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ProShares Ultra Euro ULE

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Market datapartial · fetched 2026-10-22T20:08:48.213Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:00.266773641Z

FundamentalsAlpha Vantage · unavailable

Share price$11.88
1D+0.0%
AH$11.86$11.87$11.87$11.87$11.885:30 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$0.69$1.01$1.32$1.64$1.95$8.52$10.28$12.05$13.81$15.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ULE spot · $11.88ULE PRICE$0.72$0.72$0.72$0.72$0.80$0.89$0.99$1.12$1.25$1.38$1.61$1.86$0.72$0.72$0.72$0.75$0.80$0.85$0.93$1.02$1.11$1.19$1.28
PutsExpensive3.82×
CallsExpensive6.00×
SkewBullish-7.05 pp
Implied moveBearish±$1.82
TiltBullish11.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.10110.9%29.5%
25Δ19.43131.2%69.7%10.0686.7%21.4%
30Δ15.8398.2%39.3%10.7070.9%16.0%
35Δ14.1076.9%24.8%11.1860.4%12.2%
40Δ13.1562.3%16.8%11.5254.3%9.8%
45Δ12.6757.2%13.4%11.8648.2%7.4%
50Δ12.2754.0%10.8%12.1244.3%5.8%
55Δ11.9151.2%8.6%12.3341.8%4.7%
60Δ11.6249.8%7.3%12.5439.4%3.7%
65Δ11.3448.3%5.9%12.7536.9%2.7%
70Δ11.0546.8%4.6%12.9634.4%1.7%
75Δ10.7146.8%3.7%
80Δ10.3747.0%2.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.10
IV
110.9%
B/E move
29.5%

25Δ

Calls
Pseudo strike
19.43
IV
131.2%
B/E move
69.7%
Puts
Pseudo strike
10.06
IV
86.7%
B/E move
21.4%

30Δ

Calls
Pseudo strike
15.83
IV
98.2%
B/E move
39.3%
Puts
Pseudo strike
10.70
IV
70.9%
B/E move
16.0%

35Δ

Calls
Pseudo strike
14.10
IV
76.9%
B/E move
24.8%
Puts
Pseudo strike
11.18
IV
60.4%
B/E move
12.2%

40Δ

Calls
Pseudo strike
13.15
IV
62.3%
B/E move
16.8%
Puts
Pseudo strike
11.52
IV
54.3%
B/E move
9.8%

45Δ

Calls
Pseudo strike
12.67
IV
57.2%
B/E move
13.4%
Puts
Pseudo strike
11.86
IV
48.2%
B/E move
7.4%

50Δ

Calls
Pseudo strike
12.27
IV
54.0%
B/E move
10.8%
Puts
Pseudo strike
12.12
IV
44.3%
B/E move
5.8%

55Δ

Calls
Pseudo strike
11.91
IV
51.2%
B/E move
8.6%
Puts
Pseudo strike
12.33
IV
41.8%
B/E move
4.7%

60Δ

Calls
Pseudo strike
11.62
IV
49.8%
B/E move
7.3%
Puts
Pseudo strike
12.54
IV
39.4%
B/E move
3.7%

65Δ

Calls
Pseudo strike
11.34
IV
48.3%
B/E move
5.9%
Puts
Pseudo strike
12.75
IV
36.9%
B/E move
2.7%

70Δ

Calls
Pseudo strike
11.05
IV
46.8%
B/E move
4.6%
Puts
Pseudo strike
12.96
IV
34.4%
B/E move
1.7%

75Δ

Calls
Pseudo strike
10.71
IV
46.8%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
10.37
IV
47.0%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations