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Procure ETF Trust II Procure Space ETF UFO

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Market dataready · fetched 2026-11-07T02:22:16.249Z

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 · 2026-11-06T21:00:00.437385128Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T02:22:15.927633+00:00

Share price$39.01
1D+4.6%
AH$37.14$37.71$38.27$38.84$39.405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUFO
Sold putSold callAH

Procure ETF Trust II Procure Space ETF options

Live interpolated UFO call and put midpoint premiums by absolute delta.Procure ETF Trust II Procure Space ETF$0.24$1.49$2.75$4.00$5.26$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEUFO PRICE$0.38$0.50$0.63$0.77$0.90$1.10$1.48$1.85$2.03$2.21$2.40$0.73$0.60$0.71$0.83$1.03$1.25$1.47$1.69$1.93$2.25$4.54$4.89
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.3345.8%9.5%34.7978.3%12.7%
25Δ41.6745.4%8.1%36.7050.6%7.5%
30Δ41.0945.2%7.0%37.3746.5%6.0%
35Δ40.5844.4%6.0%37.9244.1%4.9%
40Δ40.0743.6%5.0%38.3744.4%4.3%
45Δ38.7945.1%3.8%
50Δ39.2245.2%3.2%
55Δ38.7931.2%2.3%39.6544.6%2.7%
60Δ38.3936.4%2.2%40.0944.1%2.2%
65Δ37.9941.4%2.1%40.5644.1%1.8%
70Δ37.6639.1%1.7%42.6274.0%2.4%
75Δ37.3236.9%1.3%43.1869.9%1.9%
80Δ36.9734.7%0.9%

20Δ

Calls
Pseudo strike
42.33
IV
45.8%
B/E move
9.5%
Puts
Pseudo strike
34.79
IV
78.3%
B/E move
12.7%

25Δ

Calls
Pseudo strike
41.67
IV
45.4%
B/E move
8.1%
Puts
Pseudo strike
36.70
IV
50.6%
B/E move
7.5%

30Δ

Calls
Pseudo strike
41.09
IV
45.2%
B/E move
7.0%
Puts
Pseudo strike
37.37
IV
46.5%
B/E move
6.0%

35Δ

Calls
Pseudo strike
40.58
IV
44.4%
B/E move
6.0%
Puts
Pseudo strike
37.92
IV
44.1%
B/E move
4.9%

40Δ

Calls
Pseudo strike
40.07
IV
43.6%
B/E move
5.0%
Puts
Pseudo strike
38.37
IV
44.4%
B/E move
4.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.79
IV
45.1%
B/E move
3.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.22
IV
45.2%
B/E move
3.2%

55Δ

Calls
Pseudo strike
38.79
IV
31.2%
B/E move
2.3%
Puts
Pseudo strike
39.65
IV
44.6%
B/E move
2.7%

60Δ

Calls
Pseudo strike
38.39
IV
36.4%
B/E move
2.2%
Puts
Pseudo strike
40.09
IV
44.1%
B/E move
2.2%

65Δ

Calls
Pseudo strike
37.99
IV
41.4%
B/E move
2.1%
Puts
Pseudo strike
40.56
IV
44.1%
B/E move
1.8%

70Δ

Calls
Pseudo strike
37.66
IV
39.1%
B/E move
1.7%
Puts
Pseudo strike
42.62
IV
74.0%
B/E move
2.4%

75Δ

Calls
Pseudo strike
37.32
IV
36.9%
B/E move
1.3%
Puts
Pseudo strike
43.18
IV
69.9%
B/E move
1.9%

80Δ

Calls
Pseudo strike
36.97
IV
34.7%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend38.34%
Daily close
UFO32.1%38.6%45.1%2026-08-10: 38.67%2026-08-11: 43.29%2026-08-12: 38.45%2026-08-13: 35.59%2026-08-14: 36.14%2026-08-17: 40.35%2026-08-18: 39.04%2026-08-19: 39.68%2026-08-20: 43.63%2026-08-21: 38.00%2026-08-24: 37.96%2026-08-25: 38.69%2026-08-26: 36.01%2026-08-27: 36.44%2026-08-28: 37.93%2026-08-31: 37.52%2026-09-01: 37.55%2026-09-02: 35.87%2026-09-03: 36.82%2026-09-04: 33.00%2026-09-08: 37.80%2026-09-09: 39.91%2026-09-10: 38.28%2026-09-11: 37.83%2026-09-14: 37.03%2026-09-15: 39.23%2026-09-16: 44.22%2026-09-17: 41.06%2026-09-18: 35.43%2026-09-21: 37.21%2026-09-22: 37.52%2026-09-23: 37.01%2026-09-24: 35.14%2026-09-25: 36.25%2026-09-28: 36.79%2026-09-29: 37.61%2026-09-30: 36.89%2026-10-01: 36.39%2026-10-02: 36.06%2026-10-05: 34.45%2026-10-06: 34.36%2026-10-07: 36.70%2026-10-08: 33.72%2026-10-09: 35.23%2026-10-12: 41.37%2026-10-13: 38.08%2026-10-14: 39.51%2026-10-15: 37.61%2026-10-16: 37.29%2026-10-19: 36.36%2026-10-20: 36.74%2026-10-21: 38.90%2026-10-22: 38.68%2026-10-23: 38.89%2026-10-26: 39.03%2026-10-27: 38.47%2026-10-28: 38.94%2026-10-29: 37.54%2026-10-30: 38.34%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
38.67%
43.29%
38.45%
35.59%
36.14%
40.35%
39.04%
39.68%
43.63%
38.00%
37.96%
38.69%
36.01%
36.44%
37.93%
37.52%
37.55%
35.87%
36.82%
33.00%
37.80%
39.91%
38.28%
37.83%
37.03%
39.23%
44.22%
41.06%
35.43%
37.21%
37.52%
37.01%
35.14%
36.25%
36.79%
37.61%
36.89%
36.39%
36.06%
34.45%
34.36%
36.70%
33.72%
35.23%
41.37%
38.08%
39.51%
37.61%
37.29%
36.36%
36.74%
38.90%
38.68%
38.89%
39.03%
38.47%
38.94%
37.54%
38.34%