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ProShares UltraPro Short Russell2000 SRTY

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Market datapartial · fetched 2026-10-22T21:36:19.846Z

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 · 2026-10-22T21:26:36.358523754Z

FundamentalsAlpha Vantage · unavailable

Share price$27.25
1D-1.3%
AH$26.99$27.18$27.36$27.55$27.745:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSRTY
Sold putSold callAH

ProShares UltraPro Short Russell2000 options

Live interpolated SRTY call and put midpoint premiums by absolute delta.ProShares UltraPro Short Russell2000$0.41$2.14$3.87$5.60$7.33$20.89$24.03$27.18$30.32$33.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SRTY spot · $27.25SRTY PRICE$0.59$0.75$0.92$1.12$1.31$1.57$1.85$2.13$2.41$2.69$2.98$3.47$4.32$0.64$0.81$1.07$1.41$1.76$2.11$2.45$2.80$3.20$3.72$4.62$5.76$6.83
PutsExpensive1.37×
CallsExpensive1.24×
SkewBearish+1.95 pp
Implied moveBearish±$4.30
TiltBearish17.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.5676.4%25.3%23.4761.9%16.2%
25Δ32.0172.1%20.2%24.4762.4%13.2%
30Δ30.9069.7%16.8%25.3163.0%11.0%
35Δ30.0168.7%14.3%25.9563.7%9.9%
40Δ29.1866.3%11.9%26.6064.5%8.9%
45Δ28.5165.1%10.4%27.2465.2%7.8%
50Δ27.8964.1%9.1%27.8965.9%6.7%
55Δ27.2663.1%7.9%28.5466.7%5.6%
60Δ26.6462.1%6.6%29.2167.3%4.5%
65Δ26.0161.1%5.3%29.9667.6%3.7%
70Δ25.3960.2%4.1%31.0271.6%3.1%
75Δ24.6259.4%3.1%32.3275.9%2.5%
80Δ23.6158.8%2.5%33.5976.8%1.8%

20Δ

Calls
Pseudo strike
33.56
IV
76.4%
B/E move
25.3%
Puts
Pseudo strike
23.47
IV
61.9%
B/E move
16.2%

25Δ

Calls
Pseudo strike
32.01
IV
72.1%
B/E move
20.2%
Puts
Pseudo strike
24.47
IV
62.4%
B/E move
13.2%

30Δ

Calls
Pseudo strike
30.90
IV
69.7%
B/E move
16.8%
Puts
Pseudo strike
25.31
IV
63.0%
B/E move
11.0%

35Δ

Calls
Pseudo strike
30.01
IV
68.7%
B/E move
14.3%
Puts
Pseudo strike
25.95
IV
63.7%
B/E move
9.9%

40Δ

Calls
Pseudo strike
29.18
IV
66.3%
B/E move
11.9%
Puts
Pseudo strike
26.60
IV
64.5%
B/E move
8.9%

45Δ

Calls
Pseudo strike
28.51
IV
65.1%
B/E move
10.4%
Puts
Pseudo strike
27.24
IV
65.2%
B/E move
7.8%

50Δ

Calls
Pseudo strike
27.89
IV
64.1%
B/E move
9.1%
Puts
Pseudo strike
27.89
IV
65.9%
B/E move
6.7%

55Δ

Calls
Pseudo strike
27.26
IV
63.1%
B/E move
7.9%
Puts
Pseudo strike
28.54
IV
66.7%
B/E move
5.6%

60Δ

Calls
Pseudo strike
26.64
IV
62.1%
B/E move
6.6%
Puts
Pseudo strike
29.21
IV
67.3%
B/E move
4.5%

65Δ

Calls
Pseudo strike
26.01
IV
61.1%
B/E move
5.3%
Puts
Pseudo strike
29.96
IV
67.6%
B/E move
3.7%

70Δ

Calls
Pseudo strike
25.39
IV
60.2%
B/E move
4.1%
Puts
Pseudo strike
31.02
IV
71.6%
B/E move
3.1%

75Δ

Calls
Pseudo strike
24.62
IV
59.4%
B/E move
3.1%
Puts
Pseudo strike
32.32
IV
75.9%
B/E move
2.5%

80Δ

Calls
Pseudo strike
23.61
IV
58.8%
B/E move
2.5%
Puts
Pseudo strike
33.59
IV
76.8%
B/E move
1.8%

Options history

No recorded observations