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ProShares UltraShort Russell2000 TWM

i

Market dataready · fetched 2026-11-12T00:56:30.215Z

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 · 2026-11-12T00:53:15.624127774Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:56:29.614767+00:00

Share price$23.29
1D+0.1%
AH$23.07$23.15$23.24$23.33$23.425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTWM
Sold putSold callAH

ProShares UltraShort Russell2000 options

Live interpolated TWM call and put midpoint premiums by absolute delta.ProShares UltraShort Russell2000$0.16$0.68$1.20$1.72$2.24$21.04$22.30$23.55$24.81$26.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TWM spot · $23.29TWM PRICE$0.22$0.27$0.30$0.34$0.42$0.50$0.57$0.65$0.72$0.85$0.98$1.11$1.24$0.25$0.29$0.34$0.38$0.42$0.56$0.69$0.82$0.96$1.11$1.42$1.73$2.09
PutsFair0.98×
CallsCheap0.92×
SkewBearish+6.04 pp
Implied moveBearish±$1.26
TiltBearish15.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.2456.4%9.3%21.5761.3%8.5%
25Δ24.7752.4%7.5%22.1152.3%6.3%
30Δ24.3345.9%5.8%22.4048.0%5.2%
35Δ23.9540.9%4.3%22.7043.6%4.2%
40Δ23.7640.4%3.8%22.9939.3%3.1%
45Δ23.5739.9%3.3%23.2040.5%2.8%
50Δ23.3839.4%2.9%23.4141.8%2.5%
55Δ23.1938.8%2.4%23.6143.2%2.1%
60Δ23.0038.3%1.9%23.8244.5%1.8%
65Δ22.8137.6%1.6%24.0446.1%1.5%
70Δ22.6236.9%1.3%24.4149.2%1.3%
75Δ22.4336.1%1.1%24.7752.4%1.1%
80Δ22.2435.4%0.8%25.1954.7%0.8%

20Δ

Calls
Pseudo strike
25.24
IV
56.4%
B/E move
9.3%
Puts
Pseudo strike
21.57
IV
61.3%
B/E move
8.5%

25Δ

Calls
Pseudo strike
24.77
IV
52.4%
B/E move
7.5%
Puts
Pseudo strike
22.11
IV
52.3%
B/E move
6.3%

30Δ

Calls
Pseudo strike
24.33
IV
45.9%
B/E move
5.8%
Puts
Pseudo strike
22.40
IV
48.0%
B/E move
5.2%

35Δ

Calls
Pseudo strike
23.95
IV
40.9%
B/E move
4.3%
Puts
Pseudo strike
22.70
IV
43.6%
B/E move
4.2%

40Δ

Calls
Pseudo strike
23.76
IV
40.4%
B/E move
3.8%
Puts
Pseudo strike
22.99
IV
39.3%
B/E move
3.1%

45Δ

Calls
Pseudo strike
23.57
IV
39.9%
B/E move
3.3%
Puts
Pseudo strike
23.20
IV
40.5%
B/E move
2.8%

50Δ

Calls
Pseudo strike
23.38
IV
39.4%
B/E move
2.9%
Puts
Pseudo strike
23.41
IV
41.8%
B/E move
2.5%

55Δ

Calls
Pseudo strike
23.19
IV
38.8%
B/E move
2.4%
Puts
Pseudo strike
23.61
IV
43.2%
B/E move
2.1%

60Δ

Calls
Pseudo strike
23.00
IV
38.3%
B/E move
1.9%
Puts
Pseudo strike
23.82
IV
44.5%
B/E move
1.8%

65Δ

Calls
Pseudo strike
22.81
IV
37.6%
B/E move
1.6%
Puts
Pseudo strike
24.04
IV
46.1%
B/E move
1.5%

70Δ

Calls
Pseudo strike
22.62
IV
36.9%
B/E move
1.3%
Puts
Pseudo strike
24.41
IV
49.2%
B/E move
1.3%

75Δ

Calls
Pseudo strike
22.43
IV
36.1%
B/E move
1.1%
Puts
Pseudo strike
24.77
IV
52.4%
B/E move
1.1%

80Δ

Calls
Pseudo strike
22.24
IV
35.4%
B/E move
0.8%
Puts
Pseudo strike
25.19
IV
54.7%
B/E move
0.8%

Options history

IV · four-Friday blend45.80%
Daily EOD
TWM42.5%44.3%46.0%2026-10-19: 44.07%2026-10-20: 42.97%2026-10-21: 42.72%2026-10-22: 44.10%2026-10-23: 44.00%2026-10-26: 43.62%2026-10-27: 42.76%2026-10-28: 43.68%2026-10-29: 43.80%2026-10-30: 45.80%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
44.07%
42.97%
42.72%
44.10%
44.00%
43.62%
42.76%
43.68%
43.80%
45.80%