IntraAlpha
Create free account Start free

ProShares S&P Technology Dividend Aristocrats ETF TDV

i

Market dataready · fetched 2026-11-13T02:00:15.855Z

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: 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 · 2026-11-13T01:00:07.25856056Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:00:15.459772+00:00

Share price$104.46
1D-0.1%
AH$104.30$104.67$105.05$105.43$105.805:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTDV
Sold putSold callAH

ProShares S&P Technology Dividend Aristocrats ETF options

Live interpolated TDV call and put midpoint premiums by absolute delta.ProShares S&P Technology Dividend Aristocrats ETF$1.22$2.82$4.41$6.01$7.60$96.85$100.49$104.13$107.77$111.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive TDV spot · $104.46TDV PRICE$1.65$1.85$2.06$2.28$2.53$2.69$4.73$5.62$7.14$1.39$1.49$1.63$1.76$1.92$2.10$2.27$2.43$2.58$2.63$2.64$2.66$2.67
PutsExpensive1.37×
Calls——
Skew——
Implied moveBalanced±$4.55
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ95.6777.4%9.7%
25Δ98.7262.4%6.9%
30Δ100.6253.9%5.2%
35Δ107.6847.7%4.7%102.0647.1%4.0%
40Δ106.5244.1%3.7%103.1142.7%3.1%
45Δ105.5741.2%3.0%103.9839.1%2.5%
50Δ104.7438.7%2.5%104.6836.1%2.0%
55Δ104.0036.4%2.0%105.2933.2%1.5%
60Δ103.4133.5%1.6%105.8230.2%1.2%
65Δ106.1627.1%0.9%
70Δ101.1844.9%1.4%106.3924.1%0.7%
75Δ100.0446.6%1.1%106.6321.1%0.5%
80Δ98.3251.5%1.0%106.8618.0%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
95.67
IV
77.4%
B/E move
9.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
98.72
IV
62.4%
B/E move
6.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
100.62
IV
53.9%
B/E move
5.2%

35Δ

Calls
Pseudo strike
107.68
IV
47.7%
B/E move
4.7%
Puts
Pseudo strike
102.06
IV
47.1%
B/E move
4.0%

40Δ

Calls
Pseudo strike
106.52
IV
44.1%
B/E move
3.7%
Puts
Pseudo strike
103.11
IV
42.7%
B/E move
3.1%

45Δ

Calls
Pseudo strike
105.57
IV
41.2%
B/E move
3.0%
Puts
Pseudo strike
103.98
IV
39.1%
B/E move
2.5%

50Δ

Calls
Pseudo strike
104.74
IV
38.7%
B/E move
2.5%
Puts
Pseudo strike
104.68
IV
36.1%
B/E move
2.0%

55Δ

Calls
Pseudo strike
104.00
IV
36.4%
B/E move
2.0%
Puts
Pseudo strike
105.29
IV
33.2%
B/E move
1.5%

60Δ

Calls
Pseudo strike
103.41
IV
33.5%
B/E move
1.6%
Puts
Pseudo strike
105.82
IV
30.2%
B/E move
1.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
106.16
IV
27.1%
B/E move
0.9%

70Δ

Calls
Pseudo strike
101.18
IV
44.9%
B/E move
1.4%
Puts
Pseudo strike
106.39
IV
24.1%
B/E move
0.7%

75Δ

Calls
Pseudo strike
100.04
IV
46.6%
B/E move
1.1%
Puts
Pseudo strike
106.63
IV
21.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
98.32
IV
51.5%
B/E move
1.0%
Puts
Pseudo strike
106.86
IV
18.0%
B/E move
0.3%

Options history

IV · four-Friday blend24.50%
Daily EOD
TDV21.6%24.9%28.2%2026-10-19: 27.79%2026-10-20: 24.76%2026-10-21: 22.05%2026-10-22: 26.88%2026-10-23: 23.16%2026-10-26: 23.09%2026-10-27: 25.02%2026-10-30: 24.50%Oct 19Oct 22Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
27.79%
24.76%
22.05%
26.88%
23.16%
23.09%
25.02%
24.50%