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ProShares UltraShort Semiconductors SSG

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Market datapartial · fetched 2026-10-22T23:26:51.592Z

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 · 2026-10-22T23:23:32.805802194Z

FundamentalsAlpha Vantage · unavailable

Share price$13.39
1D+5.3%
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$0.13$2.07$4.02$5.96$7.90$8.67$10.77$12.87$14.98$17.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SSG spot · $13.39SSG PRICE$0.34$0.40$0.55$0.69$0.82$0.91$1.03$1.16$1.29$1.43$1.58$1.72$1.93$0.41$0.48$0.65$0.84$1.04$1.44$1.84$2.20$2.60$3.28$3.96$5.43$7.34
PutsExpensive1.57×
CallsExpensive1.06×
SkewBearish+23.03 pp
Implied moveBearish±$2.87
TiltBearish38.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.2991.9%31.7%11.2586.5%19.0%
25Δ16.0179.1%22.5%11.8777.2%15.0%
30Δ15.6183.1%20.7%12.2877.4%13.1%
35Δ15.2287.3%18.8%12.6580.3%11.8%
40Δ14.7687.0%16.3%13.0183.3%10.6%
45Δ14.2281.3%13.0%13.5092.2%9.9%
50Δ13.7877.5%10.6%13.99101.0%9.3%
55Δ13.4075.1%8.7%14.53101.8%8.0%
60Δ13.0372.6%6.9%15.09103.2%6.7%
65Δ12.7269.5%5.7%15.89109.8%5.8%
70Δ12.4166.4%4.5%16.71112.7%4.8%
75Δ12.1163.3%3.3%18.27127.4%4.1%
80Δ11.7960.2%2.4%20.31140.9%3.2%

20Δ

Calls
Pseudo strike
17.29
IV
91.9%
B/E move
31.7%
Puts
Pseudo strike
11.25
IV
86.5%
B/E move
19.0%

25Δ

Calls
Pseudo strike
16.01
IV
79.1%
B/E move
22.5%
Puts
Pseudo strike
11.87
IV
77.2%
B/E move
15.0%

30Δ

Calls
Pseudo strike
15.61
IV
83.1%
B/E move
20.7%
Puts
Pseudo strike
12.28
IV
77.4%
B/E move
13.1%

35Δ

Calls
Pseudo strike
15.22
IV
87.3%
B/E move
18.8%
Puts
Pseudo strike
12.65
IV
80.3%
B/E move
11.8%

40Δ

Calls
Pseudo strike
14.76
IV
87.0%
B/E move
16.3%
Puts
Pseudo strike
13.01
IV
83.3%
B/E move
10.6%

45Δ

Calls
Pseudo strike
14.22
IV
81.3%
B/E move
13.0%
Puts
Pseudo strike
13.50
IV
92.2%
B/E move
9.9%

50Δ

Calls
Pseudo strike
13.78
IV
77.5%
B/E move
10.6%
Puts
Pseudo strike
13.99
IV
101.0%
B/E move
9.3%

55Δ

Calls
Pseudo strike
13.40
IV
75.1%
B/E move
8.7%
Puts
Pseudo strike
14.53
IV
101.8%
B/E move
8.0%

60Δ

Calls
Pseudo strike
13.03
IV
72.6%
B/E move
6.9%
Puts
Pseudo strike
15.09
IV
103.2%
B/E move
6.7%

65Δ

Calls
Pseudo strike
12.72
IV
69.5%
B/E move
5.7%
Puts
Pseudo strike
15.89
IV
109.8%
B/E move
5.8%

70Δ

Calls
Pseudo strike
12.41
IV
66.4%
B/E move
4.5%
Puts
Pseudo strike
16.71
IV
112.7%
B/E move
4.8%

75Δ

Calls
Pseudo strike
12.11
IV
63.3%
B/E move
3.3%
Puts
Pseudo strike
18.27
IV
127.4%
B/E move
4.1%

80Δ

Calls
Pseudo strike
11.79
IV
60.2%
B/E move
2.4%
Puts
Pseudo strike
20.31
IV
140.9%
B/E move
3.2%

Options history

No recorded observations