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ProShares UltraShort Real Estate SRS

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Market dataready · fetched 2026-11-14T02:11:23.743Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-14T01:00:00.143587859Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-14T02:11:22.817503+00:00

Share price$39.31
1D+0.8%
AH$38.95$39.09$39.23$39.38$39.525:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSRS
Sold putSold callAH

ProShares UltraShort Real Estate options

Live interpolated SRS call and put midpoint premiums by absolute delta.ProShares UltraShort Real Estate$0.82$1.34$1.86$2.39$2.91$34.81$36.50$38.20$39.89$41.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ40Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SRS spot · $39.31SRS PRICE$0.88$0.88$0.88$0.88$0.90$1.10$1.31$1.42$1.51$1.59$1.70$1.97$0.88$0.88$0.88$0.93$1.10$1.28$1.56$1.84$1.97$2.09$2.21$2.49$2.76
PutsExpensive2.96×
Calls——
Skew——
Implied moveBearish±$2.67
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.55161.9%25.7%34.29134.1%15.0%
25Δ44.47118.6%15.4%36.15102.3%10.3%
30Δ42.3691.8%10.0%37.3082.2%7.4%
35Δ41.1173.4%6.8%38.0969.8%5.5%
40Δ38.5767.4%4.7%
45Δ39.7549.4%3.4%39.0665.5%3.9%
50Δ39.4151.6%3.1%39.5266.9%3.4%
55Δ39.0753.8%2.7%39.9968.3%3.0%
60Δ38.7951.1%2.3%40.3363.5%2.4%
65Δ38.5247.1%1.8%40.6758.5%1.8%
70Δ38.2543.1%1.4%41.0253.6%1.3%
75Δ37.9739.4%0.9%41.4151.7%1.0%
80Δ37.6238.6%0.7%41.8049.7%0.7%

20Δ

Calls
Pseudo strike
48.55
IV
161.9%
B/E move
25.7%
Puts
Pseudo strike
34.29
IV
134.1%
B/E move
15.0%

25Δ

Calls
Pseudo strike
44.47
IV
118.6%
B/E move
15.4%
Puts
Pseudo strike
36.15
IV
102.3%
B/E move
10.3%

30Δ

Calls
Pseudo strike
42.36
IV
91.8%
B/E move
10.0%
Puts
Pseudo strike
37.30
IV
82.2%
B/E move
7.4%

35Δ

Calls
Pseudo strike
41.11
IV
73.4%
B/E move
6.8%
Puts
Pseudo strike
38.09
IV
69.8%
B/E move
5.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.57
IV
67.4%
B/E move
4.7%

45Δ

Calls
Pseudo strike
39.75
IV
49.4%
B/E move
3.4%
Puts
Pseudo strike
39.06
IV
65.5%
B/E move
3.9%

50Δ

Calls
Pseudo strike
39.41
IV
51.6%
B/E move
3.1%
Puts
Pseudo strike
39.52
IV
66.9%
B/E move
3.4%

55Δ

Calls
Pseudo strike
39.07
IV
53.8%
B/E move
2.7%
Puts
Pseudo strike
39.99
IV
68.3%
B/E move
3.0%

60Δ

Calls
Pseudo strike
38.79
IV
51.1%
B/E move
2.3%
Puts
Pseudo strike
40.33
IV
63.5%
B/E move
2.4%

65Δ

Calls
Pseudo strike
38.52
IV
47.1%
B/E move
1.8%
Puts
Pseudo strike
40.67
IV
58.5%
B/E move
1.8%

70Δ

Calls
Pseudo strike
38.25
IV
43.1%
B/E move
1.4%
Puts
Pseudo strike
41.02
IV
53.6%
B/E move
1.3%

75Δ

Calls
Pseudo strike
37.97
IV
39.4%
B/E move
0.9%
Puts
Pseudo strike
41.41
IV
51.7%
B/E move
1.0%

80Δ

Calls
Pseudo strike
37.62
IV
38.6%
B/E move
0.7%
Puts
Pseudo strike
41.80
IV
49.7%
B/E move
0.7%

Options history

IV · four-Friday blend36.39%
Daily EOD
SRS32.7%36.7%40.7%2026-10-19: 39.08%2026-10-20: 36.78%2026-10-21: 34.05%2026-10-22: 33.26%2026-10-23: 34.52%2026-10-26: 38.39%2026-10-27: 35.14%2026-10-28: 40.12%2026-10-29: 36.27%2026-10-30: 36.39%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
39.08%
36.78%
34.05%
33.26%
34.52%
38.39%
35.14%
40.12%
36.27%
36.39%