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ProShares Ultra S&P500 SSO

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Market dataready · fetched 2026-10-15T20:03:02.623Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:02:54.187695701Z

FundamentalsAlpha Vantage · ready

Share price$70.88
1D+1.3%
AH$69.42$69.85$70.27$70.69$71.125:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSSO
Sold putSold callAH

ProShares Ultra S&P500 options

Live interpolated SSO call and put midpoint premiums by absolute delta.ProShares Ultra S&P500$0.06$1.14$2.22$3.30$4.37$68.24$69.31$70.38$71.45$72.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $70.88OPTION PRICELive SSO spot · $70.88SSO PRICE$0.38$0.21$0.19$0.24$0.29$0.34$0.39$0.43$0.47$0.52$0.62$0.92$1.22$0.17$0.23$0.30$0.40$0.49$0.54$0.58$0.87$1.53$2.18$2.80$4.06$2.16
PutsExpensive3.10×
CallsExpensive1.32×
SkewBearish+27.02 pp
Implied moveBearish±$0.96
TiltBearish44.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ74.0694.6%5.0%69.6241.2%2.0%
25Δ72.0240.9%1.9%69.8940.5%1.7%
30Δ71.4025.9%1.0%70.1141.4%1.5%
35Δ71.2826.3%0.9%70.2943.5%1.4%
40Δ71.1526.8%0.8%70.4845.6%1.3%
45Δ71.0227.2%0.7%70.6842.5%1.0%
50Δ70.9126.2%0.6%70.8838.8%0.8%
55Δ70.8025.0%0.5%71.2345.6%0.7%
60Δ70.6923.8%0.4%71.7867.2%0.9%
65Δ70.5822.6%0.3%72.3488.8%1.0%
70Δ70.4323.3%0.2%73.00100.4%1.0%
75Δ70.1329.9%0.2%74.28125.8%0.9%
80Δ69.8336.5%0.2%72.8159.2%0.3%

20Δ

Calls
Pseudo strike
74.06
IV
94.6%
B/E move
5.0%
Puts
Pseudo strike
69.62
IV
41.2%
B/E move
2.0%

25Δ

Calls
Pseudo strike
72.02
IV
40.9%
B/E move
1.9%
Puts
Pseudo strike
69.89
IV
40.5%
B/E move
1.7%

30Δ

Calls
Pseudo strike
71.40
IV
25.9%
B/E move
1.0%
Puts
Pseudo strike
70.11
IV
41.4%
B/E move
1.5%

35Δ

Calls
Pseudo strike
71.28
IV
26.3%
B/E move
0.9%
Puts
Pseudo strike
70.29
IV
43.5%
B/E move
1.4%

40Δ

Calls
Pseudo strike
71.15
IV
26.8%
B/E move
0.8%
Puts
Pseudo strike
70.48
IV
45.6%
B/E move
1.3%

45Δ

Calls
Pseudo strike
71.02
IV
27.2%
B/E move
0.7%
Puts
Pseudo strike
70.68
IV
42.5%
B/E move
1.0%

50Δ

Calls
Pseudo strike
70.91
IV
26.2%
B/E move
0.6%
Puts
Pseudo strike
70.88
IV
38.8%
B/E move
0.8%

55Δ

Calls
Pseudo strike
70.80
IV
25.0%
B/E move
0.5%
Puts
Pseudo strike
71.23
IV
45.6%
B/E move
0.7%

60Δ

Calls
Pseudo strike
70.69
IV
23.8%
B/E move
0.4%
Puts
Pseudo strike
71.78
IV
67.2%
B/E move
0.9%

65Δ

Calls
Pseudo strike
70.58
IV
22.6%
B/E move
0.3%
Puts
Pseudo strike
72.34
IV
88.8%
B/E move
1.0%

70Δ

Calls
Pseudo strike
70.43
IV
23.3%
B/E move
0.2%
Puts
Pseudo strike
73.00
IV
100.4%
B/E move
1.0%

75Δ

Calls
Pseudo strike
70.13
IV
29.9%
B/E move
0.2%
Puts
Pseudo strike
74.28
IV
125.8%
B/E move
0.9%

80Δ

Calls
Pseudo strike
69.83
IV
36.5%
B/E move
0.2%
Puts
Pseudo strike
72.81
IV
59.2%
B/E move
0.3%