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ProShares UltraShort Consumer Staples SZK

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Market datapartial · fetched 2026-10-22T14:54:22.529Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T00:00:00.148042167Z

FundamentalsAlpha Vantage · unavailable

Share price$19.20
1D+0.5%
AH$19.09$19.12$19.15$19.18$19.215:30 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$0.95$3.37$5.79$8.20$10.62$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESZK PRICE$1.21$1.81$2.42$3.10$3.95$5.83$9.92
PutsExpensive2.69×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ18.2457.2%11.3%
40Δ18.7868.9%11.6%
45Δ19.4976.6%11.1%
50Δ20.3781.8%10.0%
55Δ21.4387.3%9.0%
60Δ23.38103.0%8.5%
65Δ27.54130.4%8.2%
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.24
IV
57.2%
B/E move
11.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.78
IV
68.9%
B/E move
11.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.49
IV
76.6%
B/E move
11.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.37
IV
81.8%
B/E move
10.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.43
IV
87.3%
B/E move
9.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.38
IV
103.0%
B/E move
8.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.54
IV
130.4%
B/E move
8.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations