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ProShares Ultra 20+ Year Treasury UBT

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Market datapartial · fetched 2026-10-22T23:45:26.813Z

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 · 2026-10-22T23:18:25.270562629Z

FundamentalsAlpha Vantage · unavailable

Share price$14.70
1D+1.8%
AH$14.39$14.48$14.57$14.66$14.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUBT
Sold putSold callAH

ProShares Ultra 20+ Year Treasury options

Live interpolated UBT call and put midpoint premiums by absolute delta.ProShares Ultra 20+ Year Treasury$0.25$0.75$1.26$1.76$2.27$12.43$13.49$14.54$15.59$16.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UBT spot · $14.70UBT PRICE$0.30$0.31$0.33$0.33$0.33$0.35$0.40$0.45$0.49$0.54$0.59$0.64$0.68$0.33$0.37$0.41$0.46$0.51$0.56$0.62$0.67$0.87$1.09$1.31$1.59$2.12
PutsExpensive1.35×
CallsCheap0.85×
SkewBearish+12.25 pp
Implied moveBearish±$1.01
TiltBearish31.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.9072.2%23.8%12.5571.4%16.9%
25Δ16.8357.7%16.6%13.1560.8%13.1%
30Δ15.9244.8%10.5%13.7550.2%9.2%
35Δ15.5537.3%8.0%14.1344.2%7.0%
40Δ15.1829.9%5.4%14.3441.3%5.9%
45Δ14.9425.8%4.0%14.5538.4%4.9%
50Δ14.8424.5%3.6%14.7635.6%3.8%
55Δ14.7323.3%3.2%14.9732.7%2.7%
60Δ14.6322.1%2.9%15.2434.4%2.3%
65Δ14.5220.9%2.5%15.5136.7%1.9%
70Δ14.4119.7%2.1%15.7739.0%1.6%
75Δ14.3118.5%1.7%16.1041.8%1.3%
80Δ14.2017.2%1.3%16.6746.8%1.0%

20Δ

Calls
Pseudo strike
17.90
IV
72.2%
B/E move
23.8%
Puts
Pseudo strike
12.55
IV
71.4%
B/E move
16.9%

25Δ

Calls
Pseudo strike
16.83
IV
57.7%
B/E move
16.6%
Puts
Pseudo strike
13.15
IV
60.8%
B/E move
13.1%

30Δ

Calls
Pseudo strike
15.92
IV
44.8%
B/E move
10.5%
Puts
Pseudo strike
13.75
IV
50.2%
B/E move
9.2%

35Δ

Calls
Pseudo strike
15.55
IV
37.3%
B/E move
8.0%
Puts
Pseudo strike
14.13
IV
44.2%
B/E move
7.0%

40Δ

Calls
Pseudo strike
15.18
IV
29.9%
B/E move
5.4%
Puts
Pseudo strike
14.34
IV
41.3%
B/E move
5.9%

45Δ

Calls
Pseudo strike
14.94
IV
25.8%
B/E move
4.0%
Puts
Pseudo strike
14.55
IV
38.4%
B/E move
4.9%

50Δ

Calls
Pseudo strike
14.84
IV
24.5%
B/E move
3.6%
Puts
Pseudo strike
14.76
IV
35.6%
B/E move
3.8%

55Δ

Calls
Pseudo strike
14.73
IV
23.3%
B/E move
3.2%
Puts
Pseudo strike
14.97
IV
32.7%
B/E move
2.7%

60Δ

Calls
Pseudo strike
14.63
IV
22.1%
B/E move
2.9%
Puts
Pseudo strike
15.24
IV
34.4%
B/E move
2.3%

65Δ

Calls
Pseudo strike
14.52
IV
20.9%
B/E move
2.5%
Puts
Pseudo strike
15.51
IV
36.7%
B/E move
1.9%

70Δ

Calls
Pseudo strike
14.41
IV
19.7%
B/E move
2.1%
Puts
Pseudo strike
15.77
IV
39.0%
B/E move
1.6%

75Δ

Calls
Pseudo strike
14.31
IV
18.5%
B/E move
1.7%
Puts
Pseudo strike
16.10
IV
41.8%
B/E move
1.3%

80Δ

Calls
Pseudo strike
14.20
IV
17.2%
B/E move
1.3%
Puts
Pseudo strike
16.67
IV
46.8%
B/E move
1.0%

Options history

No recorded observations