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ProShares UltraPro Short QQQ SQQQ

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Market dataready · fetched 2026-10-16T21:49:29.857Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T21:48:58.047146062Z

FundamentalsAlpha Vantage · ready

Share price$38.89
1D+7.4%
AH$35.99$36.84$37.69$38.54$39.395:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSQQQ
Sold putSold callAH

ProShares UltraPro Short QQQ options

Live interpolated SQQQ call and put midpoint premiums by absolute delta.ProShares UltraPro Short QQQ$0.19$2.06$3.93$5.80$7.67$31.58$34.68$37.77$40.87$43.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SQQQ spot · $38.89SQQQ PRICE$0.51$0.65$0.79$0.93$1.09$1.26$1.44$1.64$1.82$2.04$2.30$2.57$2.86$0.39$0.54$0.71$0.90$1.13$1.39$1.70$2.42$2.35$2.78$4.48$3.94$7.14
PutsExpensive1.77×
CallsExpensive1.26×
SkewBearish+5.77 pp
Implied moveBearish±$3.14
TiltBearish20.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.5088.9%13.1%36.3462.0%7.6%
25Δ42.4886.0%10.9%36.8263.5%6.7%
30Δ41.5681.4%8.9%37.2765.3%6.0%
35Δ40.8278.0%7.4%37.7167.3%5.4%
40Δ40.1975.4%6.1%38.1669.3%4.8%
45Δ39.6373.3%5.1%38.6471.1%4.2%
50Δ39.1271.3%4.3%39.1373.8%3.8%
55Δ38.6469.7%3.6%39.8787.7%3.7%
60Δ38.1966.6%2.9%40.1975.1%2.7%
65Δ37.7564.8%2.3%40.7876.4%2.3%
70Δ37.3163.7%1.8%42.43103.2%2.4%
75Δ36.8761.7%1.4%42.2580.9%1.5%
80Δ36.4359.6%1.0%45.39120.2%1.6%

20Δ

Calls
Pseudo strike
43.50
IV
88.9%
B/E move
13.1%
Puts
Pseudo strike
36.34
IV
62.0%
B/E move
7.6%

25Δ

Calls
Pseudo strike
42.48
IV
86.0%
B/E move
10.9%
Puts
Pseudo strike
36.82
IV
63.5%
B/E move
6.7%

30Δ

Calls
Pseudo strike
41.56
IV
81.4%
B/E move
8.9%
Puts
Pseudo strike
37.27
IV
65.3%
B/E move
6.0%

35Δ

Calls
Pseudo strike
40.82
IV
78.0%
B/E move
7.4%
Puts
Pseudo strike
37.71
IV
67.3%
B/E move
5.4%

40Δ

Calls
Pseudo strike
40.19
IV
75.4%
B/E move
6.1%
Puts
Pseudo strike
38.16
IV
69.3%
B/E move
4.8%

45Δ

Calls
Pseudo strike
39.63
IV
73.3%
B/E move
5.1%
Puts
Pseudo strike
38.64
IV
71.1%
B/E move
4.2%

50Δ

Calls
Pseudo strike
39.12
IV
71.3%
B/E move
4.3%
Puts
Pseudo strike
39.13
IV
73.8%
B/E move
3.8%

55Δ

Calls
Pseudo strike
38.64
IV
69.7%
B/E move
3.6%
Puts
Pseudo strike
39.87
IV
87.7%
B/E move
3.7%

60Δ

Calls
Pseudo strike
38.19
IV
66.6%
B/E move
2.9%
Puts
Pseudo strike
40.19
IV
75.1%
B/E move
2.7%

65Δ

Calls
Pseudo strike
37.75
IV
64.8%
B/E move
2.3%
Puts
Pseudo strike
40.78
IV
76.4%
B/E move
2.3%

70Δ

Calls
Pseudo strike
37.31
IV
63.7%
B/E move
1.8%
Puts
Pseudo strike
42.43
IV
103.2%
B/E move
2.4%

75Δ

Calls
Pseudo strike
36.87
IV
61.7%
B/E move
1.4%
Puts
Pseudo strike
42.25
IV
80.9%
B/E move
1.5%

80Δ

Calls
Pseudo strike
36.43
IV
59.6%
B/E move
1.0%
Puts
Pseudo strike
45.39
IV
120.2%
B/E move
1.6%