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ProShares UltraPro Short QQQ SQQQ

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Market dataready · fetched 2026-10-16T00:19:16.479Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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$0.46$3.80$7.15$10.49$13.83$26.71$31.27$35.83$40.39$44.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SQQQ spot · $36.70SQQQ PRICE$0.85$1.14$1.29$1.54$1.77$2.02$2.27$2.56$2.90$3.17$3.48$3.79$4.04$0.82$1.14$1.49$1.90$2.39$3.04$4.22$4.57$5.86$6.68$7.56$9.88$12.87
PutsExpensive1.55×
CallsExpensive1.09×
SkewBearish+15.11 pp
Implied moveBearish±$6.48
TiltBearish33.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.9273.3%27.4%32.1358.0%14.7%
25Δ44.3174.2%23.9%33.0160.3%13.2%
30Δ41.8764.9%17.6%33.9461.0%11.6%
35Δ40.5763.1%14.8%34.8362.5%10.3%
40Δ39.3359.7%12.0%35.7364.2%9.1%
45Δ38.3257.4%9.9%36.7067.6%8.3%
50Δ37.4154.7%8.1%37.9777.9%8.0%
55Δ36.5953.0%6.7%38.9272.9%6.4%
60Δ35.8351.9%5.5%40.4678.7%5.7%
65Δ35.1349.3%4.4%41.6777.6%4.6%
70Δ34.4847.0%3.4%42.9575.9%3.6%
75Δ33.8844.4%2.6%45.4983.3%3.0%
80Δ33.3740.7%1.9%48.7490.3%2.3%

20Δ

Calls
Pseudo strike
45.92
IV
73.3%
B/E move
27.4%
Puts
Pseudo strike
32.13
IV
58.0%
B/E move
14.7%

25Δ

Calls
Pseudo strike
44.31
IV
74.2%
B/E move
23.9%
Puts
Pseudo strike
33.01
IV
60.3%
B/E move
13.2%

30Δ

Calls
Pseudo strike
41.87
IV
64.9%
B/E move
17.6%
Puts
Pseudo strike
33.94
IV
61.0%
B/E move
11.6%

35Δ

Calls
Pseudo strike
40.57
IV
63.1%
B/E move
14.8%
Puts
Pseudo strike
34.83
IV
62.5%
B/E move
10.3%

40Δ

Calls
Pseudo strike
39.33
IV
59.7%
B/E move
12.0%
Puts
Pseudo strike
35.73
IV
64.2%
B/E move
9.1%

45Δ

Calls
Pseudo strike
38.32
IV
57.4%
B/E move
9.9%
Puts
Pseudo strike
36.70
IV
67.6%
B/E move
8.3%

50Δ

Calls
Pseudo strike
37.41
IV
54.7%
B/E move
8.1%
Puts
Pseudo strike
37.97
IV
77.9%
B/E move
8.0%

55Δ

Calls
Pseudo strike
36.59
IV
53.0%
B/E move
6.7%
Puts
Pseudo strike
38.92
IV
72.9%
B/E move
6.4%

60Δ

Calls
Pseudo strike
35.83
IV
51.9%
B/E move
5.5%
Puts
Pseudo strike
40.46
IV
78.7%
B/E move
5.7%

65Δ

Calls
Pseudo strike
35.13
IV
49.3%
B/E move
4.4%
Puts
Pseudo strike
41.67
IV
77.6%
B/E move
4.6%

70Δ

Calls
Pseudo strike
34.48
IV
47.0%
B/E move
3.4%
Puts
Pseudo strike
42.95
IV
75.9%
B/E move
3.6%

75Δ

Calls
Pseudo strike
33.88
IV
44.4%
B/E move
2.6%
Puts
Pseudo strike
45.49
IV
83.3%
B/E move
3.0%

80Δ

Calls
Pseudo strike
33.37
IV
40.7%
B/E move
1.9%
Puts
Pseudo strike
48.74
IV
90.3%
B/E move
2.3%