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ProShares UltraShort Real Estate SRS

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Market datapartial · fetched 2026-10-23T17:32:37.250Z

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 · 2026-10-23T16:56:44.334950406Z

FundamentalsAlpha Vantage · unavailable

Share price$42.84
1D+3.0%
$41.47$41.84$42.20$42.57$42.945:30 AM6:30 AM9:00 AM1:00 PMSRS
Sold putSold call

ProShares UltraShort Real Estate options

Live interpolated SRS call and put midpoint premiums by absolute delta.ProShares UltraShort Real Estate$0.00$3.70$7.39$11.09$14.79$35.72$39.06$42.40$45.73$49.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SRS spot · $42.84SRS PRICE$0.39$0.51$0.61$0.70$0.80$0.92$1.04$1.15$1.27$1.39$1.50$1.62$1.73$0.55$0.73$0.95$1.04$1.23$1.69$2.22$2.84$3.47$4.26$5.33$8.05$13.72
PutsExpensive1.30×
CallsCheap0.79×
SkewBearish+26.05 pp
Implied moveBearish±$3.26
TiltBearish54.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.3730.9%9.2%39.4439.0%9.2%
25Δ45.6229.9%7.7%40.1739.0%7.9%
30Δ44.9228.3%6.3%40.8039.6%7.0%
35Δ44.3326.2%5.1%41.5235.6%5.5%
40Δ43.8624.5%4.3%42.1933.5%4.4%
45Δ43.5223.5%3.7%42.7038.4%4.3%
50Δ43.1822.5%3.2%43.3043.0%4.1%
55Δ42.8521.5%2.7%44.0547.1%3.8%
60Δ42.5120.5%2.2%44.9049.3%3.3%
65Δ42.1819.5%1.7%45.8952.0%2.8%
70Δ41.8918.3%1.3%47.1555.7%2.4%
75Δ41.6517.0%1.0%49.9369.3%2.2%
80Δ41.4115.6%0.7%55.6095.5%2.2%

20Δ

Calls
Pseudo strike
46.37
IV
30.9%
B/E move
9.2%
Puts
Pseudo strike
39.44
IV
39.0%
B/E move
9.2%

25Δ

Calls
Pseudo strike
45.62
IV
29.9%
B/E move
7.7%
Puts
Pseudo strike
40.17
IV
39.0%
B/E move
7.9%

30Δ

Calls
Pseudo strike
44.92
IV
28.3%
B/E move
6.3%
Puts
Pseudo strike
40.80
IV
39.6%
B/E move
7.0%

35Δ

Calls
Pseudo strike
44.33
IV
26.2%
B/E move
5.1%
Puts
Pseudo strike
41.52
IV
35.6%
B/E move
5.5%

40Δ

Calls
Pseudo strike
43.86
IV
24.5%
B/E move
4.3%
Puts
Pseudo strike
42.19
IV
33.5%
B/E move
4.4%

45Δ

Calls
Pseudo strike
43.52
IV
23.5%
B/E move
3.7%
Puts
Pseudo strike
42.70
IV
38.4%
B/E move
4.3%

50Δ

Calls
Pseudo strike
43.18
IV
22.5%
B/E move
3.2%
Puts
Pseudo strike
43.30
IV
43.0%
B/E move
4.1%

55Δ

Calls
Pseudo strike
42.85
IV
21.5%
B/E move
2.7%
Puts
Pseudo strike
44.05
IV
47.1%
B/E move
3.8%

60Δ

Calls
Pseudo strike
42.51
IV
20.5%
B/E move
2.2%
Puts
Pseudo strike
44.90
IV
49.3%
B/E move
3.3%

65Δ

Calls
Pseudo strike
42.18
IV
19.5%
B/E move
1.7%
Puts
Pseudo strike
45.89
IV
52.0%
B/E move
2.8%

70Δ

Calls
Pseudo strike
41.89
IV
18.3%
B/E move
1.3%
Puts
Pseudo strike
47.15
IV
55.7%
B/E move
2.4%

75Δ

Calls
Pseudo strike
41.65
IV
17.0%
B/E move
1.0%
Puts
Pseudo strike
49.93
IV
69.3%
B/E move
2.2%

80Δ

Calls
Pseudo strike
41.41
IV
15.6%
B/E move
0.7%
Puts
Pseudo strike
55.60
IV
95.5%
B/E move
2.2%

Options history

No recorded observations