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ProShares Nanotechnology ETF TINY

i

Market dataready · fetched 2026-11-11T16:00:55.054Z

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 · 2026-11-11T15:52:26.0644587Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T16:00:54.571971+00:00

Share price$67.13
1D+1.5%
$66.09$66.37$66.65$66.93$67.215:30 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$0.69$1.67$2.64$3.61$4.59$50.74$57.86$64.99$72.11$79.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive TINY spot · $67.13TINY PRICE$0.80$0.90$1.05$1.20$1.35$1.52$1.77$2.06$2.40$2.58$2.69$2.86$0.94$1.08$1.24$1.40$1.64$1.99$2.38$2.80$3.27$3.38$3.44$3.70$4.31
PutsCheap0.42×
Calls——
Skew——
Implied moveBearish±$4.15
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ74.4771.1%12.1%61.2374.8%10.2%
25Δ71.9659.6%8.5%63.0564.5%7.7%
30Δ70.5954.2%6.7%64.2958.1%6.1%
35Δ69.5349.8%5.4%65.2753.5%4.9%
40Δ68.6846.3%4.3%66.0452.1%4.1%
45Δ67.9643.7%3.5%66.7352.7%3.6%
50Δ67.3643.6%3.0%67.4453.3%3.1%
55Δ66.7743.7%2.5%68.1653.9%2.6%
60Δ66.1844.1%2.2%68.9154.2%2.2%
65Δ65.7241.4%1.7%69.3549.3%1.7%
70Δ65.3237.5%1.3%69.7543.7%1.2%
75Δ64.8934.2%0.9%70.2840.3%0.8%
80Δ71.0440.5%0.6%

20Δ

Calls
Pseudo strike
74.47
IV
71.1%
B/E move
12.1%
Puts
Pseudo strike
61.23
IV
74.8%
B/E move
10.2%

25Δ

Calls
Pseudo strike
71.96
IV
59.6%
B/E move
8.5%
Puts
Pseudo strike
63.05
IV
64.5%
B/E move
7.7%

30Δ

Calls
Pseudo strike
70.59
IV
54.2%
B/E move
6.7%
Puts
Pseudo strike
64.29
IV
58.1%
B/E move
6.1%

35Δ

Calls
Pseudo strike
69.53
IV
49.8%
B/E move
5.4%
Puts
Pseudo strike
65.27
IV
53.5%
B/E move
4.9%

40Δ

Calls
Pseudo strike
68.68
IV
46.3%
B/E move
4.3%
Puts
Pseudo strike
66.04
IV
52.1%
B/E move
4.1%

45Δ

Calls
Pseudo strike
67.96
IV
43.7%
B/E move
3.5%
Puts
Pseudo strike
66.73
IV
52.7%
B/E move
3.6%

50Δ

Calls
Pseudo strike
67.36
IV
43.6%
B/E move
3.0%
Puts
Pseudo strike
67.44
IV
53.3%
B/E move
3.1%

55Δ

Calls
Pseudo strike
66.77
IV
43.7%
B/E move
2.5%
Puts
Pseudo strike
68.16
IV
53.9%
B/E move
2.6%

60Δ

Calls
Pseudo strike
66.18
IV
44.1%
B/E move
2.2%
Puts
Pseudo strike
68.91
IV
54.2%
B/E move
2.2%

65Δ

Calls
Pseudo strike
65.72
IV
41.4%
B/E move
1.7%
Puts
Pseudo strike
69.35
IV
49.3%
B/E move
1.7%

70Δ

Calls
Pseudo strike
65.32
IV
37.5%
B/E move
1.3%
Puts
Pseudo strike
69.75
IV
43.7%
B/E move
1.2%

75Δ

Calls
Pseudo strike
64.89
IV
34.2%
B/E move
0.9%
Puts
Pseudo strike
70.28
IV
40.3%
B/E move
0.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
71.04
IV
40.5%
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%