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ProShares UltraShort Consumer Staples SZK

i

Market dataready · fetched 2026-11-12T03:16:27.263Z

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 · 2026-11-12T01:00:00.01619107Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:16:26.815669+00:00

Share price$17.32
1D+0.0%
AH$17.37$17.38$17.38$17.38$17.395:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSZK
Sold putSold callAH

ProShares UltraShort Consumer Staples options

Live interpolated SZK call and put midpoint premiums by absolute delta.ProShares UltraShort Consumer Staples$0.25$0.51$0.77$1.03$1.29$14.73$15.88$17.02$18.17$19.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SZK spot · $17.32SZK PRICE$0.28$0.32$0.35$0.39$0.43$0.48$0.53$0.57$0.62$0.70$0.83$0.95$1.07$0.28$0.28$0.30$0.32$0.37$0.44$0.52$0.60$0.68$0.75$0.83$1.01$1.22
PutsCheap0.62×
CallsExpensive1.13×
SkewBullish-8.04 pp
Implied moveBalanced±$1.05
TiltBalanced0.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.9799.2%16.9%15.5788.4%11.7%
25Δ19.1485.2%12.3%16.1769.6%8.3%
30Δ18.6275.0%9.5%16.5059.7%6.5%
35Δ18.1665.6%7.1%16.8449.8%4.6%
40Δ17.8859.9%5.7%17.0844.6%3.5%
45Δ17.6856.2%4.8%17.2243.9%3.1%
50Δ17.4952.4%4.0%17.3743.2%2.7%
55Δ17.3048.7%3.2%17.5242.5%2.3%
60Δ17.1145.0%2.4%17.6741.8%1.9%
65Δ16.9342.4%1.8%17.8241.1%1.5%
70Δ16.7641.4%1.5%17.9640.4%1.1%
75Δ16.5940.4%1.2%18.1940.4%0.8%
80Δ16.4239.3%1.0%18.4340.7%0.6%

20Δ

Calls
Pseudo strike
19.97
IV
99.2%
B/E move
16.9%
Puts
Pseudo strike
15.57
IV
88.4%
B/E move
11.7%

25Δ

Calls
Pseudo strike
19.14
IV
85.2%
B/E move
12.3%
Puts
Pseudo strike
16.17
IV
69.6%
B/E move
8.3%

30Δ

Calls
Pseudo strike
18.62
IV
75.0%
B/E move
9.5%
Puts
Pseudo strike
16.50
IV
59.7%
B/E move
6.5%

35Δ

Calls
Pseudo strike
18.16
IV
65.6%
B/E move
7.1%
Puts
Pseudo strike
16.84
IV
49.8%
B/E move
4.6%

40Δ

Calls
Pseudo strike
17.88
IV
59.9%
B/E move
5.7%
Puts
Pseudo strike
17.08
IV
44.6%
B/E move
3.5%

45Δ

Calls
Pseudo strike
17.68
IV
56.2%
B/E move
4.8%
Puts
Pseudo strike
17.22
IV
43.9%
B/E move
3.1%

50Δ

Calls
Pseudo strike
17.49
IV
52.4%
B/E move
4.0%
Puts
Pseudo strike
17.37
IV
43.2%
B/E move
2.7%

55Δ

Calls
Pseudo strike
17.30
IV
48.7%
B/E move
3.2%
Puts
Pseudo strike
17.52
IV
42.5%
B/E move
2.3%

60Δ

Calls
Pseudo strike
17.11
IV
45.0%
B/E move
2.4%
Puts
Pseudo strike
17.67
IV
41.8%
B/E move
1.9%

65Δ

Calls
Pseudo strike
16.93
IV
42.4%
B/E move
1.8%
Puts
Pseudo strike
17.82
IV
41.1%
B/E move
1.5%

70Δ

Calls
Pseudo strike
16.76
IV
41.4%
B/E move
1.5%
Puts
Pseudo strike
17.96
IV
40.4%
B/E move
1.1%

75Δ

Calls
Pseudo strike
16.59
IV
40.4%
B/E move
1.2%
Puts
Pseudo strike
18.19
IV
40.4%
B/E move
0.8%

80Δ

Calls
Pseudo strike
16.42
IV
39.3%
B/E move
1.0%
Puts
Pseudo strike
18.43
IV
40.7%
B/E move
0.6%

Options history

IV · four-Friday blend45.92%
Daily EOD
SZK41.4%43.8%46.3%2026-10-19: 42.72%2026-10-20: 43.93%2026-10-21: 41.73%2026-10-22: 44.07%2026-10-23: 44.89%2026-10-26: 45.29%2026-10-27: 42.47%2026-10-28: 42.89%2026-10-29: 43.39%2026-10-30: 45.92%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
42.72%
43.93%
41.73%
44.07%
44.89%
45.29%
42.47%
42.89%
43.39%
45.92%