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ProShares Ultra Consumer Discretionary UCC

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Market datapartial · fetched 2026-10-22T22:07:23.273Z

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 · 2026-10-22T20:10:00.003784444Z

FundamentalsAlpha Vantage · unavailable

Share price$44.85
1D-0.4%
AH$44.59$44.70$44.82$44.94$45.055:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUCC
Sold putSold callAH

ProShares Ultra Consumer Discretionary options

Live interpolated UCC call and put midpoint premiums by absolute delta.ProShares Ultra Consumer Discretionary$0.52$2.27$4.03$5.78$7.53$37.21$40.92$44.62$48.33$52.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UCC spot · $44.85UCC PRICE$0.71$0.85$1.00$1.20$1.45$1.74$2.05$2.39$2.77$3.26$3.76$4.39$5.19$0.88$1.05$1.28$1.56$1.85$2.22$2.62$3.06$3.59$4.21$4.74$5.58$7.02
PutsExpensive2.17×
CallsExpensive1.50×
SkewBearish+3.63 pp
Implied moveBearish±$4.67
TiltBearish12.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.7854.1%17.0%39.7657.8%13.3%
25Δ49.7848.0%12.9%41.2351.5%10.4%
30Δ48.4344.2%10.2%42.2449.1%8.7%
35Δ47.5042.9%8.6%43.0948.4%7.4%
40Δ46.7443.0%7.5%43.8847.5%6.3%
45Δ46.0443.5%6.5%44.6447.5%5.4%
50Δ45.3443.6%5.6%45.4047.5%4.6%
55Δ44.6443.8%4.8%46.1747.5%3.9%
60Δ43.9344.1%4.1%46.9948.0%3.2%
65Δ43.1845.3%3.5%47.8748.4%2.7%
70Δ42.4045.6%2.9%48.6847.2%2.0%
75Δ41.5346.4%2.4%49.7547.9%1.5%
80Δ40.5147.9%1.9%51.3651.3%1.2%

20Δ

Calls
Pseudo strike
51.78
IV
54.1%
B/E move
17.0%
Puts
Pseudo strike
39.76
IV
57.8%
B/E move
13.3%

25Δ

Calls
Pseudo strike
49.78
IV
48.0%
B/E move
12.9%
Puts
Pseudo strike
41.23
IV
51.5%
B/E move
10.4%

30Δ

Calls
Pseudo strike
48.43
IV
44.2%
B/E move
10.2%
Puts
Pseudo strike
42.24
IV
49.1%
B/E move
8.7%

35Δ

Calls
Pseudo strike
47.50
IV
42.9%
B/E move
8.6%
Puts
Pseudo strike
43.09
IV
48.4%
B/E move
7.4%

40Δ

Calls
Pseudo strike
46.74
IV
43.0%
B/E move
7.5%
Puts
Pseudo strike
43.88
IV
47.5%
B/E move
6.3%

45Δ

Calls
Pseudo strike
46.04
IV
43.5%
B/E move
6.5%
Puts
Pseudo strike
44.64
IV
47.5%
B/E move
5.4%

50Δ

Calls
Pseudo strike
45.34
IV
43.6%
B/E move
5.6%
Puts
Pseudo strike
45.40
IV
47.5%
B/E move
4.6%

55Δ

Calls
Pseudo strike
44.64
IV
43.8%
B/E move
4.8%
Puts
Pseudo strike
46.17
IV
47.5%
B/E move
3.9%

60Δ

Calls
Pseudo strike
43.93
IV
44.1%
B/E move
4.1%
Puts
Pseudo strike
46.99
IV
48.0%
B/E move
3.2%

65Δ

Calls
Pseudo strike
43.18
IV
45.3%
B/E move
3.5%
Puts
Pseudo strike
47.87
IV
48.4%
B/E move
2.7%

70Δ

Calls
Pseudo strike
42.40
IV
45.6%
B/E move
2.9%
Puts
Pseudo strike
48.68
IV
47.2%
B/E move
2.0%

75Δ

Calls
Pseudo strike
41.53
IV
46.4%
B/E move
2.4%
Puts
Pseudo strike
49.75
IV
47.9%
B/E move
1.5%

80Δ

Calls
Pseudo strike
40.51
IV
47.9%
B/E move
1.9%
Puts
Pseudo strike
51.36
IV
51.3%
B/E move
1.2%

Options history

No recorded observations