IntraAlpha
Create free account Start free

ProShares UltraPro QQQ TQQQ

i

Market dataready · fetched 2026-10-20T06:07:55.854Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-19T23:59:56.860761443Z

FundamentalsAlpha Vantage · ready

Share price$70.86
1D-0.1%
AH$70.16$70.75$71.33$71.91$72.495:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTQQQ
Sold putSold callAH

ProShares UltraPro QQQ options

Live interpolated TQQQ call and put midpoint premiums by absolute delta.ProShares UltraPro QQQ$0.73$4.28$7.83$11.39$14.94$53.99$62.65$71.32$79.99$88.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TQQQ spot · $70.86TQQQ PRICE$1.11$1.56$2.04$2.52$3.11$3.76$4.59$5.60$6.25$7.41$9.26$10.90$13.91$2.06$2.62$3.21$3.74$4.32$5.26$5.78$6.59$7.42$8.61$9.24$11.94$13.28
PutsExpensive1.33×
CallsExpensive1.30×
SkewBearish+1.18 pp
Implied moveBearish±$10.37
TiltBearish7.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ81.6151.6%16.7%60.0779.7%18.1%
25Δ80.1854.7%15.4%62.7875.6%15.1%
30Δ78.4956.1%13.6%65.0772.6%12.7%
35Δ76.7856.5%11.9%67.1668.6%10.5%
40Δ75.2858.0%10.6%68.9965.4%8.7%
45Δ73.7359.2%9.4%70.7166.4%7.6%
50Δ72.2862.1%8.5%72.2862.4%6.2%
55Δ70.6965.8%7.7%73.8560.8%5.1%
60Δ69.0163.5%6.2%75.3659.1%4.1%
65Δ67.2765.9%5.4%77.1059.1%3.3%
70Δ65.0473.0%4.9%78.3655.2%2.5%
75Δ62.7775.4%4.0%81.3760.4%2.0%
80Δ59.4086.3%3.5%83.1858.1%1.4%

20Δ

Calls
Pseudo strike
81.61
IV
51.6%
B/E move
16.7%
Puts
Pseudo strike
60.07
IV
79.7%
B/E move
18.1%

25Δ

Calls
Pseudo strike
80.18
IV
54.7%
B/E move
15.4%
Puts
Pseudo strike
62.78
IV
75.6%
B/E move
15.1%

30Δ

Calls
Pseudo strike
78.49
IV
56.1%
B/E move
13.6%
Puts
Pseudo strike
65.07
IV
72.6%
B/E move
12.7%

35Δ

Calls
Pseudo strike
76.78
IV
56.5%
B/E move
11.9%
Puts
Pseudo strike
67.16
IV
68.6%
B/E move
10.5%

40Δ

Calls
Pseudo strike
75.28
IV
58.0%
B/E move
10.6%
Puts
Pseudo strike
68.99
IV
65.4%
B/E move
8.7%

45Δ

Calls
Pseudo strike
73.73
IV
59.2%
B/E move
9.4%
Puts
Pseudo strike
70.71
IV
66.4%
B/E move
7.6%

50Δ

Calls
Pseudo strike
72.28
IV
62.1%
B/E move
8.5%
Puts
Pseudo strike
72.28
IV
62.4%
B/E move
6.2%

55Δ

Calls
Pseudo strike
70.69
IV
65.8%
B/E move
7.7%
Puts
Pseudo strike
73.85
IV
60.8%
B/E move
5.1%

60Δ

Calls
Pseudo strike
69.01
IV
63.5%
B/E move
6.2%
Puts
Pseudo strike
75.36
IV
59.1%
B/E move
4.1%

65Δ

Calls
Pseudo strike
67.27
IV
65.9%
B/E move
5.4%
Puts
Pseudo strike
77.10
IV
59.1%
B/E move
3.3%

70Δ

Calls
Pseudo strike
65.04
IV
73.0%
B/E move
4.9%
Puts
Pseudo strike
78.36
IV
55.2%
B/E move
2.5%

75Δ

Calls
Pseudo strike
62.77
IV
75.4%
B/E move
4.0%
Puts
Pseudo strike
81.37
IV
60.4%
B/E move
2.0%

80Δ

Calls
Pseudo strike
59.40
IV
86.3%
B/E move
3.5%
Puts
Pseudo strike
83.18
IV
58.1%
B/E move
1.4%

Options history

TQQQ61.2361.2961.352026-10-19T19:59:54.106000+00:00: 61.29%Oct 19Oct 19
Table
ObservationIVSkewImplied move
61.29%20.64 pp14.64%