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ProShares UltraPro Short 20+ Year Treasury TTT

i

Market dataready · fetched 2026-11-12T01:40:29.391Z

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 · 2026-11-12T01:00:00.121339657Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:40:28.899030+00:00

Share price$77.46
1D-0.2%
AH$77.60$77.68$77.76$77.84$77.925:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTTT
Sold putSold callAH

ProShares UltraPro Short 20+ Year Treasury options

Live interpolated TTT call and put midpoint premiums by absolute delta.ProShares UltraPro Short 20+ Year Treasury$0.35$1.35$2.36$3.36$4.37$73.08$75.69$78.31$80.93$83.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TTT spot · $77.46TTT PRICE$0.56$0.63$0.78$0.94$1.08$1.20$1.43$1.67$1.97$2.30$2.67$3.05$4.08$0.46$0.55$0.65$0.76$0.88$1.03$1.22$1.40$1.60$1.79$1.99$2.38$2.77
PutsExpensive1.45×
CallsCheap0.79×
SkewBullish-7.87 pp
Implied moveBullish±$2.65
TiltBullish12.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ82.2042.8%6.8%74.3133.3%4.6%
25Δ80.6836.0%5.0%75.1930.1%3.6%
30Δ79.8934.5%4.1%75.8527.6%2.9%
35Δ79.2533.6%3.5%76.3526.1%2.4%
40Δ78.6632.1%2.9%76.8124.8%2.0%
45Δ78.0930.1%2.4%77.2224.2%1.6%
50Δ77.6130.0%2.0%77.5924.2%1.4%
55Δ77.1530.3%1.8%77.9624.2%1.2%
60Δ76.6630.8%1.5%78.3123.6%1.0%
65Δ76.1631.3%1.3%78.6622.9%0.8%
70Δ75.6231.6%1.1%79.0122.2%0.6%
75Δ75.0731.6%0.9%79.5122.7%0.4%
80Δ73.9736.8%0.8%80.0023.2%0.3%

20Δ

Calls
Pseudo strike
82.20
IV
42.8%
B/E move
6.8%
Puts
Pseudo strike
74.31
IV
33.3%
B/E move
4.6%

25Δ

Calls
Pseudo strike
80.68
IV
36.0%
B/E move
5.0%
Puts
Pseudo strike
75.19
IV
30.1%
B/E move
3.6%

30Δ

Calls
Pseudo strike
79.89
IV
34.5%
B/E move
4.1%
Puts
Pseudo strike
75.85
IV
27.6%
B/E move
2.9%

35Δ

Calls
Pseudo strike
79.25
IV
33.6%
B/E move
3.5%
Puts
Pseudo strike
76.35
IV
26.1%
B/E move
2.4%

40Δ

Calls
Pseudo strike
78.66
IV
32.1%
B/E move
2.9%
Puts
Pseudo strike
76.81
IV
24.8%
B/E move
2.0%

45Δ

Calls
Pseudo strike
78.09
IV
30.1%
B/E move
2.4%
Puts
Pseudo strike
77.22
IV
24.2%
B/E move
1.6%

50Δ

Calls
Pseudo strike
77.61
IV
30.0%
B/E move
2.0%
Puts
Pseudo strike
77.59
IV
24.2%
B/E move
1.4%

55Δ

Calls
Pseudo strike
77.15
IV
30.3%
B/E move
1.8%
Puts
Pseudo strike
77.96
IV
24.2%
B/E move
1.2%

60Δ

Calls
Pseudo strike
76.66
IV
30.8%
B/E move
1.5%
Puts
Pseudo strike
78.31
IV
23.6%
B/E move
1.0%

65Δ

Calls
Pseudo strike
76.16
IV
31.3%
B/E move
1.3%
Puts
Pseudo strike
78.66
IV
22.9%
B/E move
0.8%

70Δ

Calls
Pseudo strike
75.62
IV
31.6%
B/E move
1.1%
Puts
Pseudo strike
79.01
IV
22.2%
B/E move
0.6%

75Δ

Calls
Pseudo strike
75.07
IV
31.6%
B/E move
0.9%
Puts
Pseudo strike
79.51
IV
22.7%
B/E move
0.4%

80Δ

Calls
Pseudo strike
73.97
IV
36.8%
B/E move
0.8%
Puts
Pseudo strike
80.00
IV
23.2%
B/E move
0.3%

Options history

IV · four-Friday blend32.85%
Daily EOD
TTT32.1%33.3%34.5%2026-10-19: 33.30%2026-10-20: 33.74%2026-10-21: 34.36%2026-10-22: 34.32%2026-10-23: 33.98%2026-10-26: 34.09%2026-10-27: 33.34%2026-10-28: 32.30%2026-10-29: 32.54%2026-10-30: 32.85%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
33.30%
33.74%
34.36%
34.32%
33.98%
34.09%
33.34%
32.30%
32.54%
32.85%