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ProShares Ultra Gold UGL

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Market datapartial · fetched 2026-10-23T00:01:43.883Z

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 · 2026-10-23T00:00:00.124095986Z

FundamentalsAlpha Vantage · unavailable

Share price$42.63
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$0.40$1.91$3.43$4.95$6.47$35.19$39.10$43.01$46.92$50.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UGL spot · $42.63UGL PRICE$0.56$0.71$0.92$1.19$1.40$1.68$2.11$2.38$2.70$3.17$3.94$4.78$6.04$0.60$0.84$1.03$1.23$1.58$1.85$2.11$2.51$3.01$3.53$3.85$4.37$4.96
PutsCheap0.84×
CallsExpensive1.28×
SkewBullish-5.23 pp
Implied moveBalanced±$4.21
TiltBalanced0.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.8744.2%13.6%38.9742.0%10.0%
25Δ46.6341.7%11.0%39.6543.7%9.0%
30Δ45.8542.4%9.7%40.4342.4%7.6%
35Δ45.2444.7%8.9%41.2140.2%6.2%
40Δ44.4943.9%7.7%41.8042.5%5.7%
45Δ43.7443.9%6.6%42.4142.2%4.9%
50Δ43.1347.4%6.1%43.0540.7%4.0%
55Δ42.4546.3%5.2%43.7041.4%3.4%
60Δ41.7345.2%4.2%44.4242.6%2.9%
65Δ41.0146.6%3.6%45.1543.2%2.4%
70Δ40.0750.9%3.2%45.7341.0%1.8%
75Δ39.0254.3%2.8%46.4640.1%1.3%
80Δ37.5557.8%2.2%47.2339.2%0.8%

20Δ

Calls
Pseudo strike
47.87
IV
44.2%
B/E move
13.6%
Puts
Pseudo strike
38.97
IV
42.0%
B/E move
10.0%

25Δ

Calls
Pseudo strike
46.63
IV
41.7%
B/E move
11.0%
Puts
Pseudo strike
39.65
IV
43.7%
B/E move
9.0%

30Δ

Calls
Pseudo strike
45.85
IV
42.4%
B/E move
9.7%
Puts
Pseudo strike
40.43
IV
42.4%
B/E move
7.6%

35Δ

Calls
Pseudo strike
45.24
IV
44.7%
B/E move
8.9%
Puts
Pseudo strike
41.21
IV
40.2%
B/E move
6.2%

40Δ

Calls
Pseudo strike
44.49
IV
43.9%
B/E move
7.7%
Puts
Pseudo strike
41.80
IV
42.5%
B/E move
5.7%

45Δ

Calls
Pseudo strike
43.74
IV
43.9%
B/E move
6.6%
Puts
Pseudo strike
42.41
IV
42.2%
B/E move
4.9%

50Δ

Calls
Pseudo strike
43.13
IV
47.4%
B/E move
6.1%
Puts
Pseudo strike
43.05
IV
40.7%
B/E move
4.0%

55Δ

Calls
Pseudo strike
42.45
IV
46.3%
B/E move
5.2%
Puts
Pseudo strike
43.70
IV
41.4%
B/E move
3.4%

60Δ

Calls
Pseudo strike
41.73
IV
45.2%
B/E move
4.2%
Puts
Pseudo strike
44.42
IV
42.6%
B/E move
2.9%

65Δ

Calls
Pseudo strike
41.01
IV
46.6%
B/E move
3.6%
Puts
Pseudo strike
45.15
IV
43.2%
B/E move
2.4%

70Δ

Calls
Pseudo strike
40.07
IV
50.9%
B/E move
3.2%
Puts
Pseudo strike
45.73
IV
41.0%
B/E move
1.8%

75Δ

Calls
Pseudo strike
39.02
IV
54.3%
B/E move
2.8%
Puts
Pseudo strike
46.46
IV
40.1%
B/E move
1.3%

80Δ

Calls
Pseudo strike
37.55
IV
57.8%
B/E move
2.2%
Puts
Pseudo strike
47.23
IV
39.2%
B/E move
0.8%

Options history

No recorded observations