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ProShares UltraPro Short 20+ Year Treasury TTT

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Market datapartial · fetched 2026-10-22T19:26:51.470Z

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 · 2026-10-22T19:19:37.800257267Z

FundamentalsAlpha Vantage · unavailable

Share price$75.21
1D-3.6%
$74.96$75.78$76.59$77.41$78.235:30 AM6:30 AM9:00 AM1:00 PMTTT
Sold putSold call

ProShares UltraPro Short 20+ Year Treasury options

Live interpolated TTT call and put midpoint premiums by absolute delta.ProShares UltraPro Short 20+ Year Treasury$0.75$2.74$4.73$6.73$8.72$60.58$69.45$78.33$87.20$96.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TTT spot · $75.21TTT PRICE$0.96$1.14$1.54$1.95$2.33$2.73$2.94$3.52$4.21$4.86$5.67$6.57$8.14$1.00$1.28$1.61$1.86$2.19$2.68$3.10$3.56$4.20$5.00$5.70$6.32
PutsCheap0.57×
CallsFair1.01×
SkewBullish-10.38 pp
Implied moveBullish±$5.61
TiltBullish9.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ84.2443.1%13.3%
25Δ81.4737.4%9.8%71.4430.5%6.3%
30Δ80.5840.2%9.2%72.4330.0%5.4%
35Δ79.4741.5%8.2%73.2330.7%4.8%
40Δ78.2241.1%7.1%74.1329.3%3.9%
45Δ77.0440.7%6.1%74.9229.0%3.3%
50Δ75.8536.9%4.8%75.7229.9%2.9%
55Δ74.8638.2%4.2%76.5129.7%2.4%
60Δ73.8039.7%3.7%77.3229.4%1.9%
65Δ72.7039.9%3.1%78.2229.9%1.6%
70Δ71.5140.6%2.6%79.2730.8%1.3%
75Δ70.2341.1%2.1%80.2330.4%0.9%
80Δ68.3643.0%1.7%81.1229.1%0.5%

20Δ

Calls
Pseudo strike
84.24
IV
43.1%
B/E move
13.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
81.47
IV
37.4%
B/E move
9.8%
Puts
Pseudo strike
71.44
IV
30.5%
B/E move
6.3%

30Δ

Calls
Pseudo strike
80.58
IV
40.2%
B/E move
9.2%
Puts
Pseudo strike
72.43
IV
30.0%
B/E move
5.4%

35Δ

Calls
Pseudo strike
79.47
IV
41.5%
B/E move
8.2%
Puts
Pseudo strike
73.23
IV
30.7%
B/E move
4.8%

40Δ

Calls
Pseudo strike
78.22
IV
41.1%
B/E move
7.1%
Puts
Pseudo strike
74.13
IV
29.3%
B/E move
3.9%

45Δ

Calls
Pseudo strike
77.04
IV
40.7%
B/E move
6.1%
Puts
Pseudo strike
74.92
IV
29.0%
B/E move
3.3%

50Δ

Calls
Pseudo strike
75.85
IV
36.9%
B/E move
4.8%
Puts
Pseudo strike
75.72
IV
29.9%
B/E move
2.9%

55Δ

Calls
Pseudo strike
74.86
IV
38.2%
B/E move
4.2%
Puts
Pseudo strike
76.51
IV
29.7%
B/E move
2.4%

60Δ

Calls
Pseudo strike
73.80
IV
39.7%
B/E move
3.7%
Puts
Pseudo strike
77.32
IV
29.4%
B/E move
1.9%

65Δ

Calls
Pseudo strike
72.70
IV
39.9%
B/E move
3.1%
Puts
Pseudo strike
78.22
IV
29.9%
B/E move
1.6%

70Δ

Calls
Pseudo strike
71.51
IV
40.6%
B/E move
2.6%
Puts
Pseudo strike
79.27
IV
30.8%
B/E move
1.3%

75Δ

Calls
Pseudo strike
70.23
IV
41.1%
B/E move
2.1%
Puts
Pseudo strike
80.23
IV
30.4%
B/E move
0.9%

80Δ

Calls
Pseudo strike
68.36
IV
43.0%
B/E move
1.7%
Puts
Pseudo strike
81.12
IV
29.1%
B/E move
0.5%

Options history

No recorded observations