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ProShares Nanotechnology ETF TINY

i

Market dataready · fetched 2026-10-22T23:10:10.709Z

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 · 2026-10-22T22:30:00.00256484Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:10:09.214108+00:00

Share price$65.95
1D+0.0%
AH$65.05$65.29$65.53$65.77$66.025:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTINY
Sold putSold callAH

ProShares Nanotechnology ETF options

Live interpolated TINY call and put midpoint premiums by absolute delta.ProShares Nanotechnology ETF$1.87$3.69$5.51$7.33$9.15$52.25$60.67$69.10$77.52$85.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TINY spot · $65.95TINY PRICE$2.50$2.50$2.50$2.37$2.07$2.40$2.84$3.31$3.79$4.44$5.22$5.91$6.76$2.50$2.50$2.43$2.06$2.50$3.02$3.53$4.03$4.60$5.33$6.13$7.27$8.63
PutsCheap0.93×
CallsExpensive2.12×
SkewBullish-6.40 pp
Implied moveBearish±$6.37
TiltBearish7.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ101.29144.5%57.4%53.99104.1%21.9%
25Δ84.23104.0%31.5%58.2980.3%15.4%
30Δ76.5079.7%19.8%61.2662.7%10.8%
35Δ71.6059.4%12.2%63.5744.1%6.7%
40Δ68.6741.9%7.3%64.6343.7%5.8%
45Δ67.5640.6%6.1%65.6444.2%5.1%
50Δ66.5940.9%5.3%66.6643.9%4.3%
55Δ65.6441.2%4.6%67.6642.9%3.5%
60Δ64.6840.8%3.8%68.6742.2%2.9%
65Δ63.6641.6%3.3%69.7642.3%2.3%
70Δ62.5442.8%2.7%70.9042.1%1.8%
75Δ61.4942.2%2.2%72.3242.8%1.4%
80Δ60.3041.9%1.7%73.9543.2%0.9%

20Δ

Calls
Pseudo strike
101.29
IV
144.5%
B/E move
57.4%
Puts
Pseudo strike
53.99
IV
104.1%
B/E move
21.9%

25Δ

Calls
Pseudo strike
84.23
IV
104.0%
B/E move
31.5%
Puts
Pseudo strike
58.29
IV
80.3%
B/E move
15.4%

30Δ

Calls
Pseudo strike
76.50
IV
79.7%
B/E move
19.8%
Puts
Pseudo strike
61.26
IV
62.7%
B/E move
10.8%

35Δ

Calls
Pseudo strike
71.60
IV
59.4%
B/E move
12.2%
Puts
Pseudo strike
63.57
IV
44.1%
B/E move
6.7%

40Δ

Calls
Pseudo strike
68.67
IV
41.9%
B/E move
7.3%
Puts
Pseudo strike
64.63
IV
43.7%
B/E move
5.8%

45Δ

Calls
Pseudo strike
67.56
IV
40.6%
B/E move
6.1%
Puts
Pseudo strike
65.64
IV
44.2%
B/E move
5.1%

50Δ

Calls
Pseudo strike
66.59
IV
40.9%
B/E move
5.3%
Puts
Pseudo strike
66.66
IV
43.9%
B/E move
4.3%

55Δ

Calls
Pseudo strike
65.64
IV
41.2%
B/E move
4.6%
Puts
Pseudo strike
67.66
IV
42.9%
B/E move
3.5%

60Δ

Calls
Pseudo strike
64.68
IV
40.8%
B/E move
3.8%
Puts
Pseudo strike
68.67
IV
42.2%
B/E move
2.9%

65Δ

Calls
Pseudo strike
63.66
IV
41.6%
B/E move
3.3%
Puts
Pseudo strike
69.76
IV
42.3%
B/E move
2.3%

70Δ

Calls
Pseudo strike
62.54
IV
42.8%
B/E move
2.7%
Puts
Pseudo strike
70.90
IV
42.1%
B/E move
1.8%

75Δ

Calls
Pseudo strike
61.49
IV
42.2%
B/E move
2.2%
Puts
Pseudo strike
72.32
IV
42.8%
B/E move
1.4%

80Δ

Calls
Pseudo strike
60.30
IV
41.9%
B/E move
1.7%
Puts
Pseudo strike
73.95
IV
43.2%
B/E move
0.9%

Options history

No recorded observations