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ProShares Ultra Gold UGL

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Market datapartial · fetched 2026-10-22T22:08:19.206Z

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 · 2026-10-22T22:05:00.013606459Z

FundamentalsAlpha Vantage · unavailable

Share price$42.62
1D-2.6%
AH$42.39$42.79$43.19$43.58$43.985:30 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$0.39$1.92$3.45$4.98$6.51$35.19$39.10$43.01$46.92$50.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UGL spot · $42.62UGL PRICE$0.56$0.71$0.92$1.19$1.40$1.68$2.11$2.38$2.71$3.18$3.96$4.80$6.07$0.60$0.84$1.03$1.22$1.57$1.85$2.10$2.50$3.00$3.52$3.84$4.34$4.94
PutsCheap0.84×
CallsExpensive1.29×
SkewBullish-5.49 pp
Implied moveBalanced±$4.21
TiltBalanced0.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.8744.3%13.6%38.9642.0%10.0%
25Δ46.6241.8%11.1%39.6543.6%9.0%
30Δ45.8442.4%9.7%40.4242.3%7.6%
35Δ45.2444.8%8.9%41.2140.1%6.2%
40Δ44.4844.0%7.7%41.7942.4%5.6%
45Δ43.7444.0%6.6%42.4042.2%4.9%
50Δ43.1347.6%6.1%43.0440.6%3.9%
55Δ42.4446.4%5.2%43.6941.2%3.4%
60Δ41.7245.4%4.2%44.4042.4%2.9%
65Δ40.9946.8%3.6%45.1343.2%2.4%
70Δ40.0551.2%3.3%45.7140.9%1.8%
75Δ39.0054.6%2.8%46.4339.9%1.3%
80Δ37.5158.1%2.2%47.2039.1%0.8%

20Δ

Calls
Pseudo strike
47.87
IV
44.3%
B/E move
13.6%
Puts
Pseudo strike
38.96
IV
42.0%
B/E move
10.0%

25Δ

Calls
Pseudo strike
46.62
IV
41.8%
B/E move
11.1%
Puts
Pseudo strike
39.65
IV
43.6%
B/E move
9.0%

30Δ

Calls
Pseudo strike
45.84
IV
42.4%
B/E move
9.7%
Puts
Pseudo strike
40.42
IV
42.3%
B/E move
7.6%

35Δ

Calls
Pseudo strike
45.24
IV
44.8%
B/E move
8.9%
Puts
Pseudo strike
41.21
IV
40.1%
B/E move
6.2%

40Δ

Calls
Pseudo strike
44.48
IV
44.0%
B/E move
7.7%
Puts
Pseudo strike
41.79
IV
42.4%
B/E move
5.6%

45Δ

Calls
Pseudo strike
43.74
IV
44.0%
B/E move
6.6%
Puts
Pseudo strike
42.40
IV
42.2%
B/E move
4.9%

50Δ

Calls
Pseudo strike
43.13
IV
47.6%
B/E move
6.1%
Puts
Pseudo strike
43.04
IV
40.6%
B/E move
3.9%

55Δ

Calls
Pseudo strike
42.44
IV
46.4%
B/E move
5.2%
Puts
Pseudo strike
43.69
IV
41.2%
B/E move
3.4%

60Δ

Calls
Pseudo strike
41.72
IV
45.4%
B/E move
4.2%
Puts
Pseudo strike
44.40
IV
42.4%
B/E move
2.9%

65Δ

Calls
Pseudo strike
40.99
IV
46.8%
B/E move
3.6%
Puts
Pseudo strike
45.13
IV
43.2%
B/E move
2.4%

70Δ

Calls
Pseudo strike
40.05
IV
51.2%
B/E move
3.3%
Puts
Pseudo strike
45.71
IV
40.9%
B/E move
1.8%

75Δ

Calls
Pseudo strike
39.00
IV
54.6%
B/E move
2.8%
Puts
Pseudo strike
46.43
IV
39.9%
B/E move
1.3%

80Δ

Calls
Pseudo strike
37.51
IV
58.1%
B/E move
2.2%
Puts
Pseudo strike
47.20
IV
39.1%
B/E move
0.8%

Options history

No recorded observations