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ProShares UltraShort Russell2000 TWM

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Market datapartial · fetched 2026-10-22T18:37:40.615Z

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 · 2026-10-22T18:34:42.594405328Z

FundamentalsAlpha Vantage · unavailable

Share price$24.56
1D-0.6%
$24.34$24.45$24.57$24.69$24.805:30 AM6:30 AM9:00 AM1:00 PMTWM
Sold putSold call

ProShares UltraShort Russell2000 options

Live interpolated TWM call and put midpoint premiums by absolute delta.ProShares UltraShort Russell2000$0.22$1.30$2.39$3.47$4.55$20.89$22.71$24.53$26.35$28.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TWM spot · $24.56TWM PRICE$0.34$0.45$0.56$0.67$0.78$0.88$1.05$1.25$1.46$1.65$1.85$2.04$2.62$0.36$0.47$0.58$0.70$0.83$1.03$1.22$1.44$1.69$1.94$2.55$3.22$4.24
PutsExpensive1.28×
CallsExpensive1.12×
SkewBearish+0.90 pp
Implied moveBearish±$2.27
TiltBearish13.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.7946.3%14.5%22.3442.9%10.5%
25Δ27.2045.4%12.6%22.7941.8%9.1%
30Δ26.6244.5%10.7%23.2440.8%7.8%
35Δ26.0443.7%8.7%23.6939.7%6.4%
40Δ25.6042.0%7.4%24.1139.2%5.2%
45Δ25.1740.2%6.1%24.4639.8%4.6%
50Δ24.7840.1%5.2%24.8140.5%4.0%
55Δ24.4341.1%4.6%25.1740.9%3.4%
60Δ24.0742.2%3.9%25.5641.1%2.8%
65Δ23.7241.4%3.3%25.9541.3%2.3%
70Δ23.3740.2%2.7%26.6544.7%1.9%
75Δ23.0238.9%2.0%27.4048.6%1.5%
80Δ22.3339.4%1.6%28.4955.7%1.3%

20Δ

Calls
Pseudo strike
27.79
IV
46.3%
B/E move
14.5%
Puts
Pseudo strike
22.34
IV
42.9%
B/E move
10.5%

25Δ

Calls
Pseudo strike
27.20
IV
45.4%
B/E move
12.6%
Puts
Pseudo strike
22.79
IV
41.8%
B/E move
9.1%

30Δ

Calls
Pseudo strike
26.62
IV
44.5%
B/E move
10.7%
Puts
Pseudo strike
23.24
IV
40.8%
B/E move
7.8%

35Δ

Calls
Pseudo strike
26.04
IV
43.7%
B/E move
8.7%
Puts
Pseudo strike
23.69
IV
39.7%
B/E move
6.4%

40Δ

Calls
Pseudo strike
25.60
IV
42.0%
B/E move
7.4%
Puts
Pseudo strike
24.11
IV
39.2%
B/E move
5.2%

45Δ

Calls
Pseudo strike
25.17
IV
40.2%
B/E move
6.1%
Puts
Pseudo strike
24.46
IV
39.8%
B/E move
4.6%

50Δ

Calls
Pseudo strike
24.78
IV
40.1%
B/E move
5.2%
Puts
Pseudo strike
24.81
IV
40.5%
B/E move
4.0%

55Δ

Calls
Pseudo strike
24.43
IV
41.1%
B/E move
4.6%
Puts
Pseudo strike
25.17
IV
40.9%
B/E move
3.4%

60Δ

Calls
Pseudo strike
24.07
IV
42.2%
B/E move
3.9%
Puts
Pseudo strike
25.56
IV
41.1%
B/E move
2.8%

65Δ

Calls
Pseudo strike
23.72
IV
41.4%
B/E move
3.3%
Puts
Pseudo strike
25.95
IV
41.3%
B/E move
2.3%

70Δ

Calls
Pseudo strike
23.37
IV
40.2%
B/E move
2.7%
Puts
Pseudo strike
26.65
IV
44.7%
B/E move
1.9%

75Δ

Calls
Pseudo strike
23.02
IV
38.9%
B/E move
2.0%
Puts
Pseudo strike
27.40
IV
48.6%
B/E move
1.5%

80Δ

Calls
Pseudo strike
22.33
IV
39.4%
B/E move
1.6%
Puts
Pseudo strike
28.49
IV
55.7%
B/E move
1.3%

Options history

No recorded observations