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ProShares Short VIX Short-Term Futures ETF SVXY

i

Market dataready · fetched 2026-11-08T00:51:34.067Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-07T01:00:07.402457941Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-08T00:51:32.649992+00:00

Share price$54.72
1D-0.4%
AH$54.54$55.05$55.57$56.09$56.605:30 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$0.49$1.54$2.58$3.62$4.66$46.72$51.55$56.37$61.19$66.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SVXY spot · $54.72SVXY PRICE$0.61$0.79$1.12$1.61$2.06$2.29$3.77$4.09$4.36$1.04$1.26$1.49$1.73$1.99$2.25$2.57$2.92$3.28$3.53$3.78$4.02
Puts——
Calls——
Skew——
Implied moveBalanced±$4.54
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ60.1355.0%11.0%
25Δ58.8752.7%9.0%50.9063.4%8.9%
30Δ58.3858.7%8.7%51.9560.4%7.4%
35Δ52.8557.6%6.1%
40Δ56.5856.9%6.3%53.6455.4%5.1%
45Δ56.0163.1%6.1%54.3753.3%4.3%
50Δ55.1559.5%5.0%55.0551.3%3.5%
55Δ55.7050.2%2.9%
60Δ53.4074.2%4.5%56.3449.1%2.4%
65Δ52.5770.0%3.5%56.9747.9%1.9%
70Δ51.7864.5%2.6%57.4744.8%1.4%
75Δ57.9641.7%1.0%
80Δ58.3738.2%0.7%

20Δ

Calls
Pseudo strike
60.13
IV
55.0%
B/E move
11.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
58.87
IV
52.7%
B/E move
9.0%
Puts
Pseudo strike
50.90
IV
63.4%
B/E move
8.9%

30Δ

Calls
Pseudo strike
58.38
IV
58.7%
B/E move
8.7%
Puts
Pseudo strike
51.95
IV
60.4%
B/E move
7.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.85
IV
57.6%
B/E move
6.1%

40Δ

Calls
Pseudo strike
56.58
IV
56.9%
B/E move
6.3%
Puts
Pseudo strike
53.64
IV
55.4%
B/E move
5.1%

45Δ

Calls
Pseudo strike
56.01
IV
63.1%
B/E move
6.1%
Puts
Pseudo strike
54.37
IV
53.3%
B/E move
4.3%

50Δ

Calls
Pseudo strike
55.15
IV
59.5%
B/E move
5.0%
Puts
Pseudo strike
55.05
IV
51.3%
B/E move
3.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.70
IV
50.2%
B/E move
2.9%

60Δ

Calls
Pseudo strike
53.40
IV
74.2%
B/E move
4.5%
Puts
Pseudo strike
56.34
IV
49.1%
B/E move
2.4%

65Δ

Calls
Pseudo strike
52.57
IV
70.0%
B/E move
3.5%
Puts
Pseudo strike
56.97
IV
47.9%
B/E move
1.9%

70Δ

Calls
Pseudo strike
51.78
IV
64.5%
B/E move
2.6%
Puts
Pseudo strike
57.47
IV
44.8%
B/E move
1.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.96
IV
41.7%
B/E move
1.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
58.37
IV
38.2%
B/E move
0.7%

Options history

IV · four-Friday blend38.16%
Daily close
SVXY24.6%31.9%39.2%2026-08-10: 29.10%2026-08-11: 29.04%2026-08-12: 28.08%2026-08-13: 28.47%2026-08-14: 25.79%2026-08-17: 28.10%2026-08-18: 28.19%2026-08-19: 27.75%2026-08-20: 28.06%2026-08-21: 29.36%2026-08-24: 29.76%2026-08-25: 28.86%2026-08-26: 29.35%2026-08-27: 28.02%2026-08-28: 29.82%2026-08-31: 27.81%2026-09-01: 28.42%2026-09-02: 29.29%2026-09-03: 28.78%2026-09-04: 27.54%2026-09-08: 28.07%2026-09-09: 27.91%2026-09-10: 29.61%2026-09-11: 28.75%2026-09-14: 28.69%2026-09-15: 30.77%2026-09-16: 31.73%2026-09-17: 32.37%2026-09-18: 29.54%2026-09-21: 29.75%2026-09-22: 28.60%2026-09-23: 28.83%2026-09-24: 29.79%2026-09-25: 28.24%2026-09-28: 28.93%2026-09-29: 27.29%2026-09-30: 27.60%2026-10-01: 28.50%2026-10-02: 27.07%2026-10-05: 26.41%2026-10-06: 25.63%2026-10-07: 25.90%2026-10-08: 26.87%2026-10-09: 27.66%2026-10-12: 26.04%2026-10-13: 26.08%2026-10-14: 29.44%2026-10-15: 28.28%2026-10-16: 35.71%2026-10-19: 33.69%2026-10-20: 32.57%2026-10-21: 32.57%2026-10-22: 33.69%2026-10-23: 34.76%2026-10-26: 35.65%2026-10-27: 34.06%2026-10-28: 33.18%2026-10-29: 33.07%2026-10-30: 38.16%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
29.10%
29.04%
28.08%
28.47%
25.79%
28.10%
28.19%
27.75%
28.06%
29.36%
29.76%
28.86%
29.35%
28.02%
29.82%
27.81%
28.42%
29.29%
28.78%
27.54%
28.07%
27.91%
29.61%
28.75%
28.69%
30.77%
31.73%
32.37%
29.54%
29.75%
28.60%
28.83%
29.79%
28.24%
28.93%
27.29%
27.60%
28.50%
27.07%
26.41%
25.63%
25.90%
26.87%
27.66%
26.04%
26.08%
29.44%
28.28%
35.71%
33.69%
32.57%
32.57%
33.69%
34.76%
35.65%
34.06%
33.18%
33.07%
38.16%