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Procure ETF Trust II Procure Space ETF UFO

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Market dataready · fetched 2026-10-16T21:48:02.639Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-16T20:32:14.960306316Z

FundamentalsAlpha Vantage · ready

Share price$39.94
1D-0.3%
AH$38.91$39.25$39.59$39.92$40.265:30 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$0.27$2.22$4.17$6.12$8.07$33.15$36.33$39.51$42.69$45.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UFO spot · $39.94UFO PRICE$0.48$0.63$0.60$0.76$0.91$1.16$1.42$1.72$2.06$2.47$2.96$3.44$2.56$0.60$0.82$1.12$1.39$1.61$1.84$2.22$2.71$3.39$4.07$5.39$5.54$7.51
PutsExpensive1.27×
CallsCheap0.82×
SkewBearish+13.82 pp
Implied moveBearish±$3.64
TiltBearish28.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.4536.8%12.5%36.3640.4%10.5%
25Δ43.6736.8%10.9%37.0941.2%9.2%
30Δ42.0026.6%6.7%37.7043.7%8.4%
35Δ41.5526.8%5.9%38.3844.1%7.4%
40Δ41.1027.1%5.2%39.1142.3%6.1%
45Δ40.6728.4%4.7%39.7640.6%5.1%
50Δ40.2430.1%4.3%40.4341.1%4.3%
55Δ39.7831.6%3.9%41.1442.8%3.8%
60Δ39.2632.8%3.4%42.0245.1%3.3%
65Δ38.6734.0%3.0%42.8947.3%2.8%
70Δ38.0135.1%2.6%44.3153.8%2.6%
75Δ37.3536.2%2.1%44.8048.2%1.7%
80Δ37.8623.2%1.2%46.9354.5%1.3%

20Δ

Calls
Pseudo strike
44.45
IV
36.8%
B/E move
12.5%
Puts
Pseudo strike
36.36
IV
40.4%
B/E move
10.5%

25Δ

Calls
Pseudo strike
43.67
IV
36.8%
B/E move
10.9%
Puts
Pseudo strike
37.09
IV
41.2%
B/E move
9.2%

30Δ

Calls
Pseudo strike
42.00
IV
26.6%
B/E move
6.7%
Puts
Pseudo strike
37.70
IV
43.7%
B/E move
8.4%

35Δ

Calls
Pseudo strike
41.55
IV
26.8%
B/E move
5.9%
Puts
Pseudo strike
38.38
IV
44.1%
B/E move
7.4%

40Δ

Calls
Pseudo strike
41.10
IV
27.1%
B/E move
5.2%
Puts
Pseudo strike
39.11
IV
42.3%
B/E move
6.1%

45Δ

Calls
Pseudo strike
40.67
IV
28.4%
B/E move
4.7%
Puts
Pseudo strike
39.76
IV
40.6%
B/E move
5.1%

50Δ

Calls
Pseudo strike
40.24
IV
30.1%
B/E move
4.3%
Puts
Pseudo strike
40.43
IV
41.1%
B/E move
4.3%

55Δ

Calls
Pseudo strike
39.78
IV
31.6%
B/E move
3.9%
Puts
Pseudo strike
41.14
IV
42.8%
B/E move
3.8%

60Δ

Calls
Pseudo strike
39.26
IV
32.8%
B/E move
3.4%
Puts
Pseudo strike
42.02
IV
45.1%
B/E move
3.3%

65Δ

Calls
Pseudo strike
38.67
IV
34.0%
B/E move
3.0%
Puts
Pseudo strike
42.89
IV
47.3%
B/E move
2.8%

70Δ

Calls
Pseudo strike
38.01
IV
35.1%
B/E move
2.6%
Puts
Pseudo strike
44.31
IV
53.8%
B/E move
2.6%

75Δ

Calls
Pseudo strike
37.35
IV
36.2%
B/E move
2.1%
Puts
Pseudo strike
44.80
IV
48.2%
B/E move
1.7%

80Δ

Calls
Pseudo strike
37.86
IV
23.2%
B/E move
1.2%
Puts
Pseudo strike
46.93
IV
54.5%
B/E move
1.3%