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ProShares Ultra Bloomberg Crude Oil UCO

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Market dataready · fetched 2026-10-15T20:05:55.540Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:02:56.402446463Z

FundamentalsAlpha Vantage · ready

Share price$60.86
1D+1.2%
AH$59.74$60.23$60.73$61.22$61.715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUCO
Sold putSold callAH

ProShares Ultra Bloomberg Crude Oil options

Live interpolated UCO call and put midpoint premiums by absolute delta.ProShares Ultra Bloomberg Crude Oil$0.15$0.78$1.42$2.05$2.69$58.67$59.87$61.06$62.25$63.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $60.86OPTION PRICELive UCO spot · $60.86UCO PRICE$0.23$0.30$0.37$0.47$0.57$0.67$0.79$0.93$1.08$1.23$1.60$2.18$2.51$0.22$0.25$0.31$0.41$0.50$0.60$0.70$0.83$1.00$1.16$1.33$1.56$1.90
PutsExpensive1.38×
CallsExpensive1.41×
SkewBullish-12.51 pp
Implied moveBullish±$1.49
TiltBullish9.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.7767.0%3.5%59.2361.4%3.0%
25Δ62.3464.0%2.9%59.7053.7%2.3%
30Δ61.9461.7%2.4%60.0749.1%1.8%
35Δ61.6861.8%2.1%60.2850.1%1.6%
40Δ61.4261.9%1.9%60.4851.1%1.4%
45Δ61.1662.0%1.6%60.6952.0%1.3%
50Δ60.9062.2%1.3%60.8953.0%1.1%
55Δ60.6462.4%1.2%61.1253.9%0.9%
60Δ60.3862.5%1.0%61.3654.5%0.8%
65Δ60.1362.7%0.8%61.6155.2%0.7%
70Δ59.7070.4%0.7%61.8555.8%0.5%
75Δ59.1085.4%0.7%62.1657.0%0.4%
80Δ58.6884.3%0.5%62.5658.9%0.3%

20Δ

Calls
Pseudo strike
62.77
IV
67.0%
B/E move
3.5%
Puts
Pseudo strike
59.23
IV
61.4%
B/E move
3.0%

25Δ

Calls
Pseudo strike
62.34
IV
64.0%
B/E move
2.9%
Puts
Pseudo strike
59.70
IV
53.7%
B/E move
2.3%

30Δ

Calls
Pseudo strike
61.94
IV
61.7%
B/E move
2.4%
Puts
Pseudo strike
60.07
IV
49.1%
B/E move
1.8%

35Δ

Calls
Pseudo strike
61.68
IV
61.8%
B/E move
2.1%
Puts
Pseudo strike
60.28
IV
50.1%
B/E move
1.6%

40Δ

Calls
Pseudo strike
61.42
IV
61.9%
B/E move
1.9%
Puts
Pseudo strike
60.48
IV
51.1%
B/E move
1.4%

45Δ

Calls
Pseudo strike
61.16
IV
62.0%
B/E move
1.6%
Puts
Pseudo strike
60.69
IV
52.0%
B/E move
1.3%

50Δ

Calls
Pseudo strike
60.90
IV
62.2%
B/E move
1.3%
Puts
Pseudo strike
60.89
IV
53.0%
B/E move
1.1%

55Δ

Calls
Pseudo strike
60.64
IV
62.4%
B/E move
1.2%
Puts
Pseudo strike
61.12
IV
53.9%
B/E move
0.9%

60Δ

Calls
Pseudo strike
60.38
IV
62.5%
B/E move
1.0%
Puts
Pseudo strike
61.36
IV
54.5%
B/E move
0.8%

65Δ

Calls
Pseudo strike
60.13
IV
62.7%
B/E move
0.8%
Puts
Pseudo strike
61.61
IV
55.2%
B/E move
0.7%

70Δ

Calls
Pseudo strike
59.70
IV
70.4%
B/E move
0.7%
Puts
Pseudo strike
61.85
IV
55.8%
B/E move
0.5%

75Δ

Calls
Pseudo strike
59.10
IV
85.4%
B/E move
0.7%
Puts
Pseudo strike
62.16
IV
57.0%
B/E move
0.4%

80Δ

Calls
Pseudo strike
58.68
IV
84.3%
B/E move
0.5%
Puts
Pseudo strike
62.56
IV
58.9%
B/E move
0.3%