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Procure ETF Trust II Procure Space ETF UFO

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Market dataready · fetched 2026-10-15T20:04:00.291Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:00.134445079Z

FundamentalsAlpha Vantage · ready

Share price$40.01
1D+2.8%
AH$38.29$38.75$39.22$39.68$40.145:30 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$0.13$1.12$2.12$3.12$4.11$37.36$38.55$39.75$40.95$42.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $40.01OPTION PRICELive UFO spot · $40.01UFO PRICE$0.38$0.38$0.38$0.35$0.31$0.27$0.24$0.43$0.70$0.98$1.26$1.45$1.61$0.27$0.37$0.46$0.48$0.44$0.40$0.44$0.75$1.05$1.36$2.34$3.59$3.82
PutsExpensive1.40×
CallsFair1.03×
SkewBearish+24.58 pp
Implied moveBearish±$0.68
TiltBearish28.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.59176.0%9.9%38.16110.2%5.3%
25Δ42.44138.5%7.0%38.51110.8%4.7%
30Δ41.30101.0%4.2%38.86111.4%4.0%
35Δ40.8279.1%2.9%39.1899.8%3.3%
40Δ40.5762.9%2.2%39.4780.4%2.4%
45Δ40.3246.7%1.4%39.7761.0%1.6%
50Δ40.0730.5%0.7%40.0649.2%1.0%
55Δ39.8237.3%0.6%40.3565.5%1.0%
60Δ39.5852.8%0.7%40.6381.8%1.1%
65Δ39.3368.3%0.7%40.9298.1%1.1%
70Δ39.0883.7%0.8%41.87135.1%1.2%
75Δ38.8585.4%0.7%43.10180.7%1.2%
80Δ38.6379.9%0.6%43.44177.6%1.0%

20Δ

Calls
Pseudo strike
43.59
IV
176.0%
B/E move
9.9%
Puts
Pseudo strike
38.16
IV
110.2%
B/E move
5.3%

25Δ

Calls
Pseudo strike
42.44
IV
138.5%
B/E move
7.0%
Puts
Pseudo strike
38.51
IV
110.8%
B/E move
4.7%

30Δ

Calls
Pseudo strike
41.30
IV
101.0%
B/E move
4.2%
Puts
Pseudo strike
38.86
IV
111.4%
B/E move
4.0%

35Δ

Calls
Pseudo strike
40.82
IV
79.1%
B/E move
2.9%
Puts
Pseudo strike
39.18
IV
99.8%
B/E move
3.3%

40Δ

Calls
Pseudo strike
40.57
IV
62.9%
B/E move
2.2%
Puts
Pseudo strike
39.47
IV
80.4%
B/E move
2.4%

45Δ

Calls
Pseudo strike
40.32
IV
46.7%
B/E move
1.4%
Puts
Pseudo strike
39.77
IV
61.0%
B/E move
1.6%

50Δ

Calls
Pseudo strike
40.07
IV
30.5%
B/E move
0.7%
Puts
Pseudo strike
40.06
IV
49.2%
B/E move
1.0%

55Δ

Calls
Pseudo strike
39.82
IV
37.3%
B/E move
0.6%
Puts
Pseudo strike
40.35
IV
65.5%
B/E move
1.0%

60Δ

Calls
Pseudo strike
39.58
IV
52.8%
B/E move
0.7%
Puts
Pseudo strike
40.63
IV
81.8%
B/E move
1.1%

65Δ

Calls
Pseudo strike
39.33
IV
68.3%
B/E move
0.7%
Puts
Pseudo strike
40.92
IV
98.1%
B/E move
1.1%

70Δ

Calls
Pseudo strike
39.08
IV
83.7%
B/E move
0.8%
Puts
Pseudo strike
41.87
IV
135.1%
B/E move
1.2%

75Δ

Calls
Pseudo strike
38.85
IV
85.4%
B/E move
0.7%
Puts
Pseudo strike
43.10
IV
180.7%
B/E move
1.2%

80Δ

Calls
Pseudo strike
38.63
IV
79.9%
B/E move
0.6%
Puts
Pseudo strike
43.44
IV
177.6%
B/E move
1.0%