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ProShares Short 20+ Year Treasury ETF TBF

i

Market dataready · fetched 2026-11-13T19:10:54.762Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19

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 · 2026-11-13T19:10:07.515724632Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T19:10:52.843406+00:00

Share price$26.22
1D+0.2%
$26.12$26.19$26.25$26.31$26.385:30 AM6:30 AM9:00 AM1:00 PMTBF
Sold putSold call

ProShares Short 20+ Year Treasury ETF options

Live interpolated TBF call and put midpoint premiums by absolute delta.ProShares Short 20+ Year Treasury ETF$0.18$0.91$1.63$2.35$3.08$23.73$24.99$26.25$27.51$28.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive TBF spot · $26.22TBF PRICE$0.26$0.33$0.39$0.45$0.57$0.72$0.87$1.02$1.16$1.31$1.46$1.61$0.41$0.55$0.69$0.83$0.97$1.11$1.28$1.64$1.99$2.87
Puts——
Calls——
Skew——
Implied moveBearish±$1.83
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ27.9511.8%7.6%25.0116.7%6.1%
30Δ27.6611.4%6.8%25.3516.7%5.4%
35Δ27.3811.0%5.9%25.6916.6%4.6%
40Δ27.1010.7%5.1%26.0316.6%3.9%
45Δ26.8410.6%4.6%26.3716.5%3.1%
50Δ26.6110.6%4.2%26.7116.5%2.3%
55Δ26.3710.7%3.9%27.0716.6%1.6%
60Δ26.1310.7%3.6%27.5117.9%1.3%
65Δ25.9010.8%3.2%27.9619.1%1.0%
70Δ25.6610.9%2.9%28.9022.5%0.7%
75Δ25.4210.9%2.5%
80Δ25.1911.0%2.2%

20Δ

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

25Δ

Calls
Pseudo strike
27.95
IV
11.8%
B/E move
7.6%
Puts
Pseudo strike
25.01
IV
16.7%
B/E move
6.1%

30Δ

Calls
Pseudo strike
27.66
IV
11.4%
B/E move
6.8%
Puts
Pseudo strike
25.35
IV
16.7%
B/E move
5.4%

35Δ

Calls
Pseudo strike
27.38
IV
11.0%
B/E move
5.9%
Puts
Pseudo strike
25.69
IV
16.6%
B/E move
4.6%

40Δ

Calls
Pseudo strike
27.10
IV
10.7%
B/E move
5.1%
Puts
Pseudo strike
26.03
IV
16.6%
B/E move
3.9%

45Δ

Calls
Pseudo strike
26.84
IV
10.6%
B/E move
4.6%
Puts
Pseudo strike
26.37
IV
16.5%
B/E move
3.1%

50Δ

Calls
Pseudo strike
26.61
IV
10.6%
B/E move
4.2%
Puts
Pseudo strike
26.71
IV
16.5%
B/E move
2.3%

55Δ

Calls
Pseudo strike
26.37
IV
10.7%
B/E move
3.9%
Puts
Pseudo strike
27.07
IV
16.6%
B/E move
1.6%

60Δ

Calls
Pseudo strike
26.13
IV
10.7%
B/E move
3.6%
Puts
Pseudo strike
27.51
IV
17.9%
B/E move
1.3%

65Δ

Calls
Pseudo strike
25.90
IV
10.8%
B/E move
3.2%
Puts
Pseudo strike
27.96
IV
19.1%
B/E move
1.0%

70Δ

Calls
Pseudo strike
25.66
IV
10.9%
B/E move
2.9%
Puts
Pseudo strike
28.90
IV
22.5%
B/E move
0.7%

75Δ

Calls
Pseudo strike
25.42
IV
10.9%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
25.19
IV
11.0%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend16.08%
Daily EOD
TBF13.7%17.3%20.8%2026-10-19: 14.61%2026-10-20: 14.22%2026-10-21: 15.49%2026-10-22: 14.41%2026-10-23: 16.09%2026-10-26: 18.84%2026-10-27: 15.11%2026-10-28: 20.30%2026-10-29: 15.38%2026-10-30: 16.08%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
14.61%
14.22%
15.49%
14.41%
16.09%
18.84%
15.11%
20.30%
15.38%
16.08%