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ProShares UltraShort Russell2000 TWM

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Market datapartial · fetched 2026-10-22T21:40:38.633Z

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 · 2026-10-22T20:53:01.948334656Z

FundamentalsAlpha Vantage · unavailable

Share price$24.49
1D-0.8%
AH$24.34$24.45$24.57$24.69$24.805:30 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$0.24$1.14$2.05$2.95$3.85$21.02$22.78$24.54$26.30$28.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TWM spot · $24.49TWM PRICE$0.35$0.46$0.56$0.66$0.78$0.90$1.04$1.18$1.33$1.59$1.86$2.14$2.41$0.33$0.42$0.54$0.67$0.80$0.99$1.17$1.37$1.61$1.85$2.29$2.91$3.59
PutsExpensive1.20×
CallsExpensive1.13×
SkewBullish-1.48 pp
Implied moveBearish±$2.21
TiltBearish9.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.8348.4%15.1%22.4041.2%9.9%
25Δ27.1347.2%12.6%22.9638.5%8.0%
30Δ26.5245.4%10.6%23.3338.2%6.9%
35Δ25.9543.5%8.7%23.6938.1%6.0%
40Δ25.5342.2%7.4%24.0538.0%5.1%
45Δ25.1040.9%6.2%24.3938.5%4.5%
50Δ24.7440.0%5.2%24.7339.0%3.8%
55Δ24.3939.2%4.4%25.0739.5%3.2%
60Δ24.0438.5%3.6%25.4439.5%2.7%
65Δ23.6639.3%3.1%25.8139.5%2.2%
70Δ23.2740.4%2.6%26.3541.7%1.8%
75Δ22.8840.8%2.1%27.0446.0%1.5%
80Δ22.4939.4%1.7%27.8248.2%1.1%

20Δ

Calls
Pseudo strike
27.83
IV
48.4%
B/E move
15.1%
Puts
Pseudo strike
22.40
IV
41.2%
B/E move
9.9%

25Δ

Calls
Pseudo strike
27.13
IV
47.2%
B/E move
12.6%
Puts
Pseudo strike
22.96
IV
38.5%
B/E move
8.0%

30Δ

Calls
Pseudo strike
26.52
IV
45.4%
B/E move
10.6%
Puts
Pseudo strike
23.33
IV
38.2%
B/E move
6.9%

35Δ

Calls
Pseudo strike
25.95
IV
43.5%
B/E move
8.7%
Puts
Pseudo strike
23.69
IV
38.1%
B/E move
6.0%

40Δ

Calls
Pseudo strike
25.53
IV
42.2%
B/E move
7.4%
Puts
Pseudo strike
24.05
IV
38.0%
B/E move
5.1%

45Δ

Calls
Pseudo strike
25.10
IV
40.9%
B/E move
6.2%
Puts
Pseudo strike
24.39
IV
38.5%
B/E move
4.5%

50Δ

Calls
Pseudo strike
24.74
IV
40.0%
B/E move
5.2%
Puts
Pseudo strike
24.73
IV
39.0%
B/E move
3.8%

55Δ

Calls
Pseudo strike
24.39
IV
39.2%
B/E move
4.4%
Puts
Pseudo strike
25.07
IV
39.5%
B/E move
3.2%

60Δ

Calls
Pseudo strike
24.04
IV
38.5%
B/E move
3.6%
Puts
Pseudo strike
25.44
IV
39.5%
B/E move
2.7%

65Δ

Calls
Pseudo strike
23.66
IV
39.3%
B/E move
3.1%
Puts
Pseudo strike
25.81
IV
39.5%
B/E move
2.2%

70Δ

Calls
Pseudo strike
23.27
IV
40.4%
B/E move
2.6%
Puts
Pseudo strike
26.35
IV
41.7%
B/E move
1.8%

75Δ

Calls
Pseudo strike
22.88
IV
40.8%
B/E move
2.1%
Puts
Pseudo strike
27.04
IV
46.0%
B/E move
1.5%

80Δ

Calls
Pseudo strike
22.49
IV
39.4%
B/E move
1.7%
Puts
Pseudo strike
27.82
IV
48.2%
B/E move
1.1%

Options history

No recorded observations