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ProShares Ultra MSCI Brazil Capped UBR

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Market dataready · fetched 2026-11-12T01:36:14.688Z

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 · 2026-11-12T01:00:00.126920899Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:36:14.124817+00:00

Share price$22.98
1D+0.0%
AH$22.95$22.96$22.96$22.97$22.975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUBR
Sold putSold callAH

ProShares Ultra MSCI Brazil Capped options

Live interpolated UBR call and put midpoint premiums by absolute delta.ProShares Ultra MSCI Brazil Capped$0.37$0.86$1.35$1.84$2.34$20.33$21.77$23.22$24.66$26.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive UBR spot · $22.98UBR PRICE$0.42$0.46$0.52$0.59$0.66$0.72$0.78$0.92$1.12$1.31$1.53$1.86$2.19$0.46$0.51$0.57$0.63$0.69$0.76$0.86$1.03$1.20$1.37
Puts——
CallsExpensive1.41×
Skew——
Implied moveBearish±$1.64
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.17114.8%20.1%20.24107.8%13.9%
25Δ25.7094.3%13.9%21.1290.1%10.3%
30Δ24.8382.2%10.3%21.6979.4%8.1%
35Δ24.2775.3%8.2%22.1571.0%6.4%
40Δ23.8269.0%6.5%22.4765.2%5.2%
45Δ23.4763.3%5.3%22.7959.4%4.1%
50Δ23.1357.5%4.0%23.1055.8%3.2%
55Δ22.8256.8%3.3%23.3756.1%2.8%
60Δ22.5358.9%2.9%23.6456.4%2.4%
65Δ22.2461.1%2.5%23.9156.7%1.9%
70Δ21.9363.3%2.1%
75Δ21.5266.2%1.7%
80Δ21.1069.1%1.4%

20Δ

Calls
Pseudo strike
27.17
IV
114.8%
B/E move
20.1%
Puts
Pseudo strike
20.24
IV
107.8%
B/E move
13.9%

25Δ

Calls
Pseudo strike
25.70
IV
94.3%
B/E move
13.9%
Puts
Pseudo strike
21.12
IV
90.1%
B/E move
10.3%

30Δ

Calls
Pseudo strike
24.83
IV
82.2%
B/E move
10.3%
Puts
Pseudo strike
21.69
IV
79.4%
B/E move
8.1%

35Δ

Calls
Pseudo strike
24.27
IV
75.3%
B/E move
8.2%
Puts
Pseudo strike
22.15
IV
71.0%
B/E move
6.4%

40Δ

Calls
Pseudo strike
23.82
IV
69.0%
B/E move
6.5%
Puts
Pseudo strike
22.47
IV
65.2%
B/E move
5.2%

45Δ

Calls
Pseudo strike
23.47
IV
63.3%
B/E move
5.3%
Puts
Pseudo strike
22.79
IV
59.4%
B/E move
4.1%

50Δ

Calls
Pseudo strike
23.13
IV
57.5%
B/E move
4.0%
Puts
Pseudo strike
23.10
IV
55.8%
B/E move
3.2%

55Δ

Calls
Pseudo strike
22.82
IV
56.8%
B/E move
3.3%
Puts
Pseudo strike
23.37
IV
56.1%
B/E move
2.8%

60Δ

Calls
Pseudo strike
22.53
IV
58.9%
B/E move
2.9%
Puts
Pseudo strike
23.64
IV
56.4%
B/E move
2.4%

65Δ

Calls
Pseudo strike
22.24
IV
61.1%
B/E move
2.5%
Puts
Pseudo strike
23.91
IV
56.7%
B/E move
1.9%

70Δ

Calls
Pseudo strike
21.93
IV
63.3%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
21.52
IV
66.2%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
21.10
IV
69.1%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend64.66%
Daily EOD
UBR62.0%80.0%98.1%2026-10-19: 88.53%2026-10-20: 89.29%2026-10-21: 92.22%2026-10-23: 95.58%2026-10-27: 68.49%2026-10-28: 64.94%2026-10-29: 64.49%2026-10-30: 64.66%Oct 19Oct 23Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
88.53%
89.29%
92.22%
95.58%
68.49%
64.94%
64.49%
64.66%