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ProShares UltraPro MidCap400 UMDD

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Market datapartial · fetched 2026-10-23T16:43:55.692Z

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 · 2026-10-23T15:24:16.3240114Z

FundamentalsAlpha Vantage · unavailable

Share price$30.11
1D+2.1%
$29.33$29.54$29.75$29.95$30.165:30 AM6:30 AM9:00 AM1:00 PMUMDD
Sold putSold call

ProShares UltraPro MidCap400 options

Live interpolated UMDD call and put midpoint premiums by absolute delta.ProShares UltraPro MidCap400$0.80$2.19$3.58$4.98$6.37$23.86$26.90$29.94$32.98$36.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UMDD spot · $30.11UMDD PRICE$0.95$1.05$1.14$1.24$1.34$1.47$1.62$1.92$2.22$2.52$2.83$3.33$1.29$1.42$1.58$1.77$2.09$2.46$2.93$3.46$4.02$4.71$5.97
PutsExpensive1.31×
CallsExpensive1.47×
SkewBearish+3.99 pp
Implied moveBearish±$3.56
TiltBearish18.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ37.7691.0%28.6%
30Δ36.1181.2%23.4%27.7172.7%12.2%
35Δ34.4771.4%18.3%28.6165.2%9.7%
40Δ32.8261.6%13.1%29.3460.0%7.8%
45Δ31.1751.8%8.0%29.9756.6%6.3%
50Δ30.5147.9%6.2%30.5756.4%5.4%
55Δ29.9745.0%4.9%31.1956.7%4.6%
60Δ29.4746.0%4.3%31.8758.1%3.9%
65Δ28.9646.9%3.6%32.6058.9%3.2%
70Δ28.4746.1%2.9%33.3659.1%2.5%
75Δ27.9645.3%2.3%34.2359.7%1.9%
80Δ27.3246.1%1.8%35.6364.0%1.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
37.76
IV
91.0%
B/E move
28.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
36.11
IV
81.2%
B/E move
23.4%
Puts
Pseudo strike
27.71
IV
72.7%
B/E move
12.2%

35Δ

Calls
Pseudo strike
34.47
IV
71.4%
B/E move
18.3%
Puts
Pseudo strike
28.61
IV
65.2%
B/E move
9.7%

40Δ

Calls
Pseudo strike
32.82
IV
61.6%
B/E move
13.1%
Puts
Pseudo strike
29.34
IV
60.0%
B/E move
7.8%

45Δ

Calls
Pseudo strike
31.17
IV
51.8%
B/E move
8.0%
Puts
Pseudo strike
29.97
IV
56.6%
B/E move
6.3%

50Δ

Calls
Pseudo strike
30.51
IV
47.9%
B/E move
6.2%
Puts
Pseudo strike
30.57
IV
56.4%
B/E move
5.4%

55Δ

Calls
Pseudo strike
29.97
IV
45.0%
B/E move
4.9%
Puts
Pseudo strike
31.19
IV
56.7%
B/E move
4.6%

60Δ

Calls
Pseudo strike
29.47
IV
46.0%
B/E move
4.3%
Puts
Pseudo strike
31.87
IV
58.1%
B/E move
3.9%

65Δ

Calls
Pseudo strike
28.96
IV
46.9%
B/E move
3.6%
Puts
Pseudo strike
32.60
IV
58.9%
B/E move
3.2%

70Δ

Calls
Pseudo strike
28.47
IV
46.1%
B/E move
2.9%
Puts
Pseudo strike
33.36
IV
59.1%
B/E move
2.5%

75Δ

Calls
Pseudo strike
27.96
IV
45.3%
B/E move
2.3%
Puts
Pseudo strike
34.23
IV
59.7%
B/E move
1.9%

80Δ

Calls
Pseudo strike
27.32
IV
46.1%
B/E move
1.8%
Puts
Pseudo strike
35.63
IV
64.0%
B/E move
1.5%

Options history

No recorded observations