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ProShares UltraShort Semiconductors SSG

i

Market dataready · fetched 2026-11-12T00:54:11.907Z

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 · 2026-11-12T00:48:06.437652323Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:54:11.433263+00:00

Share price$15.71
1D+1.6%
AH$13.88$14.24$14.59$14.95$15.315:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSSG
Sold putSold callAH

ProShares UltraShort Semiconductors options

Live interpolated SSG call and put midpoint premiums by absolute delta.ProShares UltraShort Semiconductors$0.15$1.52$2.90$4.28$5.65$11.18$13.42$15.66$17.90$20.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive SSG spot · $15.71SSG PRICE$0.30$0.35$0.40$0.44$0.48$0.55$0.62$0.69$0.76$0.83$0.90$0.43$0.52$0.75$0.98$1.27$1.61$2.11$2.79$3.52$5.26
Puts——
Calls——
Skew——
Implied moveBearish±$2.66
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.33143.6%17.9%
25Δ17.4386.8%12.9%14.03127.5%14.0%
30Δ16.9681.7%10.2%14.42136.3%13.0%
35Δ16.6374.5%8.4%14.81145.0%12.0%
40Δ16.3167.4%6.6%15.25153.3%11.0%
45Δ15.9960.6%4.8%15.75161.1%10.0%
50Δ15.8358.2%4.2%16.37175.7%9.2%
55Δ15.6655.9%3.6%17.14195.5%8.7%
60Δ15.5053.6%3.0%18.02208.3%7.7%
65Δ15.3351.3%2.4%19.80253.2%7.4%
70Δ15.1749.0%1.8%
75Δ15.0146.7%1.2%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.33
IV
143.6%
B/E move
17.9%

25Δ

Calls
Pseudo strike
17.43
IV
86.8%
B/E move
12.9%
Puts
Pseudo strike
14.03
IV
127.5%
B/E move
14.0%

30Δ

Calls
Pseudo strike
16.96
IV
81.7%
B/E move
10.2%
Puts
Pseudo strike
14.42
IV
136.3%
B/E move
13.0%

35Δ

Calls
Pseudo strike
16.63
IV
74.5%
B/E move
8.4%
Puts
Pseudo strike
14.81
IV
145.0%
B/E move
12.0%

40Δ

Calls
Pseudo strike
16.31
IV
67.4%
B/E move
6.6%
Puts
Pseudo strike
15.25
IV
153.3%
B/E move
11.0%

45Δ

Calls
Pseudo strike
15.99
IV
60.6%
B/E move
4.8%
Puts
Pseudo strike
15.75
IV
161.1%
B/E move
10.0%

50Δ

Calls
Pseudo strike
15.83
IV
58.2%
B/E move
4.2%
Puts
Pseudo strike
16.37
IV
175.7%
B/E move
9.2%

55Δ

Calls
Pseudo strike
15.66
IV
55.9%
B/E move
3.6%
Puts
Pseudo strike
17.14
IV
195.5%
B/E move
8.7%

60Δ

Calls
Pseudo strike
15.50
IV
53.6%
B/E move
3.0%
Puts
Pseudo strike
18.02
IV
208.3%
B/E move
7.7%

65Δ

Calls
Pseudo strike
15.33
IV
51.3%
B/E move
2.4%
Puts
Pseudo strike
19.80
IV
253.2%
B/E move
7.4%

70Δ

Calls
Pseudo strike
15.17
IV
49.0%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
15.01
IV
46.7%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend96.58%
Daily EOD
SSG77.5%87.8%98.0%2026-10-19: 84.48%2026-10-20: 83.45%2026-10-21: 79.42%2026-10-22: 85.87%2026-10-23: 82.34%2026-10-26: 78.92%2026-10-27: 83.05%2026-10-28: 83.35%2026-10-29: 83.71%2026-10-30: 96.58%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
84.48%
83.45%
79.42%
85.87%
82.34%
78.92%
83.05%
83.35%
83.71%
96.58%