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ProShares UltraPro Short Russell2000 SRTY

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Market datapartial · fetched 2026-10-22T23:06:48.522Z

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 · 2026-10-22T22:47:09.451613863Z

FundamentalsAlpha Vantage · unavailable

Share price$27.04
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$0.44$1.92$3.40$4.87$6.35$21.07$24.19$27.31$30.43$33.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SRTY spot · $27.04SRTY PRICE$0.60$0.76$0.94$1.15$1.34$1.64$1.93$2.23$2.53$2.83$3.13$4.04$5.00$0.62$0.78$0.99$1.32$1.65$1.98$2.31$2.63$2.96$3.41$4.00$4.97$5.92
PutsExpensive1.27×
CallsExpensive1.33×
SkewBullish-7.19 pp
Implied moveBearish±$4.24
TiltBearish8.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.4878.2%26.0%23.3459.9%16.0%
25Δ31.9274.1%20.9%24.3060.2%13.0%
30Δ30.8171.9%17.4%25.1760.5%10.6%
35Δ29.9071.0%14.8%25.7860.9%9.5%
40Δ29.0368.8%12.3%26.3961.3%8.5%
45Δ28.3668.2%10.9%27.0061.7%7.4%
50Δ27.7067.6%9.6%27.6162.0%6.4%
55Δ27.0467.1%8.2%28.2362.4%5.4%
60Δ26.3766.5%6.9%28.8462.8%4.3%
65Δ25.7166.0%5.5%29.5162.8%3.5%
70Δ25.0565.4%4.2%30.2963.5%2.8%
75Δ23.9469.1%3.5%31.4167.3%2.2%
80Δ22.7973.2%2.8%32.5368.5%1.6%

20Δ

Calls
Pseudo strike
33.48
IV
78.2%
B/E move
26.0%
Puts
Pseudo strike
23.34
IV
59.9%
B/E move
16.0%

25Δ

Calls
Pseudo strike
31.92
IV
74.1%
B/E move
20.9%
Puts
Pseudo strike
24.30
IV
60.2%
B/E move
13.0%

30Δ

Calls
Pseudo strike
30.81
IV
71.9%
B/E move
17.4%
Puts
Pseudo strike
25.17
IV
60.5%
B/E move
10.6%

35Δ

Calls
Pseudo strike
29.90
IV
71.0%
B/E move
14.8%
Puts
Pseudo strike
25.78
IV
60.9%
B/E move
9.5%

40Δ

Calls
Pseudo strike
29.03
IV
68.8%
B/E move
12.3%
Puts
Pseudo strike
26.39
IV
61.3%
B/E move
8.5%

45Δ

Calls
Pseudo strike
28.36
IV
68.2%
B/E move
10.9%
Puts
Pseudo strike
27.00
IV
61.7%
B/E move
7.4%

50Δ

Calls
Pseudo strike
27.70
IV
67.6%
B/E move
9.6%
Puts
Pseudo strike
27.61
IV
62.0%
B/E move
6.4%

55Δ

Calls
Pseudo strike
27.04
IV
67.1%
B/E move
8.2%
Puts
Pseudo strike
28.23
IV
62.4%
B/E move
5.4%

60Δ

Calls
Pseudo strike
26.37
IV
66.5%
B/E move
6.9%
Puts
Pseudo strike
28.84
IV
62.8%
B/E move
4.3%

65Δ

Calls
Pseudo strike
25.71
IV
66.0%
B/E move
5.5%
Puts
Pseudo strike
29.51
IV
62.8%
B/E move
3.5%

70Δ

Calls
Pseudo strike
25.05
IV
65.4%
B/E move
4.2%
Puts
Pseudo strike
30.29
IV
63.5%
B/E move
2.8%

75Δ

Calls
Pseudo strike
23.94
IV
69.1%
B/E move
3.5%
Puts
Pseudo strike
31.41
IV
67.3%
B/E move
2.2%

80Δ

Calls
Pseudo strike
22.79
IV
73.2%
B/E move
2.8%
Puts
Pseudo strike
32.53
IV
68.5%
B/E move
1.6%

Options history

No recorded observations