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ProShares Ultra 20+ Year Treasury UBT

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Market dataready · fetched 2026-11-12T01:41:44.343Z

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 · 2026-11-12T01:00:00.125408356Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:41:43.986949+00:00

Share price$14.45
1D+0.9%
AH$14.27$14.33$14.40$14.46$14.525:30 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$0.18$0.51$0.84$1.16$1.49$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEUBT PRICE$0.21$0.23$0.24$0.25$0.31$0.43$0.55$0.67$0.80$0.92$1.04$1.16$1.28$1.40
PutsExpensive1.83×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.5291.8%15.8%13.0485.5%11.3%
25Δ13.4371.3%8.7%
30Δ13.8157.2%6.1%
35Δ14.0950.5%4.6%
40Δ14.2750.7%4.2%
45Δ14.4550.8%3.8%
50Δ14.6351.0%3.4%
55Δ14.8151.1%3.0%
60Δ14.9951.3%2.6%
65Δ15.1751.5%2.2%
70Δ15.3451.6%1.8%
75Δ15.5251.8%1.4%
80Δ15.7051.9%1.0%

20Δ

Calls
Pseudo strike
16.52
IV
91.8%
B/E move
15.8%
Puts
Pseudo strike
13.04
IV
85.5%
B/E move
11.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.43
IV
71.3%
B/E move
8.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.81
IV
57.2%
B/E move
6.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.09
IV
50.5%
B/E move
4.6%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.27
IV
50.7%
B/E move
4.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.45
IV
50.8%
B/E move
3.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.63
IV
51.0%
B/E move
3.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.81
IV
51.1%
B/E move
3.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.99
IV
51.3%
B/E move
2.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.17
IV
51.5%
B/E move
2.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.34
IV
51.6%
B/E move
1.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.52
IV
51.8%
B/E move
1.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.70
IV
51.9%
B/E move
1.0%

Options history

IV · four-Friday blend27.37%
Daily EOD
UBT15.6%101.0%186.4%2026-10-19: 156.32%2026-10-20: 174.62%2026-10-21: 121.61%2026-10-22: 100.87%2026-10-23: 29.01%2026-10-26: 28.15%2026-10-27: 27.80%2026-10-29: 27.76%2026-10-30: 27.37%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
156.32%
174.62%
121.61%
100.87%
29.01%
28.15%
27.80%
27.76%
27.37%