IntraAlpha
Create free account Start free

ProShares UltraPro Short 20+ Year Treasury TTT

i

Market datapartial · fetched 2026-10-22T23:45:24.301Z

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 · 2026-10-22T22:30:00.002267084Z

FundamentalsAlpha Vantage · unavailable

Share price$76.00
1D-2.6%
AH$74.96$75.78$76.59$77.41$78.235:30 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$0.72$3.21$5.71$8.20$10.69$61.33$69.99$78.66$87.33$95.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TTT spot · $76.00TTT PRICE$0.99$1.04$1.41$1.82$2.16$2.52$2.79$3.04$3.57$4.19$4.69$5.40$5.99$1.05$1.08$1.47$1.76$2.13$2.65$3.15$3.74$4.56$5.49$6.25$7.88$9.97
PutsCheap0.69×
CallsCheap0.89×
SkewBearish+1.35 pp
Implied moveBearish±$5.94
TiltBearish12.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ85.3344.1%13.6%69.4241.7%10.0%
25Δ81.6833.9%8.9%72.0032.2%6.7%
30Δ80.8736.4%8.3%72.8334.1%6.1%
35Δ79.9338.2%7.6%73.8533.2%5.1%
40Δ78.7537.5%6.5%74.7833.0%4.4%
45Δ77.6636.8%5.5%75.6834.2%3.9%
50Δ76.6334.7%4.5%76.6034.6%3.4%
55Δ75.6832.2%3.6%77.5835.0%2.8%
60Δ74.7832.9%3.1%78.6936.7%2.5%
65Δ73.8333.7%2.7%79.9338.1%2.1%
70Δ72.9432.8%2.1%81.0537.6%1.6%
75Δ71.9332.8%1.7%82.9140.7%1.3%
80Δ71.0231.5%1.3%85.2543.8%1.0%

20Δ

Calls
Pseudo strike
85.33
IV
44.1%
B/E move
13.6%
Puts
Pseudo strike
69.42
IV
41.7%
B/E move
10.0%

25Δ

Calls
Pseudo strike
81.68
IV
33.9%
B/E move
8.9%
Puts
Pseudo strike
72.00
IV
32.2%
B/E move
6.7%

30Δ

Calls
Pseudo strike
80.87
IV
36.4%
B/E move
8.3%
Puts
Pseudo strike
72.83
IV
34.1%
B/E move
6.1%

35Δ

Calls
Pseudo strike
79.93
IV
38.2%
B/E move
7.6%
Puts
Pseudo strike
73.85
IV
33.2%
B/E move
5.1%

40Δ

Calls
Pseudo strike
78.75
IV
37.5%
B/E move
6.5%
Puts
Pseudo strike
74.78
IV
33.0%
B/E move
4.4%

45Δ

Calls
Pseudo strike
77.66
IV
36.8%
B/E move
5.5%
Puts
Pseudo strike
75.68
IV
34.2%
B/E move
3.9%

50Δ

Calls
Pseudo strike
76.63
IV
34.7%
B/E move
4.5%
Puts
Pseudo strike
76.60
IV
34.6%
B/E move
3.4%

55Δ

Calls
Pseudo strike
75.68
IV
32.2%
B/E move
3.6%
Puts
Pseudo strike
77.58
IV
35.0%
B/E move
2.8%

60Δ

Calls
Pseudo strike
74.78
IV
32.9%
B/E move
3.1%
Puts
Pseudo strike
78.69
IV
36.7%
B/E move
2.5%

65Δ

Calls
Pseudo strike
73.83
IV
33.7%
B/E move
2.7%
Puts
Pseudo strike
79.93
IV
38.1%
B/E move
2.1%

70Δ

Calls
Pseudo strike
72.94
IV
32.8%
B/E move
2.1%
Puts
Pseudo strike
81.05
IV
37.6%
B/E move
1.6%

75Δ

Calls
Pseudo strike
71.93
IV
32.8%
B/E move
1.7%
Puts
Pseudo strike
82.91
IV
40.7%
B/E move
1.3%

80Δ

Calls
Pseudo strike
71.02
IV
31.5%
B/E move
1.3%
Puts
Pseudo strike
85.25
IV
43.8%
B/E move
1.0%

Options history

No recorded observations