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ProShares Short VIX Short-Term Futures ETF SVXY

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Market dataready · fetched 2026-10-20T06:04:42.365Z

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

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-20T00:00:07.366775771Z

FundamentalsAlpha Vantage · ready

Share price$63.26
1D+0.6%
AH$62.86$63.11$63.36$63.60$63.855:30 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$0.55$2.42$4.29$6.16$8.03$54.18$58.68$63.18$67.69$72.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SVXY spot · $63.26SVXY PRICE$0.76$0.76$1.36$1.48$1.65$2.00$2.42$2.81$3.48$4.80$5.10$6.35$7.50$1.09$1.61$1.61$1.93$2.22$2.52$2.85$3.18$3.79$4.59$5.34$5.84$6.22
PutsExpensive1.69×
CallsExpensive1.77×
SkewBearish+0.81 pp
Implied moveBearish±$5.27
TiltBearish2.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ70.3338.9%12.4%56.7949.5%12.0%
25Δ67.4028.7%7.8%57.8453.6%11.1%
30Δ68.2641.6%10.0%59.9142.8%7.8%
35Δ66.6036.4%7.6%61.0241.5%6.6%
40Δ65.3733.2%5.9%62.0639.4%5.4%
45Δ64.5533.6%5.2%62.9837.6%4.4%
50Δ63.8034.9%4.7%63.8236.2%3.6%
55Δ62.9935.0%4.0%64.6034.7%2.9%
60Δ62.1037.6%3.7%65.5235.4%2.4%
65Δ60.8346.1%3.7%66.5536.9%2.0%
70Δ59.9542.3%2.8%67.5937.2%1.6%
75Δ58.4746.2%2.5%68.3935.4%1.1%
80Δ57.0147.7%2.0%69.0732.5%0.6%

20Δ

Calls
Pseudo strike
70.33
IV
38.9%
B/E move
12.4%
Puts
Pseudo strike
56.79
IV
49.5%
B/E move
12.0%

25Δ

Calls
Pseudo strike
67.40
IV
28.7%
B/E move
7.8%
Puts
Pseudo strike
57.84
IV
53.6%
B/E move
11.1%

30Δ

Calls
Pseudo strike
68.26
IV
41.6%
B/E move
10.0%
Puts
Pseudo strike
59.91
IV
42.8%
B/E move
7.8%

35Δ

Calls
Pseudo strike
66.60
IV
36.4%
B/E move
7.6%
Puts
Pseudo strike
61.02
IV
41.5%
B/E move
6.6%

40Δ

Calls
Pseudo strike
65.37
IV
33.2%
B/E move
5.9%
Puts
Pseudo strike
62.06
IV
39.4%
B/E move
5.4%

45Δ

Calls
Pseudo strike
64.55
IV
33.6%
B/E move
5.2%
Puts
Pseudo strike
62.98
IV
37.6%
B/E move
4.4%

50Δ

Calls
Pseudo strike
63.80
IV
34.9%
B/E move
4.7%
Puts
Pseudo strike
63.82
IV
36.2%
B/E move
3.6%

55Δ

Calls
Pseudo strike
62.99
IV
35.0%
B/E move
4.0%
Puts
Pseudo strike
64.60
IV
34.7%
B/E move
2.9%

60Δ

Calls
Pseudo strike
62.10
IV
37.6%
B/E move
3.7%
Puts
Pseudo strike
65.52
IV
35.4%
B/E move
2.4%

65Δ

Calls
Pseudo strike
60.83
IV
46.1%
B/E move
3.7%
Puts
Pseudo strike
66.55
IV
36.9%
B/E move
2.0%

70Δ

Calls
Pseudo strike
59.95
IV
42.3%
B/E move
2.8%
Puts
Pseudo strike
67.59
IV
37.2%
B/E move
1.6%

75Δ

Calls
Pseudo strike
58.47
IV
46.2%
B/E move
2.5%
Puts
Pseudo strike
68.39
IV
35.4%
B/E move
1.1%

80Δ

Calls
Pseudo strike
57.01
IV
47.7%
B/E move
2.0%
Puts
Pseudo strike
69.07
IV
32.5%
B/E move
0.6%

Options history

SVXY34.9935.0335.062026-10-19T20:00:01.276000+00:00: 35.03%Oct 19Oct 19
Table
ObservationIVSkewImplied move
35.03%24.53 pp8.33%