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ProShares Ultra 20+ Year Treasury UBT

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Market datapartial · fetched 2026-10-23T03:19:16.256Z

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 · 2026-10-23T00:00:00.121137011Z

FundamentalsAlpha Vantage · unavailable

Share price$14.64
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$0.26$0.66$1.06$1.46$1.86$12.44$13.47$14.51$15.54$16.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UBT spot · $14.64UBT PRICE$0.30$0.32$0.33$0.33$0.33$0.37$0.43$0.48$0.54$0.60$0.65$0.71$0.77$0.33$0.37$0.40$0.45$0.50$0.54$0.59$0.64$0.75$0.97$1.18$1.39$1.75
PutsExpensive1.28×
CallsCheap0.89×
SkewBearish+8.60 pp
Implied moveBearish±$1.02
TiltBearish23.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.8773.0%24.1%12.5171.3%16.8%
25Δ16.7658.1%16.7%13.0960.9%13.1%
30Δ15.8845.3%10.7%13.6750.5%9.4%
35Δ15.4837.4%7.9%14.0843.3%6.8%
40Δ15.0729.4%5.2%14.2840.5%5.8%
45Δ14.9027.2%4.3%14.4837.7%4.8%
50Δ14.7726.2%3.8%14.6834.8%3.8%
55Δ14.6525.2%3.4%14.8832.0%2.8%
60Δ14.5224.2%2.9%15.0930.9%2.0%
65Δ14.3923.3%2.4%15.3532.8%1.7%
70Δ14.2722.3%1.9%15.6134.6%1.4%
75Δ14.1421.3%1.5%15.8736.5%1.1%
80Δ14.0220.4%1.0%16.2739.3%0.8%

20Δ

Calls
Pseudo strike
17.87
IV
73.0%
B/E move
24.1%
Puts
Pseudo strike
12.51
IV
71.3%
B/E move
16.8%

25Δ

Calls
Pseudo strike
16.76
IV
58.1%
B/E move
16.7%
Puts
Pseudo strike
13.09
IV
60.9%
B/E move
13.1%

30Δ

Calls
Pseudo strike
15.88
IV
45.3%
B/E move
10.7%
Puts
Pseudo strike
13.67
IV
50.5%
B/E move
9.4%

35Δ

Calls
Pseudo strike
15.48
IV
37.4%
B/E move
7.9%
Puts
Pseudo strike
14.08
IV
43.3%
B/E move
6.8%

40Δ

Calls
Pseudo strike
15.07
IV
29.4%
B/E move
5.2%
Puts
Pseudo strike
14.28
IV
40.5%
B/E move
5.8%

45Δ

Calls
Pseudo strike
14.90
IV
27.2%
B/E move
4.3%
Puts
Pseudo strike
14.48
IV
37.7%
B/E move
4.8%

50Δ

Calls
Pseudo strike
14.77
IV
26.2%
B/E move
3.8%
Puts
Pseudo strike
14.68
IV
34.8%
B/E move
3.8%

55Δ

Calls
Pseudo strike
14.65
IV
25.2%
B/E move
3.4%
Puts
Pseudo strike
14.88
IV
32.0%
B/E move
2.8%

60Δ

Calls
Pseudo strike
14.52
IV
24.2%
B/E move
2.9%
Puts
Pseudo strike
15.09
IV
30.9%
B/E move
2.0%

65Δ

Calls
Pseudo strike
14.39
IV
23.3%
B/E move
2.4%
Puts
Pseudo strike
15.35
IV
32.8%
B/E move
1.7%

70Δ

Calls
Pseudo strike
14.27
IV
22.3%
B/E move
1.9%
Puts
Pseudo strike
15.61
IV
34.6%
B/E move
1.4%

75Δ

Calls
Pseudo strike
14.14
IV
21.3%
B/E move
1.5%
Puts
Pseudo strike
15.87
IV
36.5%
B/E move
1.1%

80Δ

Calls
Pseudo strike
14.02
IV
20.4%
B/E move
1.0%
Puts
Pseudo strike
16.27
IV
39.3%
B/E move
0.8%

Options history

No recorded observations