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ProShares UltraPro Dow 30 UDOW

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Market datapartial · fetched 2026-10-22T23:44:58.447Z

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 · 2026-10-22T23:44:07.406925539Z

FundamentalsAlpha Vantage · unavailable

Share price$70.07
1D+1.6%
AH$68.40$68.86$69.32$69.77$70.235:30 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$0.58$3.48$6.38$9.28$12.18$58.28$63.74$69.19$74.65$80.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UDOW spot · $70.07UDOW PRICE$0.89$1.06$1.48$1.71$2.03$2.43$2.93$3.68$3.97$4.33$5.11$5.93$7.74$1.37$1.64$1.96$2.47$2.83$3.41$4.11$4.77$5.53$6.42$7.51$8.88$11.35
PutsExpensive1.25×
CallsFair1.05×
SkewBearish+8.93 pp
Implied moveBearish±$7.04
TiltBearish18.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ78.2442.2%12.9%62.1257.6%13.3%
25Δ75.9437.7%9.9%64.3851.7%10.5%
30Δ75.2141.4%9.4%66.0648.3%8.5%
35Δ73.7939.0%7.8%67.2749.2%7.5%
40Δ72.6438.1%6.6%68.5846.5%6.2%
45Δ71.7038.7%5.8%69.7446.8%5.3%
50Δ70.6939.5%5.1%70.9347.8%4.6%
55Δ69.7543.3%4.8%72.1247.5%3.9%
60Δ68.7540.3%3.8%73.3647.3%3.2%
65Δ67.8338.0%3.0%74.6747.3%2.6%
70Δ66.7439.2%2.5%76.1447.9%2.1%
75Δ65.5839.6%2.1%77.8548.7%1.6%
80Δ63.6445.8%1.9%80.5952.5%1.2%

20Δ

Calls
Pseudo strike
78.24
IV
42.2%
B/E move
12.9%
Puts
Pseudo strike
62.12
IV
57.6%
B/E move
13.3%

25Δ

Calls
Pseudo strike
75.94
IV
37.7%
B/E move
9.9%
Puts
Pseudo strike
64.38
IV
51.7%
B/E move
10.5%

30Δ

Calls
Pseudo strike
75.21
IV
41.4%
B/E move
9.4%
Puts
Pseudo strike
66.06
IV
48.3%
B/E move
8.5%

35Δ

Calls
Pseudo strike
73.79
IV
39.0%
B/E move
7.8%
Puts
Pseudo strike
67.27
IV
49.2%
B/E move
7.5%

40Δ

Calls
Pseudo strike
72.64
IV
38.1%
B/E move
6.6%
Puts
Pseudo strike
68.58
IV
46.5%
B/E move
6.2%

45Δ

Calls
Pseudo strike
71.70
IV
38.7%
B/E move
5.8%
Puts
Pseudo strike
69.74
IV
46.8%
B/E move
5.3%

50Δ

Calls
Pseudo strike
70.69
IV
39.5%
B/E move
5.1%
Puts
Pseudo strike
70.93
IV
47.8%
B/E move
4.6%

55Δ

Calls
Pseudo strike
69.75
IV
43.3%
B/E move
4.8%
Puts
Pseudo strike
72.12
IV
47.5%
B/E move
3.9%

60Δ

Calls
Pseudo strike
68.75
IV
40.3%
B/E move
3.8%
Puts
Pseudo strike
73.36
IV
47.3%
B/E move
3.2%

65Δ

Calls
Pseudo strike
67.83
IV
38.0%
B/E move
3.0%
Puts
Pseudo strike
74.67
IV
47.3%
B/E move
2.6%

70Δ

Calls
Pseudo strike
66.74
IV
39.2%
B/E move
2.5%
Puts
Pseudo strike
76.14
IV
47.9%
B/E move
2.1%

75Δ

Calls
Pseudo strike
65.58
IV
39.6%
B/E move
2.1%
Puts
Pseudo strike
77.85
IV
48.7%
B/E move
1.6%

80Δ

Calls
Pseudo strike
63.64
IV
45.8%
B/E move
1.9%
Puts
Pseudo strike
80.59
IV
52.5%
B/E move
1.2%

Options history

No recorded observations