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ProShares Ultra Bloomberg Crude Oil UCO

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Market dataready · fetched 2026-11-07T05:51:47.787Z

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 · 2026-11-07T01:00:00.011664988Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T05:51:47.276793+00:00

Share price$54.38
1D+1.2%
AH$52.54$53.17$53.80$54.42$55.055:30 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$0.79$2.39$3.98$5.57$7.16$42.63$49.87$57.10$64.34$71.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive UCO spot · $54.38UCO PRICE$0.97$1.35$1.93$2.25$2.80$3.05$3.84$4.32$4.84$6.02$6.30$1.03$1.24$1.88$1.98$2.77$3.23$3.78$4.32$5.12$6.60$6.63$6.70
Puts——
Calls——
Skew——
Implied moveBearish±$6.83
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.8390.7%19.1%48.2983.3%13.1%
25Δ62.5896.2%17.6%49.9675.6%10.4%
30Δ50.7086.7%10.2%
35Δ58.8387.4%11.7%52.0975.3%7.9%
40Δ57.4183.9%9.7%52.9685.8%7.7%
45Δ56.3688.1%8.8%54.0684.0%6.5%
50Δ55.1281.9%7.0%55.1383.4%5.6%
55Δ54.0789.4%6.5%56.1981.4%4.6%
60Δ52.9587.2%5.3%57.3383.1%4.0%
65Δ51.8584.8%4.3%59.0491.2%3.6%
70Δ50.4393.0%3.8%59.5980.8%2.6%
75Δ49.6284.7%2.8%60.1371.1%1.7%
80Δ

20Δ

Calls
Pseudo strike
63.83
IV
90.7%
B/E move
19.1%
Puts
Pseudo strike
48.29
IV
83.3%
B/E move
13.1%

25Δ

Calls
Pseudo strike
62.58
IV
96.2%
B/E move
17.6%
Puts
Pseudo strike
49.96
IV
75.6%
B/E move
10.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.70
IV
86.7%
B/E move
10.2%

35Δ

Calls
Pseudo strike
58.83
IV
87.4%
B/E move
11.7%
Puts
Pseudo strike
52.09
IV
75.3%
B/E move
7.9%

40Δ

Calls
Pseudo strike
57.41
IV
83.9%
B/E move
9.7%
Puts
Pseudo strike
52.96
IV
85.8%
B/E move
7.7%

45Δ

Calls
Pseudo strike
56.36
IV
88.1%
B/E move
8.8%
Puts
Pseudo strike
54.06
IV
84.0%
B/E move
6.5%

50Δ

Calls
Pseudo strike
55.12
IV
81.9%
B/E move
7.0%
Puts
Pseudo strike
55.13
IV
83.4%
B/E move
5.6%

55Δ

Calls
Pseudo strike
54.07
IV
89.4%
B/E move
6.5%
Puts
Pseudo strike
56.19
IV
81.4%
B/E move
4.6%

60Δ

Calls
Pseudo strike
52.95
IV
87.2%
B/E move
5.3%
Puts
Pseudo strike
57.33
IV
83.1%
B/E move
4.0%

65Δ

Calls
Pseudo strike
51.85
IV
84.8%
B/E move
4.3%
Puts
Pseudo strike
59.04
IV
91.2%
B/E move
3.6%

70Δ

Calls
Pseudo strike
50.43
IV
93.0%
B/E move
3.8%
Puts
Pseudo strike
59.59
IV
80.8%
B/E move
2.6%

75Δ

Calls
Pseudo strike
49.62
IV
84.7%
B/E move
2.8%
Puts
Pseudo strike
60.13
IV
71.1%
B/E move
1.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend76.43%
Daily close
UCO62.3%72.7%83.2%2026-08-10: 81.76%2026-08-11: 79.88%2026-08-12: 78.02%2026-08-13: 72.05%2026-08-14: 70.85%2026-08-17: 77.31%2026-08-18: 71.32%2026-08-19: 70.14%2026-08-20: 72.03%2026-08-24: 70.25%2026-08-25: 67.01%2026-08-26: 68.15%2026-08-27: 66.89%2026-08-28: 65.75%2026-08-31: 67.10%2026-09-01: 71.26%2026-09-02: 69.05%2026-09-03: 67.40%2026-09-04: 66.52%2026-09-08: 69.56%2026-09-09: 68.25%2026-09-10: 76.41%2026-09-11: 77.21%2026-09-14: 77.79%2026-09-15: 79.08%2026-09-18: 69.72%2026-09-21: 68.00%2026-09-22: 69.20%2026-09-23: 70.82%2026-09-24: 70.98%2026-09-25: 71.17%2026-09-28: 71.59%2026-09-29: 70.67%2026-09-30: 69.48%2026-10-01: 69.33%2026-10-02: 68.13%2026-10-05: 64.40%2026-10-06: 64.99%2026-10-07: 64.04%2026-10-08: 63.80%2026-10-09: 64.55%2026-10-12: 64.83%2026-10-13: 63.83%2026-10-14: 67.77%2026-10-15: 63.72%2026-10-16: 67.21%2026-10-19: 65.68%2026-10-20: 67.26%2026-10-21: 69.05%2026-10-22: 72.03%2026-10-23: 76.81%2026-10-26: 77.79%2026-10-27: 74.19%2026-10-28: 76.42%2026-10-29: 74.92%2026-10-30: 76.43%Aug 10Sep 22Oct 30
56 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
81.76%
79.88%
78.02%
72.05%
70.85%
77.31%
71.32%
70.14%
72.03%
70.25%
67.01%
68.15%
66.89%
65.75%
67.10%
71.26%
69.05%
67.40%
66.52%
69.56%
68.25%
76.41%
77.21%
77.79%
79.08%
69.72%
68.00%
69.20%
70.82%
70.98%
71.17%
71.59%
70.67%
69.48%
69.33%
68.13%
64.40%
64.99%
64.04%
63.80%
64.55%
64.83%
63.83%
67.77%
63.72%
67.21%
65.68%
67.26%
69.05%
72.03%
76.81%
77.79%
74.19%
76.42%
74.92%
76.43%