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ProShares Ultra Euro ULE

i

Market dataready · fetched 2026-11-12T00:51:11.166Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T23:30:00.004039908Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:51:10.481624+00:00

Share price$11.64
1D+0.3%
AH$11.57$11.59$11.61$11.62$11.645:30 AM6:30 AM9:00 AM1:00 PM2:00 PMULE
Sold putSold callAH

ProShares Ultra Euro options

Live interpolated ULE call and put midpoint premiums by absolute delta.ProShares Ultra Euro$0.34$0.68$1.02$1.37$1.71$10.83$11.21$11.58$11.96$12.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ULE spot · $11.64ULE PRICE$0.38$0.38$0.44$0.59$0.74$0.90$1.05$1.22$1.42$1.61$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.38
Puts——
Calls——
Skew——
Implied moveBullish±$0.97
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.7081.5%19.9%
25Δ14.2176.7%25.4%10.3563.8%14.3%
30Δ13.1559.0%16.2%10.8650.0%9.9%
35Δ11.0843.4%8.0%
40Δ11.2039.5%7.0%
45Δ11.8834.9%5.9%11.3135.6%6.0%
50Δ11.6938.5%5.5%11.4331.6%5.0%
55Δ11.4942.1%5.2%11.5427.7%4.0%
60Δ11.3045.8%4.8%11.6623.7%3.0%
65Δ11.1049.4%4.4%11.7719.8%2.1%
70Δ10.8651.1%3.9%11.8915.9%1.1%
75Δ10.5850.7%3.1%
80Δ10.3050.4%2.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.70
IV
81.5%
B/E move
19.9%

25Δ

Calls
Pseudo strike
14.21
IV
76.7%
B/E move
25.4%
Puts
Pseudo strike
10.35
IV
63.8%
B/E move
14.3%

30Δ

Calls
Pseudo strike
13.15
IV
59.0%
B/E move
16.2%
Puts
Pseudo strike
10.86
IV
50.0%
B/E move
9.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.08
IV
43.4%
B/E move
8.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.20
IV
39.5%
B/E move
7.0%

45Δ

Calls
Pseudo strike
11.88
IV
34.9%
B/E move
5.9%
Puts
Pseudo strike
11.31
IV
35.6%
B/E move
6.0%

50Δ

Calls
Pseudo strike
11.69
IV
38.5%
B/E move
5.5%
Puts
Pseudo strike
11.43
IV
31.6%
B/E move
5.0%

55Δ

Calls
Pseudo strike
11.49
IV
42.1%
B/E move
5.2%
Puts
Pseudo strike
11.54
IV
27.7%
B/E move
4.0%

60Δ

Calls
Pseudo strike
11.30
IV
45.8%
B/E move
4.8%
Puts
Pseudo strike
11.66
IV
23.7%
B/E move
3.0%

65Δ

Calls
Pseudo strike
11.10
IV
49.4%
B/E move
4.4%
Puts
Pseudo strike
11.77
IV
19.8%
B/E move
2.1%

70Δ

Calls
Pseudo strike
10.86
IV
51.1%
B/E move
3.9%
Puts
Pseudo strike
11.89
IV
15.9%
B/E move
1.1%

75Δ

Calls
Pseudo strike
10.58
IV
50.7%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
10.30
IV
50.4%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations