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ProShares UltraShort Semiconductors SSG

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Market datapartial · fetched 2026-10-22T21:03:45.832Z

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 · 2026-10-22T21:00:42.884061465Z

FundamentalsAlpha Vantage · unavailable

Share price$13.38
1D+5.1%
AH$12.60$12.82$13.05$13.27$13.495:30 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$0.14$2.05$3.96$5.87$7.78$8.66$10.77$12.88$14.98$17.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SSG spot · $13.38SSG PRICE$0.34$0.40$0.55$0.69$0.82$0.91$1.03$1.16$1.29$1.44$1.59$1.73$1.95$0.41$0.48$0.65$0.84$1.03$1.43$1.83$2.19$2.58$3.25$3.93$5.39$7.23
PutsExpensive1.56×
CallsFair1.04×
SkewBearish+22.19 pp
Implied moveBearish±$2.86
TiltBearish38.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.2891.8%31.7%11.2486.2%19.0%
25Δ16.0079.1%22.6%11.8677.0%15.0%
30Δ15.6183.3%20.7%12.2877.1%13.1%
35Δ15.2187.5%18.9%12.6480.0%11.8%
40Δ14.7587.2%16.4%13.0082.8%10.5%
45Δ14.2181.5%13.0%13.4991.6%9.9%
50Δ13.7777.8%10.6%13.98100.4%9.2%
55Δ13.3975.4%8.8%14.51101.5%8.0%
60Δ13.0172.9%6.9%15.06102.6%6.7%
65Δ12.7069.9%5.7%15.86109.1%5.8%
70Δ12.4066.8%4.5%16.67112.1%4.8%
75Δ12.0963.7%3.3%18.23126.9%4.1%
80Δ11.7660.9%2.5%20.19139.3%3.1%

20Δ

Calls
Pseudo strike
17.28
IV
91.8%
B/E move
31.7%
Puts
Pseudo strike
11.24
IV
86.2%
B/E move
19.0%

25Δ

Calls
Pseudo strike
16.00
IV
79.1%
B/E move
22.6%
Puts
Pseudo strike
11.86
IV
77.0%
B/E move
15.0%

30Δ

Calls
Pseudo strike
15.61
IV
83.3%
B/E move
20.7%
Puts
Pseudo strike
12.28
IV
77.1%
B/E move
13.1%

35Δ

Calls
Pseudo strike
15.21
IV
87.5%
B/E move
18.9%
Puts
Pseudo strike
12.64
IV
80.0%
B/E move
11.8%

40Δ

Calls
Pseudo strike
14.75
IV
87.2%
B/E move
16.4%
Puts
Pseudo strike
13.00
IV
82.8%
B/E move
10.5%

45Δ

Calls
Pseudo strike
14.21
IV
81.5%
B/E move
13.0%
Puts
Pseudo strike
13.49
IV
91.6%
B/E move
9.9%

50Δ

Calls
Pseudo strike
13.77
IV
77.8%
B/E move
10.6%
Puts
Pseudo strike
13.98
IV
100.4%
B/E move
9.2%

55Δ

Calls
Pseudo strike
13.39
IV
75.4%
B/E move
8.8%
Puts
Pseudo strike
14.51
IV
101.5%
B/E move
8.0%

60Δ

Calls
Pseudo strike
13.01
IV
72.9%
B/E move
6.9%
Puts
Pseudo strike
15.06
IV
102.6%
B/E move
6.7%

65Δ

Calls
Pseudo strike
12.70
IV
69.9%
B/E move
5.7%
Puts
Pseudo strike
15.86
IV
109.1%
B/E move
5.8%

70Δ

Calls
Pseudo strike
12.40
IV
66.8%
B/E move
4.5%
Puts
Pseudo strike
16.67
IV
112.1%
B/E move
4.8%

75Δ

Calls
Pseudo strike
12.09
IV
63.7%
B/E move
3.3%
Puts
Pseudo strike
18.23
IV
126.9%
B/E move
4.1%

80Δ

Calls
Pseudo strike
11.76
IV
60.9%
B/E move
2.5%
Puts
Pseudo strike
20.19
IV
139.3%
B/E move
3.1%

Options history

No recorded observations