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ProShares UltraPro Dow 30 UDOW

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Market datapartial · fetched 2026-11-12T01:56:09.207Z

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 · 2026-11-12T01:00:00.139472811Z

FundamentalsAlpha Vantage · unavailable

Share price$67.49
1D+1.1%
AH$65.90$66.38$66.86$67.33$67.815:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUDOW
Sold putSold callAH

ProShares UltraPro Dow 30 options

Live interpolated UDOW call and put midpoint premiums by absolute delta.ProShares UltraPro Dow 30$0.28$1.82$3.37$4.91$6.46$60.23$63.94$67.66$71.37$75.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive UDOW spot · $67.49UDOW PRICE$0.44$0.64$0.86$0.99$1.15$1.41$1.65$1.88$2.21$2.58$3.65$3.65$0.64$0.80$0.96$1.15$1.40$1.72$2.25$2.51$2.63$3.80$4.62$5.52$6.01
PutsCheap0.91×
Calls——
Skew——
Implied moveBearish±$3.91
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ71.2538.7%6.2%63.2652.0%7.2%
25Δ70.6240.3%5.6%64.3248.7%5.9%
30Δ70.1743.6%5.3%65.2245.7%4.8%
35Δ69.4541.4%4.4%65.9244.4%4.0%
40Δ68.7439.2%3.6%66.5344.3%3.5%
45Δ68.2340.4%3.2%67.1445.3%3.1%
50Δ67.7040.5%2.8%67.7950.2%2.9%
55Δ67.1639.7%2.3%68.3648.6%2.4%
60Δ66.6040.0%2.0%68.8944.0%1.8%
65Δ66.0440.9%1.7%70.0754.3%1.8%
70Δ64.9951.2%1.7%71.0856.9%1.5%
75Δ64.7645.2%1.4%72.1958.6%1.2%
80Δ72.9455.2%0.8%

20Δ

Calls
Pseudo strike
71.25
IV
38.7%
B/E move
6.2%
Puts
Pseudo strike
63.26
IV
52.0%
B/E move
7.2%

25Δ

Calls
Pseudo strike
70.62
IV
40.3%
B/E move
5.6%
Puts
Pseudo strike
64.32
IV
48.7%
B/E move
5.9%

30Δ

Calls
Pseudo strike
70.17
IV
43.6%
B/E move
5.3%
Puts
Pseudo strike
65.22
IV
45.7%
B/E move
4.8%

35Δ

Calls
Pseudo strike
69.45
IV
41.4%
B/E move
4.4%
Puts
Pseudo strike
65.92
IV
44.4%
B/E move
4.0%

40Δ

Calls
Pseudo strike
68.74
IV
39.2%
B/E move
3.6%
Puts
Pseudo strike
66.53
IV
44.3%
B/E move
3.5%

45Δ

Calls
Pseudo strike
68.23
IV
40.4%
B/E move
3.2%
Puts
Pseudo strike
67.14
IV
45.3%
B/E move
3.1%

50Δ

Calls
Pseudo strike
67.70
IV
40.5%
B/E move
2.8%
Puts
Pseudo strike
67.79
IV
50.2%
B/E move
2.9%

55Δ

Calls
Pseudo strike
67.16
IV
39.7%
B/E move
2.3%
Puts
Pseudo strike
68.36
IV
48.6%
B/E move
2.4%

60Δ

Calls
Pseudo strike
66.60
IV
40.0%
B/E move
2.0%
Puts
Pseudo strike
68.89
IV
44.0%
B/E move
1.8%

65Δ

Calls
Pseudo strike
66.04
IV
40.9%
B/E move
1.7%
Puts
Pseudo strike
70.07
IV
54.3%
B/E move
1.8%

70Δ

Calls
Pseudo strike
64.99
IV
51.2%
B/E move
1.7%
Puts
Pseudo strike
71.08
IV
56.9%
B/E move
1.5%

75Δ

Calls
Pseudo strike
64.76
IV
45.2%
B/E move
1.4%
Puts
Pseudo strike
72.19
IV
58.6%
B/E move
1.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
72.94
IV
55.2%
B/E move
0.8%

Options history

IV · four-Friday blend43.24%
Daily EOD
UDOW39.7%41.6%43.5%2026-10-19: 41.11%2026-10-20: 40.84%2026-10-21: 39.92%2026-10-22: 42.45%2026-10-23: 42.40%2026-10-26: 42.34%2026-10-27: 42.81%2026-10-28: 41.16%2026-10-29: 40.80%2026-10-30: 43.24%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
41.11%
40.84%
39.92%
42.45%
42.40%
42.34%
42.81%
41.16%
40.80%
43.24%