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ProShares UltraShort Russell2000 TWM

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Market datapartial · fetched 2026-10-22T19:22:36.610Z

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 · 2026-10-22T19:22:32.111047086Z

FundamentalsAlpha Vantage · unavailable

Share price$24.48
1D-0.9%
$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$0.26$1.14$2.03$2.92$3.81$20.93$22.76$24.59$26.42$28.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TWM spot · $24.48TWM PRICE$0.35$0.46$0.57$0.68$0.79$0.90$1.09$1.30$1.51$1.72$1.92$2.36$3.22$0.36$0.42$0.54$0.66$0.80$0.98$1.17$1.36$1.60$1.84$2.25$2.87$3.55
PutsExpensive1.23×
CallsExpensive1.19×
SkewBullish-3.16 pp
Implied moveBearish±$2.26
TiltBearish4.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.8348.5%15.1%21.4752.4%13.8%
25Δ27.1247.3%12.7%22.8839.3%8.2%
30Δ26.5446.0%10.7%23.3338.1%6.9%
35Δ25.9844.7%8.9%23.6837.9%6.0%
40Δ25.5442.9%7.6%24.0437.9%5.1%
45Δ25.1041.2%6.2%24.3838.4%4.4%
50Δ24.7141.8%5.4%24.7138.8%3.8%
55Δ24.3543.0%4.8%25.0639.2%3.2%
60Δ23.9844.2%4.1%25.4339.2%2.7%
65Δ23.6143.1%3.4%25.7939.2%2.2%
70Δ23.2442.1%2.8%26.3141.1%1.7%
75Δ22.6543.2%2.2%27.0045.5%1.5%
80Δ21.7147.8%1.8%27.7747.7%1.1%

20Δ

Calls
Pseudo strike
27.83
IV
48.5%
B/E move
15.1%
Puts
Pseudo strike
21.47
IV
52.4%
B/E move
13.8%

25Δ

Calls
Pseudo strike
27.12
IV
47.3%
B/E move
12.7%
Puts
Pseudo strike
22.88
IV
39.3%
B/E move
8.2%

30Δ

Calls
Pseudo strike
26.54
IV
46.0%
B/E move
10.7%
Puts
Pseudo strike
23.33
IV
38.1%
B/E move
6.9%

35Δ

Calls
Pseudo strike
25.98
IV
44.7%
B/E move
8.9%
Puts
Pseudo strike
23.68
IV
37.9%
B/E move
6.0%

40Δ

Calls
Pseudo strike
25.54
IV
42.9%
B/E move
7.6%
Puts
Pseudo strike
24.04
IV
37.9%
B/E move
5.1%

45Δ

Calls
Pseudo strike
25.10
IV
41.2%
B/E move
6.2%
Puts
Pseudo strike
24.38
IV
38.4%
B/E move
4.4%

50Δ

Calls
Pseudo strike
24.71
IV
41.8%
B/E move
5.4%
Puts
Pseudo strike
24.71
IV
38.8%
B/E move
3.8%

55Δ

Calls
Pseudo strike
24.35
IV
43.0%
B/E move
4.8%
Puts
Pseudo strike
25.06
IV
39.2%
B/E move
3.2%

60Δ

Calls
Pseudo strike
23.98
IV
44.2%
B/E move
4.1%
Puts
Pseudo strike
25.43
IV
39.2%
B/E move
2.7%

65Δ

Calls
Pseudo strike
23.61
IV
43.1%
B/E move
3.4%
Puts
Pseudo strike
25.79
IV
39.2%
B/E move
2.2%

70Δ

Calls
Pseudo strike
23.24
IV
42.1%
B/E move
2.8%
Puts
Pseudo strike
26.31
IV
41.1%
B/E move
1.7%

75Δ

Calls
Pseudo strike
22.65
IV
43.2%
B/E move
2.2%
Puts
Pseudo strike
27.00
IV
45.5%
B/E move
1.5%

80Δ

Calls
Pseudo strike
21.71
IV
47.8%
B/E move
1.8%
Puts
Pseudo strike
27.77
IV
47.7%
B/E move
1.1%

Options history

No recorded observations