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ProShares Trust UltraShort Lehman 20+ Year Treasury TBT

i

Market datapartial · fetched 2026-11-07T01:56:01.484Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-07T01:00:00.100117684Z

FundamentalsAlpha Vantage · unavailable

Share price$38.00
1D-0.0%
AH$37.48$37.64$37.81$37.97$38.135:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTBT
Sold putSold callAH

ProShares Trust UltraShort Lehman 20+ Year Treasury options

Live interpolated TBT call and put midpoint premiums by absolute delta.ProShares Trust UltraShort Lehman 20+ Year Treasury$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICETBT PRICE
Puts——
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
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
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
IV
B/E move

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

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

IV · four-Friday blend25.92%
Daily close
TBT18.3%31.0%43.7%2026-08-10: 22.16%2026-08-11: 22.11%2026-08-12: 20.72%2026-08-13: 20.09%2026-08-14: 20.33%2026-08-17: 22.49%2026-08-18: 22.13%2026-08-21: 22.16%2026-08-24: 22.27%2026-08-25: 24.26%2026-08-26: 23.15%2026-08-27: 21.95%2026-08-28: 22.19%2026-08-31: 22.27%2026-09-01: 21.88%2026-09-02: 22.27%2026-09-03: 23.07%2026-09-04: 21.52%2026-09-08: 22.39%2026-09-09: 22.23%2026-09-10: 26.33%2026-09-11: 27.57%2026-09-14: 25.31%2026-09-15: 26.54%2026-09-16: 41.99%2026-09-18: 23.15%2026-09-21: 23.15%2026-09-22: 23.13%2026-09-23: 26.33%2026-09-24: 27.69%2026-09-25: 28.87%2026-09-28: 29.54%2026-09-29: 31.52%2026-09-30: 31.37%2026-10-01: 32.63%2026-10-02: 32.10%2026-10-05: 32.22%2026-10-06: 30.03%2026-10-07: 28.80%2026-10-08: 29.40%2026-10-09: 27.38%2026-10-12: 27.91%2026-10-13: 27.81%2026-10-14: 28.45%2026-10-15: 29.51%2026-10-16: 27.92%2026-10-19: 28.78%2026-10-20: 28.07%2026-10-21: 27.66%2026-10-22: 28.04%2026-10-23: 29.13%2026-10-26: 27.18%2026-10-27: 26.31%2026-10-28: 27.30%2026-10-29: 24.70%2026-10-30: 25.92%Aug 10Sep 22Oct 30
56 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
22.16%
22.11%
20.72%
20.09%
20.33%
22.49%
22.13%
22.16%
22.27%
24.26%
23.15%
21.95%
22.19%
22.27%
21.88%
22.27%
23.07%
21.52%
22.39%
22.23%
26.33%
27.57%
25.31%
26.54%
41.99%
23.15%
23.15%
23.13%
26.33%
27.69%
28.87%
29.54%
31.52%
31.37%
32.63%
32.10%
32.22%
30.03%
28.80%
29.40%
27.38%
27.91%
27.81%
28.45%
29.51%
27.92%
28.78%
28.07%
27.66%
28.04%
29.13%
27.18%
26.31%
27.30%
24.70%
25.92%