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ProShares Short 20+ Year Treasury ETF TBF

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Market datapartial · fetched 2026-10-23T02:22:20.639Z

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 · 2026-10-23T00:00:00.119028809Z

FundamentalsAlpha Vantage · unavailable

Share price$25.45
1D-1.1%
AH$25.38$25.48$25.57$25.66$25.755:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTBF
Sold putSold callAH

ProShares Short 20+ Year Treasury ETF options

Live interpolated TBF call and put midpoint premiums by absolute delta.ProShares Short 20+ Year Treasury ETF$0.11$1.30$2.48$3.66$4.84$23.64$24.64$25.64$26.64$27.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TBF spot · $25.45TBF PRICE$0.38$0.38$0.38$0.39$0.41$0.48$0.55$0.62$0.70$0.77$0.99$1.37$1.75$0.38$0.36$0.24$0.26$0.29$0.33$0.36$0.40$0.43$0.47$0.50$0.54$4.50
PutsExpensive1.21×
CallsExpensive1.60×
SkewBullish-5.27 pp
Implied moveBullish±$0.92
TiltBalanced0.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.0550.2%15.6%23.1544.7%10.5%
25Δ27.6137.5%10.0%24.0932.8%6.8%
30Δ26.8229.7%6.9%24.9017.6%3.1%
35Δ26.3624.9%5.1%25.0915.0%2.4%
40Δ25.9620.9%3.6%25.2014.3%2.1%
45Δ25.7920.2%3.2%25.3113.5%1.8%
50Δ25.6119.6%2.8%25.4212.7%1.5%
55Δ25.4418.9%2.4%25.5212.0%1.3%
60Δ25.2618.3%2.0%25.6311.2%1.0%
65Δ25.0917.7%1.6%25.7410.4%0.7%
70Δ24.8019.3%1.3%25.859.7%0.4%
75Δ24.4023.3%1.3%25.958.9%0.1%
80Δ24.0027.2%1.2%29.6456.2%1.2%

20Δ

Calls
Pseudo strike
29.05
IV
50.2%
B/E move
15.6%
Puts
Pseudo strike
23.15
IV
44.7%
B/E move
10.5%

25Δ

Calls
Pseudo strike
27.61
IV
37.5%
B/E move
10.0%
Puts
Pseudo strike
24.09
IV
32.8%
B/E move
6.8%

30Δ

Calls
Pseudo strike
26.82
IV
29.7%
B/E move
6.9%
Puts
Pseudo strike
24.90
IV
17.6%
B/E move
3.1%

35Δ

Calls
Pseudo strike
26.36
IV
24.9%
B/E move
5.1%
Puts
Pseudo strike
25.09
IV
15.0%
B/E move
2.4%

40Δ

Calls
Pseudo strike
25.96
IV
20.9%
B/E move
3.6%
Puts
Pseudo strike
25.20
IV
14.3%
B/E move
2.1%

45Δ

Calls
Pseudo strike
25.79
IV
20.2%
B/E move
3.2%
Puts
Pseudo strike
25.31
IV
13.5%
B/E move
1.8%

50Δ

Calls
Pseudo strike
25.61
IV
19.6%
B/E move
2.8%
Puts
Pseudo strike
25.42
IV
12.7%
B/E move
1.5%

55Δ

Calls
Pseudo strike
25.44
IV
18.9%
B/E move
2.4%
Puts
Pseudo strike
25.52
IV
12.0%
B/E move
1.3%

60Δ

Calls
Pseudo strike
25.26
IV
18.3%
B/E move
2.0%
Puts
Pseudo strike
25.63
IV
11.2%
B/E move
1.0%

65Δ

Calls
Pseudo strike
25.09
IV
17.7%
B/E move
1.6%
Puts
Pseudo strike
25.74
IV
10.4%
B/E move
0.7%

70Δ

Calls
Pseudo strike
24.80
IV
19.3%
B/E move
1.3%
Puts
Pseudo strike
25.85
IV
9.7%
B/E move
0.4%

75Δ

Calls
Pseudo strike
24.40
IV
23.3%
B/E move
1.3%
Puts
Pseudo strike
25.95
IV
8.9%
B/E move
0.1%

80Δ

Calls
Pseudo strike
24.00
IV
27.2%
B/E move
1.2%
Puts
Pseudo strike
29.64
IV
56.2%
B/E move
1.2%

Options history

No recorded observations