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ProShares Ultra Gold UGL

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Market dataready · fetched 2026-11-12T02:54:21.851Z

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 · 2026-11-12T01:00:00.12554666Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:54:21.359229+00:00

Share price$41.46
1D-2.5%
AH$41.35$41.68$42.02$42.35$42.685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUGL
Sold putSold callAH

ProShares Ultra Gold options

Live interpolated UGL call and put midpoint premiums by absolute delta.ProShares Ultra Gold$0.20$1.32$2.45$3.57$4.69$37.98$40.17$42.36$44.55$46.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive UGL spot · $41.46UGL PRICE$0.32$0.43$0.54$0.69$0.86$1.04$1.21$1.37$1.63$2.00$2.51$3.36$4.37$0.37$0.55$0.72$0.82$0.86$0.98$1.13$1.29$1.50$1.73$1.96$2.12
Puts——
CallsCheap0.75×
Skew——
Implied moveBullish±$2.34
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.1745.0%7.3%39.0448.4%6.7%
25Δ43.6645.0%6.3%39.4451.5%6.2%
30Δ43.1744.6%5.4%39.8354.6%5.7%
35Δ42.7645.6%4.8%40.3052.0%4.8%
40Δ42.4047.3%4.3%40.8445.0%3.6%
45Δ42.0349.0%3.9%41.2442.3%2.9%
50Δ41.6348.3%3.3%41.5841.5%2.5%
55Δ41.2447.4%2.8%41.9240.7%2.0%
60Δ40.8148.2%2.3%42.2740.4%1.7%
65Δ40.3251.6%2.1%42.6340.3%1.4%
70Δ39.7257.2%1.9%42.9840.2%1.1%
75Δ38.8367.9%1.8%43.2337.3%0.8%
80Δ37.7377.4%1.5%

20Δ

Calls
Pseudo strike
44.17
IV
45.0%
B/E move
7.3%
Puts
Pseudo strike
39.04
IV
48.4%
B/E move
6.7%

25Δ

Calls
Pseudo strike
43.66
IV
45.0%
B/E move
6.3%
Puts
Pseudo strike
39.44
IV
51.5%
B/E move
6.2%

30Δ

Calls
Pseudo strike
43.17
IV
44.6%
B/E move
5.4%
Puts
Pseudo strike
39.83
IV
54.6%
B/E move
5.7%

35Δ

Calls
Pseudo strike
42.76
IV
45.6%
B/E move
4.8%
Puts
Pseudo strike
40.30
IV
52.0%
B/E move
4.8%

40Δ

Calls
Pseudo strike
42.40
IV
47.3%
B/E move
4.3%
Puts
Pseudo strike
40.84
IV
45.0%
B/E move
3.6%

45Δ

Calls
Pseudo strike
42.03
IV
49.0%
B/E move
3.9%
Puts
Pseudo strike
41.24
IV
42.3%
B/E move
2.9%

50Δ

Calls
Pseudo strike
41.63
IV
48.3%
B/E move
3.3%
Puts
Pseudo strike
41.58
IV
41.5%
B/E move
2.5%

55Δ

Calls
Pseudo strike
41.24
IV
47.4%
B/E move
2.8%
Puts
Pseudo strike
41.92
IV
40.7%
B/E move
2.0%

60Δ

Calls
Pseudo strike
40.81
IV
48.2%
B/E move
2.3%
Puts
Pseudo strike
42.27
IV
40.4%
B/E move
1.7%

65Δ

Calls
Pseudo strike
40.32
IV
51.6%
B/E move
2.1%
Puts
Pseudo strike
42.63
IV
40.3%
B/E move
1.4%

70Δ

Calls
Pseudo strike
39.72
IV
57.2%
B/E move
1.9%
Puts
Pseudo strike
42.98
IV
40.2%
B/E move
1.1%

75Δ

Calls
Pseudo strike
38.83
IV
67.9%
B/E move
1.8%
Puts
Pseudo strike
43.23
IV
37.3%
B/E move
0.8%

80Δ

Calls
Pseudo strike
37.73
IV
77.4%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend45.38%
Daily EOD
UGL40.6%43.2%45.7%2026-10-19: 42.19%2026-10-20: 41.83%2026-10-21: 40.99%2026-10-22: 42.04%2026-10-23: 43.46%2026-10-26: 43.54%2026-10-27: 43.08%2026-10-28: 42.83%2026-10-29: 41.53%2026-10-30: 45.38%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
42.19%
41.83%
40.99%
42.04%
43.46%
43.54%
43.08%
42.83%
41.53%
45.38%