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ProShares UltraPro Short Russell2000 SRTY

i

Market dataready · fetched 2026-11-12T01:45:43.589Z

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 · 2026-11-12T01:00:00.11470889Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:45:41.554485+00:00

Share price$24.94
1D+0.0%
AH$24.73$24.88$25.04$25.19$25.345:30 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$0.21$1.08$1.96$2.84$3.72$20.79$23.11$25.43$27.75$30.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SRTY spot · $24.94SRTY PRICE$0.30$0.38$0.47$0.55$0.64$0.72$0.81$1.19$1.64$2.10$2.56$3.01$3.47$0.35$0.44$0.53$0.62$0.71$0.80$0.96$1.35$1.75$2.14$2.54$2.93$3.33
PutsCheap0.75×
CallsCheap0.82×
SkewNeutral+0.20 pp
Implied moveBearish±$1.77
TiltBalanced1.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.1170.0%13.9%21.8072.9%14.0%
25Δ27.6167.4%12.2%22.3569.8%12.1%
30Δ27.1164.8%10.6%22.9166.6%10.3%
35Δ26.6162.2%8.9%23.4663.5%8.4%
40Δ26.1159.6%7.2%24.0160.4%6.6%
45Δ25.6057.0%5.6%24.5657.3%4.7%
50Δ25.1054.5%3.9%25.1055.2%3.2%
55Δ24.5756.1%3.3%25.5857.1%2.8%
60Δ24.0258.8%2.9%26.0758.9%2.5%
65Δ23.4761.6%2.5%26.5560.8%2.1%
70Δ22.9364.3%2.2%27.0362.6%1.8%
75Δ22.3867.0%1.8%27.5164.5%1.4%
80Δ21.8369.7%1.5%28.0066.3%1.1%

20Δ

Calls
Pseudo strike
28.11
IV
70.0%
B/E move
13.9%
Puts
Pseudo strike
21.80
IV
72.9%
B/E move
14.0%

25Δ

Calls
Pseudo strike
27.61
IV
67.4%
B/E move
12.2%
Puts
Pseudo strike
22.35
IV
69.8%
B/E move
12.1%

30Δ

Calls
Pseudo strike
27.11
IV
64.8%
B/E move
10.6%
Puts
Pseudo strike
22.91
IV
66.6%
B/E move
10.3%

35Δ

Calls
Pseudo strike
26.61
IV
62.2%
B/E move
8.9%
Puts
Pseudo strike
23.46
IV
63.5%
B/E move
8.4%

40Δ

Calls
Pseudo strike
26.11
IV
59.6%
B/E move
7.2%
Puts
Pseudo strike
24.01
IV
60.4%
B/E move
6.6%

45Δ

Calls
Pseudo strike
25.60
IV
57.0%
B/E move
5.6%
Puts
Pseudo strike
24.56
IV
57.3%
B/E move
4.7%

50Δ

Calls
Pseudo strike
25.10
IV
54.5%
B/E move
3.9%
Puts
Pseudo strike
25.10
IV
55.2%
B/E move
3.2%

55Δ

Calls
Pseudo strike
24.57
IV
56.1%
B/E move
3.3%
Puts
Pseudo strike
25.58
IV
57.1%
B/E move
2.8%

60Δ

Calls
Pseudo strike
24.02
IV
58.8%
B/E move
2.9%
Puts
Pseudo strike
26.07
IV
58.9%
B/E move
2.5%

65Δ

Calls
Pseudo strike
23.47
IV
61.6%
B/E move
2.5%
Puts
Pseudo strike
26.55
IV
60.8%
B/E move
2.1%

70Δ

Calls
Pseudo strike
22.93
IV
64.3%
B/E move
2.2%
Puts
Pseudo strike
27.03
IV
62.6%
B/E move
1.8%

75Δ

Calls
Pseudo strike
22.38
IV
67.0%
B/E move
1.8%
Puts
Pseudo strike
27.51
IV
64.5%
B/E move
1.4%

80Δ

Calls
Pseudo strike
21.83
IV
69.7%
B/E move
1.5%
Puts
Pseudo strike
28.00
IV
66.3%
B/E move
1.1%

Options history

IV · four-Friday blend66.98%
Daily EOD
SRTY60.1%63.8%67.5%2026-10-19: 63.09%2026-10-20: 61.52%2026-10-21: 62.59%2026-10-22: 65.29%2026-10-23: 66.68%2026-10-26: 64.81%2026-10-27: 63.14%2026-10-28: 61.49%2026-10-29: 60.58%2026-10-30: 66.98%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
63.09%
61.52%
62.59%
65.29%
66.68%
64.81%
63.14%
61.49%
60.58%
66.98%