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ProShares Short VIX Short-Term Futures ETF SVXY

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Market dataready · fetched 2026-10-15T20:04:57.968Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:02:50.687128817Z

FundamentalsAlpha Vantage · ready

Share price$64.89
1D+1.4%
AH$63.41$63.82$64.23$64.64$65.055:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSVXY
Sold putSold callAH

ProShares Short VIX Short-Term Futures ETF options

Live interpolated SVXY call and put midpoint premiums by absolute delta.ProShares Short VIX Short-Term Futures ETF$0.41$1.51$2.62$3.72$4.83$56.46$60.51$64.56$68.61$72.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $64.89OPTION PRICELive SVXY spot · $64.89SVXY PRICE$0.95$1.53$2.11$2.45$2.45$0.53$2.45$2.45$2.48$2.59$2.70$2.81$2.92$2.42$2.45$1.09$1.28$1.48$1.99$2.59$3.17$3.04$2.91$2.78$3.62$4.51
PutsExpensive9.35×
CallsExpensive5.90×
SkewBearish+19.50 pp
Implied moveBearish±$5.04
TiltBearish7.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ69.37178.3%8.4%53.08553.0%21.9%
25Δ70.39252.1%10.8%57.17431.2%15.7%
30Δ71.40325.9%13.3%62.27161.7%5.7%
35Δ70.56337.2%12.5%63.04153.9%4.8%
40Δ68.10276.6%8.7%63.81146.1%3.9%
45Δ65.1346.9%1.2%64.50160.7%3.7%
50Δ65.41196.8%4.6%65.20179.6%3.5%
55Δ64.60168.0%3.3%66.01188.3%3.2%
60Δ63.91143.5%2.3%66.34162.2%2.5%
65Δ63.56131.6%1.9%66.66136.2%1.8%
70Δ63.20119.6%1.6%66.98110.1%1.1%
75Δ62.85107.6%1.2%67.93119.4%0.9%
80Δ62.4995.7%0.8%68.93130.9%0.7%

20Δ

Calls
Pseudo strike
69.37
IV
178.3%
B/E move
8.4%
Puts
Pseudo strike
53.08
IV
553.0%
B/E move
21.9%

25Δ

Calls
Pseudo strike
70.39
IV
252.1%
B/E move
10.8%
Puts
Pseudo strike
57.17
IV
431.2%
B/E move
15.7%

30Δ

Calls
Pseudo strike
71.40
IV
325.9%
B/E move
13.3%
Puts
Pseudo strike
62.27
IV
161.7%
B/E move
5.7%

35Δ

Calls
Pseudo strike
70.56
IV
337.2%
B/E move
12.5%
Puts
Pseudo strike
63.04
IV
153.9%
B/E move
4.8%

40Δ

Calls
Pseudo strike
68.10
IV
276.6%
B/E move
8.7%
Puts
Pseudo strike
63.81
IV
146.1%
B/E move
3.9%

45Δ

Calls
Pseudo strike
65.13
IV
46.9%
B/E move
1.2%
Puts
Pseudo strike
64.50
IV
160.7%
B/E move
3.7%

50Δ

Calls
Pseudo strike
65.41
IV
196.8%
B/E move
4.6%
Puts
Pseudo strike
65.20
IV
179.6%
B/E move
3.5%

55Δ

Calls
Pseudo strike
64.60
IV
168.0%
B/E move
3.3%
Puts
Pseudo strike
66.01
IV
188.3%
B/E move
3.2%

60Δ

Calls
Pseudo strike
63.91
IV
143.5%
B/E move
2.3%
Puts
Pseudo strike
66.34
IV
162.2%
B/E move
2.5%

65Δ

Calls
Pseudo strike
63.56
IV
131.6%
B/E move
1.9%
Puts
Pseudo strike
66.66
IV
136.2%
B/E move
1.8%

70Δ

Calls
Pseudo strike
63.20
IV
119.6%
B/E move
1.6%
Puts
Pseudo strike
66.98
IV
110.1%
B/E move
1.1%

75Δ

Calls
Pseudo strike
62.85
IV
107.6%
B/E move
1.2%
Puts
Pseudo strike
67.93
IV
119.4%
B/E move
0.9%

80Δ

Calls
Pseudo strike
62.49
IV
95.7%
B/E move
0.8%
Puts
Pseudo strike
68.93
IV
130.9%
B/E move
0.7%