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ProShares Ultra S&P500 SSO

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Market dataready · fetched 2026-10-16T00:59:04.045Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-16T00:00:00.136189191Z

FundamentalsAlpha Vantage · ready

Share price$70.82
1D+1.0%
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$0.31$2.17$4.02$5.88$7.73$63.08$66.72$70.36$74.01$77.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SSO spot · $70.82SSO PRICE$0.51$0.70$0.91$1.15$1.37$1.61$2.04$2.50$2.93$3.07$3.43$5.33$6.51$0.89$1.13$1.36$1.76$1.97$2.23$2.65$3.11$3.34$3.57$3.79$4.83$7.20
PutsExpensive1.25×
CallsExpensive1.20×
SkewBearish+4.11 pp
Implied moveBearish±$4.68
TiltBearish8.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ75.3721.1%7.1%65.3533.9%9.0%
25Δ74.5921.5%6.3%66.7332.3%7.4%
30Δ73.9222.1%5.7%67.9230.5%6.0%
35Δ73.2622.7%5.1%68.7731.6%5.4%
40Δ72.5722.4%4.4%69.7329.4%4.3%
45Δ71.8822.1%3.8%70.5828.0%3.5%
50Δ71.2723.8%3.5%71.3828.1%2.9%
55Δ70.6025.3%3.2%72.1728.4%2.5%
60Δ69.9025.8%2.8%72.8426.4%1.9%
65Δ69.3323.5%2.2%73.4224.5%1.4%
70Δ68.6522.6%1.8%73.9722.6%0.9%
75Δ66.8431.4%1.9%75.1524.7%0.7%
80Δ65.4233.3%1.6%77.5930.9%0.6%

20Δ

Calls
Pseudo strike
75.37
IV
21.1%
B/E move
7.1%
Puts
Pseudo strike
65.35
IV
33.9%
B/E move
9.0%

25Δ

Calls
Pseudo strike
74.59
IV
21.5%
B/E move
6.3%
Puts
Pseudo strike
66.73
IV
32.3%
B/E move
7.4%

30Δ

Calls
Pseudo strike
73.92
IV
22.1%
B/E move
5.7%
Puts
Pseudo strike
67.92
IV
30.5%
B/E move
6.0%

35Δ

Calls
Pseudo strike
73.26
IV
22.7%
B/E move
5.1%
Puts
Pseudo strike
68.77
IV
31.6%
B/E move
5.4%

40Δ

Calls
Pseudo strike
72.57
IV
22.4%
B/E move
4.4%
Puts
Pseudo strike
69.73
IV
29.4%
B/E move
4.3%

45Δ

Calls
Pseudo strike
71.88
IV
22.1%
B/E move
3.8%
Puts
Pseudo strike
70.58
IV
28.0%
B/E move
3.5%

50Δ

Calls
Pseudo strike
71.27
IV
23.8%
B/E move
3.5%
Puts
Pseudo strike
71.38
IV
28.1%
B/E move
2.9%

55Δ

Calls
Pseudo strike
70.60
IV
25.3%
B/E move
3.2%
Puts
Pseudo strike
72.17
IV
28.4%
B/E move
2.5%

60Δ

Calls
Pseudo strike
69.90
IV
25.8%
B/E move
2.8%
Puts
Pseudo strike
72.84
IV
26.4%
B/E move
1.9%

65Δ

Calls
Pseudo strike
69.33
IV
23.5%
B/E move
2.2%
Puts
Pseudo strike
73.42
IV
24.5%
B/E move
1.4%

70Δ

Calls
Pseudo strike
68.65
IV
22.6%
B/E move
1.8%
Puts
Pseudo strike
73.97
IV
22.6%
B/E move
0.9%

75Δ

Calls
Pseudo strike
66.84
IV
31.4%
B/E move
1.9%
Puts
Pseudo strike
75.15
IV
24.7%
B/E move
0.7%

80Δ

Calls
Pseudo strike
65.42
IV
33.3%
B/E move
1.6%
Puts
Pseudo strike
77.59
IV
30.9%
B/E move
0.6%