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ProShares Ultra Consumer Staples UGE

i

Market dataready · fetched 2026-11-12T03:58:01.821Z

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 · 2026-11-12T01:00:00.131834662Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:58:01.450277+00:00

Share price$22.05
1D+11.7%
AH$19.92$20.60$21.29$21.97$22.655:30 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$0.27$0.60$0.94$1.28$1.62$18.54$20.45$22.36$24.27$26.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive UGE spot · $22.05UGE PRICE$0.30$0.33$0.36$0.39$0.42$0.45$0.48$0.33$0.36$0.39$0.44$0.49$0.53$0.62$0.72$0.83$0.93$1.03$1.17$1.52
PutsCheap0.61×
Calls——
Skew——
Implied moveBearish±$1.10
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.8885.0%14.2%20.0280.9%10.7%
25Δ23.8869.2%9.8%20.6368.1%8.1%
30Δ23.3059.2%7.3%21.1158.5%6.1%
35Δ22.8851.7%5.6%21.3753.9%5.1%
40Δ22.6546.9%4.6%21.6449.3%4.1%
45Δ22.4142.2%3.7%21.9144.7%3.1%
50Δ22.1737.5%2.7%22.1242.6%2.5%
55Δ22.3041.7%2.1%
60Δ22.4840.8%1.8%
65Δ22.6639.9%1.4%
70Δ22.8439.0%1.1%
75Δ23.0438.6%0.8%
80Δ23.4441.5%0.6%

20Δ

Calls
Pseudo strike
24.88
IV
85.0%
B/E move
14.2%
Puts
Pseudo strike
20.02
IV
80.9%
B/E move
10.7%

25Δ

Calls
Pseudo strike
23.88
IV
69.2%
B/E move
9.8%
Puts
Pseudo strike
20.63
IV
68.1%
B/E move
8.1%

30Δ

Calls
Pseudo strike
23.30
IV
59.2%
B/E move
7.3%
Puts
Pseudo strike
21.11
IV
58.5%
B/E move
6.1%

35Δ

Calls
Pseudo strike
22.88
IV
51.7%
B/E move
5.6%
Puts
Pseudo strike
21.37
IV
53.9%
B/E move
5.1%

40Δ

Calls
Pseudo strike
22.65
IV
46.9%
B/E move
4.6%
Puts
Pseudo strike
21.64
IV
49.3%
B/E move
4.1%

45Δ

Calls
Pseudo strike
22.41
IV
42.2%
B/E move
3.7%
Puts
Pseudo strike
21.91
IV
44.7%
B/E move
3.1%

50Δ

Calls
Pseudo strike
22.17
IV
37.5%
B/E move
2.7%
Puts
Pseudo strike
22.12
IV
42.6%
B/E move
2.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.30
IV
41.7%
B/E move
2.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.48
IV
40.8%
B/E move
1.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.66
IV
39.9%
B/E move
1.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.84
IV
39.0%
B/E move
1.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.04
IV
38.6%
B/E move
0.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.44
IV
41.5%
B/E move
0.6%

Options history

IV · four-Friday blend35.81%
Daily EOD
UGE33.6%35.1%36.5%2026-10-19: 33.78%2026-10-20: 34.02%2026-10-21: 33.95%2026-10-22: 35.07%2026-10-23: 35.65%2026-10-26: 34.55%2026-10-27: 36.33%2026-10-28: 35.03%2026-10-29: 34.77%2026-10-30: 35.81%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
33.78%
34.02%
33.95%
35.07%
35.65%
34.55%
36.33%
35.03%
34.77%
35.81%