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ProShares UltraPro Short QQQ SQQQ

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Market dataready · fetched 2026-10-16T01:01:37.805Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:59:55.78511525Z

FundamentalsAlpha Vantage · ready

Share price$36.70
1D-2.0%
AH$35.84$36.41$36.98$37.54$38.115:30 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$0.00$1.19$2.38$3.56$4.75$33.89$34.96$36.04$37.12$38.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SQQQ spot · $36.70SQQQ PRICE$0.11$0.14$0.17$0.19$0.22$0.25$0.27$0.30$0.32$0.20$0.27$0.36$0.45$0.59$0.73$0.94$1.16$1.42$2.16$3.59$3.49$4.41
PutsExpensive1.97×
CallsCheap0.68×
SkewBearish+98.89 pp
Implied moveBearish±$1.21
TiltBearish81.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.5952.5%2.7%35.3686.5%4.2%
25Δ37.3849.3%2.2%35.5990.3%3.8%
30Δ37.2146.3%1.9%35.8293.1%3.4%
35Δ37.0443.3%1.5%36.0596.5%3.0%
40Δ36.9340.8%1.2%36.27102.1%2.8%
45Δ36.8438.6%1.1%36.50107.8%2.5%
50Δ36.7536.3%0.9%36.79116.0%2.3%
55Δ36.6734.1%0.7%37.09123.8%2.1%
60Δ36.5831.8%0.5%37.44130.3%1.9%
65Δ38.13169.9%2.0%
70Δ39.50257.0%2.2%
75Δ39.63212.4%1.5%
80Δ40.67238.5%1.2%

20Δ

Calls
Pseudo strike
37.59
IV
52.5%
B/E move
2.7%
Puts
Pseudo strike
35.36
IV
86.5%
B/E move
4.2%

25Δ

Calls
Pseudo strike
37.38
IV
49.3%
B/E move
2.2%
Puts
Pseudo strike
35.59
IV
90.3%
B/E move
3.8%

30Δ

Calls
Pseudo strike
37.21
IV
46.3%
B/E move
1.9%
Puts
Pseudo strike
35.82
IV
93.1%
B/E move
3.4%

35Δ

Calls
Pseudo strike
37.04
IV
43.3%
B/E move
1.5%
Puts
Pseudo strike
36.05
IV
96.5%
B/E move
3.0%

40Δ

Calls
Pseudo strike
36.93
IV
40.8%
B/E move
1.2%
Puts
Pseudo strike
36.27
IV
102.1%
B/E move
2.8%

45Δ

Calls
Pseudo strike
36.84
IV
38.6%
B/E move
1.1%
Puts
Pseudo strike
36.50
IV
107.8%
B/E move
2.5%

50Δ

Calls
Pseudo strike
36.75
IV
36.3%
B/E move
0.9%
Puts
Pseudo strike
36.79
IV
116.0%
B/E move
2.3%

55Δ

Calls
Pseudo strike
36.67
IV
34.1%
B/E move
0.7%
Puts
Pseudo strike
37.09
IV
123.8%
B/E move
2.1%

60Δ

Calls
Pseudo strike
36.58
IV
31.8%
B/E move
0.5%
Puts
Pseudo strike
37.44
IV
130.3%
B/E move
1.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.13
IV
169.9%
B/E move
2.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.50
IV
257.0%
B/E move
2.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.63
IV
212.4%
B/E move
1.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.67
IV
238.5%
B/E move
1.2%