P 500 Ex-Health Care ETF SPXV

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Market datapartial · fetched 2026-10-22T21:34:08.939Z

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 · 2026-10-22T20:10:00.003498439Z

FundamentalsAlpha Vantage · unavailable

Share price$82.98
1D+0.0%
AH$82.87$82.89$82.91$82.93$82.955:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPXV
Sold putSold callAH

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$0.53$1.50$2.48$3.45$4.42$77.77$80.38$83.00$85.61$88.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPXV spot · $82.98SPXV PRICE$0.63$0.70$0.81$0.91$1.03$1.20$1.44$1.72$2.11$2.50$2.89$3.52$4.14$0.76$0.86$0.94$1.02$1.14$1.26$1.50$1.78$2.06$2.35$2.70$3.14$4.02
PutsExpensive1.46×
CallsExpensive1.66×
SkewNeutral-0.13 pp
Implied moveBearish±$2.94
TiltBalanced0.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ88.6425.2%7.6%78.1628.0%6.7%
25Δ86.7720.6%5.4%79.7623.8%4.9%
30Δ85.7518.7%4.3%80.9120.6%3.6%
35Δ84.9417.0%3.5%81.7318.2%2.7%
40Δ84.3415.9%2.9%82.3416.6%2.1%
45Δ83.8015.4%2.4%82.8515.5%1.7%
50Δ83.3315.7%2.1%83.3315.4%1.4%
55Δ82.8416.1%1.9%83.8015.8%1.2%
60Δ82.3017.1%1.7%84.2715.8%0.9%
65Δ81.7517.7%1.5%84.7515.6%0.7%
70Δ81.1717.9%1.3%85.2715.5%0.5%
75Δ80.3918.9%1.1%85.8515.6%0.3%
80Δ79.6119.3%0.9%86.8417.3%0.2%

20Δ

Calls
Pseudo strike
88.64
IV
25.2%
B/E move
7.6%
Puts
Pseudo strike
78.16
IV
28.0%
B/E move
6.7%

25Δ

Calls
Pseudo strike
86.77
IV
20.6%
B/E move
5.4%
Puts
Pseudo strike
79.76
IV
23.8%
B/E move
4.9%

30Δ

Calls
Pseudo strike
85.75
IV
18.7%
B/E move
4.3%
Puts
Pseudo strike
80.91
IV
20.6%
B/E move
3.6%

35Δ

Calls
Pseudo strike
84.94
IV
17.0%
B/E move
3.5%
Puts
Pseudo strike
81.73
IV
18.2%
B/E move
2.7%

40Δ

Calls
Pseudo strike
84.34
IV
15.9%
B/E move
2.9%
Puts
Pseudo strike
82.34
IV
16.6%
B/E move
2.1%

45Δ

Calls
Pseudo strike
83.80
IV
15.4%
B/E move
2.4%
Puts
Pseudo strike
82.85
IV
15.5%
B/E move
1.7%

50Δ

Calls
Pseudo strike
83.33
IV
15.7%
B/E move
2.1%
Puts
Pseudo strike
83.33
IV
15.4%
B/E move
1.4%

55Δ

Calls
Pseudo strike
82.84
IV
16.1%
B/E move
1.9%
Puts
Pseudo strike
83.80
IV
15.8%
B/E move
1.2%

60Δ

Calls
Pseudo strike
82.30
IV
17.1%
B/E move
1.7%
Puts
Pseudo strike
84.27
IV
15.8%
B/E move
0.9%

65Δ

Calls
Pseudo strike
81.75
IV
17.7%
B/E move
1.5%
Puts
Pseudo strike
84.75
IV
15.6%
B/E move
0.7%

70Δ

Calls
Pseudo strike
81.17
IV
17.9%
B/E move
1.3%
Puts
Pseudo strike
85.27
IV
15.5%
B/E move
0.5%

75Δ

Calls
Pseudo strike
80.39
IV
18.9%
B/E move
1.1%
Puts
Pseudo strike
85.85
IV
15.6%
B/E move
0.3%

80Δ

Calls
Pseudo strike
79.61
IV
19.3%
B/E move
0.9%
Puts
Pseudo strike
86.84
IV
17.3%
B/E move
0.2%

Options history

No recorded observations