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ProShares Short 20+ Year Treasury ETF TBF

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Market datapartial · fetched 2026-10-23T04:10:35.337Z

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$0.12$1.25$2.39$3.53$4.66$23.64$24.65$25.65$26.66$27.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TBF spot · $25.45TBF PRICE$0.38$0.38$0.38$0.39$0.41$0.49$0.56$0.63$0.70$0.77$1.00$1.38$1.77$0.38$0.36$0.24$0.26$0.29$0.32$0.36$0.39$0.43$0.46$0.50$0.53$4.34
PutsExpensive1.22×
CallsExpensive1.62×
SkewBullish-5.67 pp
Implied moveBullish±$0.92
TiltBalanced2.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.0550.3%15.6%23.1544.7%10.5%
25Δ27.6137.6%10.0%24.0932.9%6.8%
30Δ26.8229.8%6.9%24.9017.6%3.1%
35Δ26.3625.1%5.1%25.0915.1%2.4%
40Δ25.9621.3%3.6%25.2014.3%2.1%
45Δ25.7920.6%3.2%25.3113.6%1.8%
50Δ25.6120.0%2.8%25.4112.8%1.6%
55Δ25.4319.3%2.4%25.5212.1%1.3%
60Δ25.2618.7%2.0%25.6311.3%1.0%
65Δ25.0818.0%1.6%25.7310.5%0.7%
70Δ24.7919.9%1.3%25.849.8%0.4%
75Δ24.3923.9%1.3%25.959.0%0.1%
80Δ23.9828.1%1.2%29.4855.0%1.2%

20Δ

Calls
Pseudo strike
29.05
IV
50.3%
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
37.6%
B/E move
10.0%
Puts
Pseudo strike
24.09
IV
32.9%
B/E move
6.8%

30Δ

Calls
Pseudo strike
26.82
IV
29.8%
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
25.1%
B/E move
5.1%
Puts
Pseudo strike
25.09
IV
15.1%
B/E move
2.4%

40Δ

Calls
Pseudo strike
25.96
IV
21.3%
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
20.6%
B/E move
3.2%
Puts
Pseudo strike
25.31
IV
13.6%
B/E move
1.8%

50Δ

Calls
Pseudo strike
25.61
IV
20.0%
B/E move
2.8%
Puts
Pseudo strike
25.41
IV
12.8%
B/E move
1.6%

55Δ

Calls
Pseudo strike
25.43
IV
19.3%
B/E move
2.4%
Puts
Pseudo strike
25.52
IV
12.1%
B/E move
1.3%

60Δ

Calls
Pseudo strike
25.26
IV
18.7%
B/E move
2.0%
Puts
Pseudo strike
25.63
IV
11.3%
B/E move
1.0%

65Δ

Calls
Pseudo strike
25.08
IV
18.0%
B/E move
1.6%
Puts
Pseudo strike
25.73
IV
10.5%
B/E move
0.7%

70Δ

Calls
Pseudo strike
24.79
IV
19.9%
B/E move
1.3%
Puts
Pseudo strike
25.84
IV
9.8%
B/E move
0.4%

75Δ

Calls
Pseudo strike
24.39
IV
23.9%
B/E move
1.3%
Puts
Pseudo strike
25.95
IV
9.0%
B/E move
0.1%

80Δ

Calls
Pseudo strike
23.98
IV
28.1%
B/E move
1.2%
Puts
Pseudo strike
29.48
IV
55.0%
B/E move
1.2%

Options history

No recorded observations