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ProShares Ultra Consumer Staples UGE

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Market dataready · fetched 2026-10-23T02:57:40.583Z

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 · 2026-10-23T00:00:00.142932789Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T02:52:26.882274+00:00

Share price$21.44
1D+4.1%
AH$20.52$20.77$21.02$21.26$21.515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUGE
Sold putSold callAH

ProShares Ultra Consumer Staples options

Live interpolated UGE call and put midpoint premiums by absolute delta.ProShares Ultra Consumer Staples$0.23$0.85$1.48$2.11$2.74$16.24$18.51$20.78$23.05$25.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UGE spot · $21.44UGE PRICE$0.29$0.32$0.39$0.48$0.57$0.68$0.80$0.91$1.03$1.21$1.42$1.63$1.96$0.39$0.48$0.57$0.67$0.76$0.89$1.01$1.14$1.30$1.48$1.66$1.93$2.55
PutsExpensive1.18×
CallsCheap0.72×
SkewBearish+5.48 pp
Implied moveBearish±$1.81
TiltBearish11.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.2646.7%14.5%19.1254.5%12.6%
25Δ23.2737.8%10.0%19.7250.2%10.3%
30Δ22.7935.1%8.1%20.2246.7%8.4%
35Δ22.4835.0%7.1%20.6243.9%6.9%
40Δ22.1734.9%6.1%21.0241.2%5.5%
45Δ21.8834.6%5.2%21.3240.0%4.7%
50Δ21.6234.3%4.6%21.6238.8%3.9%
55Δ21.3633.9%3.9%21.9137.6%3.1%
60Δ21.0933.6%3.2%22.2036.7%2.5%
65Δ20.8133.7%2.7%22.4935.9%2.0%
70Δ20.5134.2%2.3%22.7735.1%1.5%
75Δ20.2134.6%1.9%23.1435.3%1.1%
80Δ19.7935.8%1.5%23.8239.8%0.8%

20Δ

Calls
Pseudo strike
24.26
IV
46.7%
B/E move
14.5%
Puts
Pseudo strike
19.12
IV
54.5%
B/E move
12.6%

25Δ

Calls
Pseudo strike
23.27
IV
37.8%
B/E move
10.0%
Puts
Pseudo strike
19.72
IV
50.2%
B/E move
10.3%

30Δ

Calls
Pseudo strike
22.79
IV
35.1%
B/E move
8.1%
Puts
Pseudo strike
20.22
IV
46.7%
B/E move
8.4%

35Δ

Calls
Pseudo strike
22.48
IV
35.0%
B/E move
7.1%
Puts
Pseudo strike
20.62
IV
43.9%
B/E move
6.9%

40Δ

Calls
Pseudo strike
22.17
IV
34.9%
B/E move
6.1%
Puts
Pseudo strike
21.02
IV
41.2%
B/E move
5.5%

45Δ

Calls
Pseudo strike
21.88
IV
34.6%
B/E move
5.2%
Puts
Pseudo strike
21.32
IV
40.0%
B/E move
4.7%

50Δ

Calls
Pseudo strike
21.62
IV
34.3%
B/E move
4.6%
Puts
Pseudo strike
21.62
IV
38.8%
B/E move
3.9%

55Δ

Calls
Pseudo strike
21.36
IV
33.9%
B/E move
3.9%
Puts
Pseudo strike
21.91
IV
37.6%
B/E move
3.1%

60Δ

Calls
Pseudo strike
21.09
IV
33.6%
B/E move
3.2%
Puts
Pseudo strike
22.20
IV
36.7%
B/E move
2.5%

65Δ

Calls
Pseudo strike
20.81
IV
33.7%
B/E move
2.7%
Puts
Pseudo strike
22.49
IV
35.9%
B/E move
2.0%

70Δ

Calls
Pseudo strike
20.51
IV
34.2%
B/E move
2.3%
Puts
Pseudo strike
22.77
IV
35.1%
B/E move
1.5%

75Δ

Calls
Pseudo strike
20.21
IV
34.6%
B/E move
1.9%
Puts
Pseudo strike
23.14
IV
35.3%
B/E move
1.1%

80Δ

Calls
Pseudo strike
19.79
IV
35.8%
B/E move
1.5%
Puts
Pseudo strike
23.82
IV
39.8%
B/E move
0.8%

Options history

No recorded observations