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ProShares UltraShort Consumer Staples SZK

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Market datapartial · fetched 2026-10-23T03:03:07.351Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T00:00:00.143666518Z

FundamentalsAlpha Vantage · unavailable

Share price$17.97
1D+0.0%
AH$18.03$18.04$18.04$18.04$18.055:30 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$0.23$1.15$2.07$3.00$3.92$14.56$16.78$19.00$21.21$23.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SZK spot · $17.97SZK PRICE$0.34$0.38$0.43$0.47$0.56$0.64$0.73$0.84$0.97$1.10$1.23$1.39$1.62$0.33$0.38$0.45$0.60$0.74$0.89$1.07$1.28$1.48$1.81$2.25$2.85$3.65
PutsFair1.04×
CallsExpensive1.87×
SkewBearish+8.26 pp
Implied moveBearish±$1.80
TiltBearish24.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.4565.8%21.3%16.0454.4%12.6%
25Δ20.3155.5%15.2%16.5648.2%10.0%
30Δ19.6048.6%11.5%17.0543.3%7.6%
35Δ19.0242.6%8.5%17.3344.6%6.9%
40Δ18.7241.1%7.3%17.6145.9%6.1%
45Δ18.4439.8%6.2%17.8947.2%5.4%
50Δ18.1538.5%5.1%18.2047.9%4.7%
55Δ17.8937.6%4.2%18.5348.3%4.0%
60Δ17.6537.1%3.6%18.8548.8%3.3%
65Δ17.4136.5%3.0%19.2850.9%2.8%
70Δ17.1736.0%2.4%19.8054.5%2.4%
75Δ16.9235.5%1.9%20.4858.9%1.9%
80Δ16.6235.0%1.5%21.3664.0%1.5%

20Δ

Calls
Pseudo strike
21.45
IV
65.8%
B/E move
21.3%
Puts
Pseudo strike
16.04
IV
54.4%
B/E move
12.6%

25Δ

Calls
Pseudo strike
20.31
IV
55.5%
B/E move
15.2%
Puts
Pseudo strike
16.56
IV
48.2%
B/E move
10.0%

30Δ

Calls
Pseudo strike
19.60
IV
48.6%
B/E move
11.5%
Puts
Pseudo strike
17.05
IV
43.3%
B/E move
7.6%

35Δ

Calls
Pseudo strike
19.02
IV
42.6%
B/E move
8.5%
Puts
Pseudo strike
17.33
IV
44.6%
B/E move
6.9%

40Δ

Calls
Pseudo strike
18.72
IV
41.1%
B/E move
7.3%
Puts
Pseudo strike
17.61
IV
45.9%
B/E move
6.1%

45Δ

Calls
Pseudo strike
18.44
IV
39.8%
B/E move
6.2%
Puts
Pseudo strike
17.89
IV
47.2%
B/E move
5.4%

50Δ

Calls
Pseudo strike
18.15
IV
38.5%
B/E move
5.1%
Puts
Pseudo strike
18.20
IV
47.9%
B/E move
4.7%

55Δ

Calls
Pseudo strike
17.89
IV
37.6%
B/E move
4.2%
Puts
Pseudo strike
18.53
IV
48.3%
B/E move
4.0%

60Δ

Calls
Pseudo strike
17.65
IV
37.1%
B/E move
3.6%
Puts
Pseudo strike
18.85
IV
48.8%
B/E move
3.3%

65Δ

Calls
Pseudo strike
17.41
IV
36.5%
B/E move
3.0%
Puts
Pseudo strike
19.28
IV
50.9%
B/E move
2.8%

70Δ

Calls
Pseudo strike
17.17
IV
36.0%
B/E move
2.4%
Puts
Pseudo strike
19.80
IV
54.5%
B/E move
2.4%

75Δ

Calls
Pseudo strike
16.92
IV
35.5%
B/E move
1.9%
Puts
Pseudo strike
20.48
IV
58.9%
B/E move
1.9%

80Δ

Calls
Pseudo strike
16.62
IV
35.0%
B/E move
1.5%
Puts
Pseudo strike
21.36
IV
64.0%
B/E move
1.5%

Options history

No recorded observations