IntraAlpha
Create free account Start free

ProShares Nanotechnology ETF TINY

i

Market dataready · fetched 2026-11-11T15:45:25.092Z

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 · 2026-11-11T14:30:01.09616513Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:45:24.628508+00:00

Share price$66.17
1D+0.0%
$66.14$66.15$66.17$66.19$66.205:30 AM6:30 AM9:00 AM1:00 PMTINY
Sold putSold call

ProShares Nanotechnology ETF options

Live interpolated TINY call and put midpoint premiums by absolute delta.ProShares Nanotechnology ETF$0.78$1.92$3.05$4.19$5.33$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICETINY PRICE$3.11$3.66$4.20$5.00$0.90$1.03$1.16$1.29$1.44$1.66$1.93$2.24$2.55$2.87$3.28$3.71$4.15
PutsCheap0.38×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ60.2974.1%10.3%
25Δ61.5666.6%8.5%
30Δ62.8459.2%6.8%
35Δ64.1251.7%5.0%
40Δ65.1946.1%3.7%
45Δ65.8044.9%3.1%
50Δ66.3944.1%2.6%
55Δ66.9643.5%2.2%
60Δ67.5342.9%1.8%
65Δ64.4250.7%2.1%68.1042.3%1.4%
70Δ63.6552.1%1.7%68.7141.8%1.1%
75Δ62.8752.2%1.4%69.3140.6%0.9%
80Δ61.8854.0%1.1%69.9138.6%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
60.29
IV
74.1%
B/E move
10.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
61.56
IV
66.6%
B/E move
8.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
62.84
IV
59.2%
B/E move
6.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
64.12
IV
51.7%
B/E move
5.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
65.19
IV
46.1%
B/E move
3.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
65.80
IV
44.9%
B/E move
3.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
66.39
IV
44.1%
B/E move
2.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
66.96
IV
43.5%
B/E move
2.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
67.53
IV
42.9%
B/E move
1.8%

65Δ

Calls
Pseudo strike
64.42
IV
50.7%
B/E move
2.1%
Puts
Pseudo strike
68.10
IV
42.3%
B/E move
1.4%

70Δ

Calls
Pseudo strike
63.65
IV
52.1%
B/E move
1.7%
Puts
Pseudo strike
68.71
IV
41.8%
B/E move
1.1%

75Δ

Calls
Pseudo strike
62.87
IV
52.2%
B/E move
1.4%
Puts
Pseudo strike
69.31
IV
40.6%
B/E move
0.9%

80Δ

Calls
Pseudo strike
61.88
IV
54.0%
B/E move
1.1%
Puts
Pseudo strike
69.91
IV
38.6%
B/E move
0.6%

Options history

IV · four-Friday blend40.73%
Daily EOD
TINY37.3%39.3%41.4%2026-10-19: 37.91%2026-10-20: 38.70%2026-10-21: 37.55%2026-10-22: 39.12%2026-10-23: 41.09%2026-10-26: 39.39%2026-10-27: 38.30%2026-10-28: 38.17%2026-10-29: 39.35%2026-10-30: 40.73%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
37.91%
38.70%
37.55%
39.12%
41.09%
39.39%
38.30%
38.17%
39.35%
40.73%