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ProShares Ultra S&P500 SSO

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Market dataready · fetched 2026-10-16T21:49:57.329Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T21:39:45.176156867Z

FundamentalsAlpha Vantage · ready

Share price$69.29
1D-2.5%
AH$68.65$69.31$69.98$70.64$71.305:30 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$0.21$1.39$2.57$3.75$4.94$65.56$67.55$69.53$71.52$73.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SSO spot · $69.29SSO PRICE$0.34$0.38$0.46$0.57$0.69$0.91$1.11$1.25$2.46$2.82$2.97$4.60$3.32$0.40$0.49$0.63$0.78$0.88$1.04$1.25$1.30$1.30$1.84$2.22$2.60$2.38
PutsExpensive1.31×
CallsExpensive2.00×
SkewBullish-5.07 pp
Implied moveBearish±$2.36
TiltBullish12.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ72.4534.3%5.0%66.5236.7%4.6%
25Δ71.1626.8%3.2%67.2733.5%3.6%
30Δ70.7025.6%2.7%67.7633.3%3.1%
35Δ70.3325.4%2.3%68.1733.5%2.7%
40Δ70.0225.8%2.1%68.6431.4%2.2%
45Δ69.7228.2%1.9%69.0331.2%1.9%
50Δ69.4029.8%1.8%69.4131.7%1.6%
55Δ69.0528.8%1.5%69.7128.7%1.3%
60Δ68.3049.7%2.1%69.9824.6%0.9%
65Δ67.7049.6%1.8%70.5230.0%0.9%
70Δ67.2445.3%1.3%71.0130.8%0.7%
75Δ65.6762.1%1.4%71.5031.7%0.6%
80Δ66.4337.9%0.7%71.3826.5%0.4%

20Δ

Calls
Pseudo strike
72.45
IV
34.3%
B/E move
5.0%
Puts
Pseudo strike
66.52
IV
36.7%
B/E move
4.6%

25Δ

Calls
Pseudo strike
71.16
IV
26.8%
B/E move
3.2%
Puts
Pseudo strike
67.27
IV
33.5%
B/E move
3.6%

30Δ

Calls
Pseudo strike
70.70
IV
25.6%
B/E move
2.7%
Puts
Pseudo strike
67.76
IV
33.3%
B/E move
3.1%

35Δ

Calls
Pseudo strike
70.33
IV
25.4%
B/E move
2.3%
Puts
Pseudo strike
68.17
IV
33.5%
B/E move
2.7%

40Δ

Calls
Pseudo strike
70.02
IV
25.8%
B/E move
2.1%
Puts
Pseudo strike
68.64
IV
31.4%
B/E move
2.2%

45Δ

Calls
Pseudo strike
69.72
IV
28.2%
B/E move
1.9%
Puts
Pseudo strike
69.03
IV
31.2%
B/E move
1.9%

50Δ

Calls
Pseudo strike
69.40
IV
29.8%
B/E move
1.8%
Puts
Pseudo strike
69.41
IV
31.7%
B/E move
1.6%

55Δ

Calls
Pseudo strike
69.05
IV
28.8%
B/E move
1.5%
Puts
Pseudo strike
69.71
IV
28.7%
B/E move
1.3%

60Δ

Calls
Pseudo strike
68.30
IV
49.7%
B/E move
2.1%
Puts
Pseudo strike
69.98
IV
24.6%
B/E move
0.9%

65Δ

Calls
Pseudo strike
67.70
IV
49.6%
B/E move
1.8%
Puts
Pseudo strike
70.52
IV
30.0%
B/E move
0.9%

70Δ

Calls
Pseudo strike
67.24
IV
45.3%
B/E move
1.3%
Puts
Pseudo strike
71.01
IV
30.8%
B/E move
0.7%

75Δ

Calls
Pseudo strike
65.67
IV
62.1%
B/E move
1.4%
Puts
Pseudo strike
71.50
IV
31.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
66.43
IV
37.9%
B/E move
0.7%
Puts
Pseudo strike
71.38
IV
26.5%
B/E move
0.4%