IntraAlpha
Create free account Start free

ProShares Ultra Bloomberg Crude Oil UCO

i

Market dataready · fetched 2026-10-16T00:22:07.442Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-16T00:00:00.009683801Z

FundamentalsAlpha Vantage · ready

Share price$60.88
1D+1.1%
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$0.99$4.75$8.51$12.27$16.02$45.21$53.08$60.94$68.81$76.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UCO spot · $60.88UCO PRICE$1.40$1.83$2.28$2.78$3.28$3.53$4.55$4.89$5.85$6.62$7.53$9.23$10.49$1.48$2.04$2.59$3.10$4.12$5.25$5.49$6.46$8.14$9.85$11.56$13.25$14.94
PutsExpensive1.25×
CallsExpensive1.28×
SkewBullish-0.65 pp
Implied moveBearish±$10.04
TiltBearish15.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ76.1872.8%27.4%52.7663.0%15.8%
25Δ72.9470.7%22.8%54.4664.1%13.9%
30Δ70.2769.8%19.2%56.1363.9%12.1%
35Δ68.0968.8%16.4%57.8061.6%10.2%
40Δ65.9767.7%13.8%59.2666.5%9.4%
45Δ63.6760.3%10.4%60.9170.4%8.6%
50Δ62.5167.6%10.1%62.3463.1%6.6%
55Δ60.7862.2%7.9%63.9263.5%5.6%
60Δ59.2664.8%6.9%65.9967.9%5.0%
65Δ57.7163.9%5.7%68.2069.5%4.2%
70Δ56.1563.6%4.6%70.4070.6%3.3%
75Δ54.0669.0%4.0%72.6069.2%2.5%
80Δ52.2168.2%3.0%74.7967.7%1.7%

20Δ

Calls
Pseudo strike
76.18
IV
72.8%
B/E move
27.4%
Puts
Pseudo strike
52.76
IV
63.0%
B/E move
15.8%

25Δ

Calls
Pseudo strike
72.94
IV
70.7%
B/E move
22.8%
Puts
Pseudo strike
54.46
IV
64.1%
B/E move
13.9%

30Δ

Calls
Pseudo strike
70.27
IV
69.8%
B/E move
19.2%
Puts
Pseudo strike
56.13
IV
63.9%
B/E move
12.1%

35Δ

Calls
Pseudo strike
68.09
IV
68.8%
B/E move
16.4%
Puts
Pseudo strike
57.80
IV
61.6%
B/E move
10.2%

40Δ

Calls
Pseudo strike
65.97
IV
67.7%
B/E move
13.8%
Puts
Pseudo strike
59.26
IV
66.5%
B/E move
9.4%

45Δ

Calls
Pseudo strike
63.67
IV
60.3%
B/E move
10.4%
Puts
Pseudo strike
60.91
IV
70.4%
B/E move
8.6%

50Δ

Calls
Pseudo strike
62.51
IV
67.6%
B/E move
10.1%
Puts
Pseudo strike
62.34
IV
63.1%
B/E move
6.6%

55Δ

Calls
Pseudo strike
60.78
IV
62.2%
B/E move
7.9%
Puts
Pseudo strike
63.92
IV
63.5%
B/E move
5.6%

60Δ

Calls
Pseudo strike
59.26
IV
64.8%
B/E move
6.9%
Puts
Pseudo strike
65.99
IV
67.9%
B/E move
5.0%

65Δ

Calls
Pseudo strike
57.71
IV
63.9%
B/E move
5.7%
Puts
Pseudo strike
68.20
IV
69.5%
B/E move
4.2%

70Δ

Calls
Pseudo strike
56.15
IV
63.6%
B/E move
4.6%
Puts
Pseudo strike
70.40
IV
70.6%
B/E move
3.3%

75Δ

Calls
Pseudo strike
54.06
IV
69.0%
B/E move
4.0%
Puts
Pseudo strike
72.60
IV
69.2%
B/E move
2.5%

80Δ

Calls
Pseudo strike
52.21
IV
68.2%
B/E move
3.0%
Puts
Pseudo strike
74.79
IV
67.7%
B/E move
1.7%