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ProShares UltraShort Real Estate SRS

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Market dataready · fetched 2026-10-23T18:19:38.946Z

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 · 2026-10-23T18:08:52.527277669Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T18:15:16.447389+00:00

Share price$43.01
1D+3.5%
$41.45$41.87$42.29$42.71$43.135:30 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$0.17$2.39$4.61$6.83$9.05$36.05$39.30$42.54$45.79$49.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SRS spot · $43.01SRS PRICE$0.41$0.50$0.62$0.72$0.80$0.92$1.04$1.17$1.29$1.41$1.53$1.81$2.12$0.57$0.76$0.99$1.04$1.36$1.83$2.42$3.06$3.84$5.04$6.23$8.41
PutsExpensive1.27×
CallsCheap0.80×
SkewBearish+24.46 pp
Implied moveBearish±$3.46
TiltBearish42.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.7432.5%9.6%39.5140.1%9.4%
25Δ45.7429.3%7.5%40.2540.3%8.2%
30Δ45.1328.7%6.4%40.9141.0%7.2%
35Δ44.5526.8%5.3%41.7135.5%5.5%
40Δ43.9924.6%4.2%42.3336.4%4.7%
45Δ43.6723.6%3.7%42.8441.5%4.6%
50Δ43.3522.6%3.2%43.5645.6%4.3%
55Δ43.0221.6%2.7%44.3849.1%3.9%
60Δ42.7020.6%2.3%45.3452.9%3.5%
65Δ42.3819.6%1.8%46.7257.5%3.1%
70Δ42.0518.6%1.3%48.1162.0%2.6%
75Δ41.6618.1%1.1%50.4172.2%2.3%
80Δ41.2417.6%0.8%

20Δ

Calls
Pseudo strike
46.74
IV
32.5%
B/E move
9.6%
Puts
Pseudo strike
39.51
IV
40.1%
B/E move
9.4%

25Δ

Calls
Pseudo strike
45.74
IV
29.3%
B/E move
7.5%
Puts
Pseudo strike
40.25
IV
40.3%
B/E move
8.2%

30Δ

Calls
Pseudo strike
45.13
IV
28.7%
B/E move
6.4%
Puts
Pseudo strike
40.91
IV
41.0%
B/E move
7.2%

35Δ

Calls
Pseudo strike
44.55
IV
26.8%
B/E move
5.3%
Puts
Pseudo strike
41.71
IV
35.5%
B/E move
5.5%

40Δ

Calls
Pseudo strike
43.99
IV
24.6%
B/E move
4.2%
Puts
Pseudo strike
42.33
IV
36.4%
B/E move
4.7%

45Δ

Calls
Pseudo strike
43.67
IV
23.6%
B/E move
3.7%
Puts
Pseudo strike
42.84
IV
41.5%
B/E move
4.6%

50Δ

Calls
Pseudo strike
43.35
IV
22.6%
B/E move
3.2%
Puts
Pseudo strike
43.56
IV
45.6%
B/E move
4.3%

55Δ

Calls
Pseudo strike
43.02
IV
21.6%
B/E move
2.7%
Puts
Pseudo strike
44.38
IV
49.1%
B/E move
3.9%

60Δ

Calls
Pseudo strike
42.70
IV
20.6%
B/E move
2.3%
Puts
Pseudo strike
45.34
IV
52.9%
B/E move
3.5%

65Δ

Calls
Pseudo strike
42.38
IV
19.6%
B/E move
1.8%
Puts
Pseudo strike
46.72
IV
57.5%
B/E move
3.1%

70Δ

Calls
Pseudo strike
42.05
IV
18.6%
B/E move
1.3%
Puts
Pseudo strike
48.11
IV
62.0%
B/E move
2.6%

75Δ

Calls
Pseudo strike
41.66
IV
18.1%
B/E move
1.1%
Puts
Pseudo strike
50.41
IV
72.2%
B/E move
2.3%

80Δ

Calls
Pseudo strike
41.24
IV
17.6%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations