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ProShares Ultra Copper K-1 Free ETF UCOP

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Market dataready · fetched 2026-10-24T22:15:10.634Z

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 · 2026-10-24T00:00:00.048574371Z

FundamentalsProShares · ready · as of 2026-10-23 · fetched 2026-10-24T22:15:10.423706+00:00

Share price$39.44
1D+0.7%
AH$39.32$39.39$39.47$39.55$39.625:30 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$0.45$2.09$3.73$5.37$7.02$32.48$35.98$39.47$42.97$46.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UCOP spot · $39.44UCOP PRICE$0.62$0.80$1.02$1.24$1.48$1.75$2.02$2.34$2.72$3.17$3.66$4.24$4.99$0.70$0.92$1.15$1.40$1.69$2.01$2.36$2.83$3.31$3.84$4.53$5.50$6.54
PutsExpensive1.25×
CallsExpensive1.27×
SkewBullish-0.59 pp
Implied moveBearish±$4.39
TiltBearish10.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.5056.0%17.0%35.3254.0%12.2%
25Δ44.1553.9%14.0%36.2553.1%10.4%
30Δ43.1553.5%12.0%37.0852.2%8.9%
35Δ42.2552.8%10.3%37.8551.2%7.6%
40Δ41.4452.4%8.8%38.5650.7%6.5%
45Δ40.6852.0%7.6%39.2550.4%5.6%
50Δ39.9551.5%6.4%39.9350.5%4.8%
55Δ39.2551.1%5.4%40.6651.4%4.1%
60Δ38.5451.5%4.6%41.4151.8%3.4%
65Δ37.8252.4%3.9%42.1951.8%2.8%
70Δ37.0653.0%3.2%43.0952.8%2.2%
75Δ36.2353.4%2.6%44.2554.9%1.8%
80Δ35.2655.0%2.1%45.4955.9%1.2%

20Δ

Calls
Pseudo strike
45.50
IV
56.0%
B/E move
17.0%
Puts
Pseudo strike
35.32
IV
54.0%
B/E move
12.2%

25Δ

Calls
Pseudo strike
44.15
IV
53.9%
B/E move
14.0%
Puts
Pseudo strike
36.25
IV
53.1%
B/E move
10.4%

30Δ

Calls
Pseudo strike
43.15
IV
53.5%
B/E move
12.0%
Puts
Pseudo strike
37.08
IV
52.2%
B/E move
8.9%

35Δ

Calls
Pseudo strike
42.25
IV
52.8%
B/E move
10.3%
Puts
Pseudo strike
37.85
IV
51.2%
B/E move
7.6%

40Δ

Calls
Pseudo strike
41.44
IV
52.4%
B/E move
8.8%
Puts
Pseudo strike
38.56
IV
50.7%
B/E move
6.5%

45Δ

Calls
Pseudo strike
40.68
IV
52.0%
B/E move
7.6%
Puts
Pseudo strike
39.25
IV
50.4%
B/E move
5.6%

50Δ

Calls
Pseudo strike
39.95
IV
51.5%
B/E move
6.4%
Puts
Pseudo strike
39.93
IV
50.5%
B/E move
4.8%

55Δ

Calls
Pseudo strike
39.25
IV
51.1%
B/E move
5.4%
Puts
Pseudo strike
40.66
IV
51.4%
B/E move
4.1%

60Δ

Calls
Pseudo strike
38.54
IV
51.5%
B/E move
4.6%
Puts
Pseudo strike
41.41
IV
51.8%
B/E move
3.4%

65Δ

Calls
Pseudo strike
37.82
IV
52.4%
B/E move
3.9%
Puts
Pseudo strike
42.19
IV
51.8%
B/E move
2.8%

70Δ

Calls
Pseudo strike
37.06
IV
53.0%
B/E move
3.2%
Puts
Pseudo strike
43.09
IV
52.8%
B/E move
2.2%

75Δ

Calls
Pseudo strike
36.23
IV
53.4%
B/E move
2.6%
Puts
Pseudo strike
44.25
IV
54.9%
B/E move
1.8%

80Δ

Calls
Pseudo strike
35.26
IV
55.0%
B/E move
2.1%
Puts
Pseudo strike
45.49
IV
55.9%
B/E move
1.2%

Options history

No recorded observations