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ProShares Ultra Copper K-1 Free ETF UCOP

i

Market dataready · fetched 2026-11-13T01:30:39.075Z

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 · 2026-11-13T01:00:00.049093462Z

FundamentalsProShares · ready · as of 2026-11-12 · fetched 2026-11-13T01:30:38.632888+00:00

Share price$35.42
1D+0.0%
AH$36.31$36.32$36.33$36.34$36.355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUCOP
Sold putSold callAH

ProShares Ultra Copper K-1 Free ETF options

Live interpolated UCOP call and put midpoint premiums by absolute delta.ProShares Ultra Copper K-1 Free ETF$0.63$1.39$2.16$2.93$3.70$33.26$34.46$35.65$36.85$38.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive UCOP spot · $35.42UCOP PRICE$0.71$0.86$1.01$1.21$1.41$1.73$2.17$2.60$3.04$3.48$1.05$1.23$1.41$1.65$1.91
Puts——
Calls——
Skew——
Implied moveBalanced±$2.44
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ36.8359.8%6.0%
40Δ36.4159.7%5.2%
45Δ35.9859.7%4.4%35.2055.6%3.6%
50Δ35.5960.1%3.9%35.5655.2%3.1%
55Δ35.1960.6%3.3%35.9354.8%2.5%
60Δ34.7062.2%2.9%36.3154.6%2.1%
65Δ34.1364.8%2.5%36.7054.5%1.8%
70Δ33.5667.5%2.1%
75Δ32.9970.1%1.7%
80Δ32.4272.7%1.4%

20Δ

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

25Δ

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

30Δ

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

35Δ

Calls
Pseudo strike
36.83
IV
59.8%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
36.41
IV
59.7%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
35.98
IV
59.7%
B/E move
4.4%
Puts
Pseudo strike
35.20
IV
55.6%
B/E move
3.6%

50Δ

Calls
Pseudo strike
35.59
IV
60.1%
B/E move
3.9%
Puts
Pseudo strike
35.56
IV
55.2%
B/E move
3.1%

55Δ

Calls
Pseudo strike
35.19
IV
60.6%
B/E move
3.3%
Puts
Pseudo strike
35.93
IV
54.8%
B/E move
2.5%

60Δ

Calls
Pseudo strike
34.70
IV
62.2%
B/E move
2.9%
Puts
Pseudo strike
36.31
IV
54.6%
B/E move
2.1%

65Δ

Calls
Pseudo strike
34.13
IV
64.8%
B/E move
2.5%
Puts
Pseudo strike
36.70
IV
54.5%
B/E move
1.8%

70Δ

Calls
Pseudo strike
33.56
IV
67.5%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
32.99
IV
70.1%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
32.42
IV
72.7%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend54.45%
Daily EOD
UCOP48.7%51.8%54.9%2026-10-19: 52.00%2026-10-20: 49.88%2026-10-21: 50.33%2026-10-22: 49.31%2026-10-23: 51.01%2026-10-26: 50.21%2026-10-27: 49.15%2026-10-28: 49.60%2026-10-29: 49.58%2026-10-30: 54.45%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
52.00%
49.88%
50.33%
49.31%
51.01%
50.21%
49.15%
49.60%
49.58%
54.45%