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ProShares UltraPro MidCap400 UMDD

i

Market dataready · fetched 2026-11-13T02:14:25.617Z

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: 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 · 2026-11-13T01:00:00.115837621Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:14:25.271249+00:00

Share price$31.26
1D-2.3%
AH$31.20$31.42$31.63$31.84$32.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUMDD
Sold putSold callAH

ProShares UltraPro MidCap400 options

Live interpolated UMDD call and put midpoint premiums by absolute delta.ProShares UltraPro MidCap400$0.86$1.48$2.09$2.71$3.33$26.78$28.91$31.04$33.17$35.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive UMDD spot · $31.26UMDD PRICE$0.93$0.98$1.05$1.14$1.26$1.42$1.59$1.77$1.97$2.24$2.58$3.15$0.93$0.98$1.03$1.10$1.18$1.26$1.35$1.44$1.53$1.62$1.71$1.79$1.88
PutsFair1.02×
Calls——
Skew——
Implied moveBullish±$2.77
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.33163.3%18.8%
25Δ37.22151.2%22.0%28.03130.0%13.5%
30Δ34.95123.3%14.9%29.13109.6%10.1%
35Δ33.65106.6%11.0%29.9594.5%7.7%
40Δ32.7595.2%8.4%30.5184.9%6.2%
45Δ32.0788.0%6.6%31.0476.1%4.7%
50Δ31.5583.5%5.5%31.4070.2%3.9%
55Δ31.0579.4%4.4%31.7664.2%3.0%
60Δ30.6176.5%3.6%32.0758.8%2.3%
65Δ30.1973.6%2.9%32.2954.2%1.9%
70Δ29.7372.6%2.3%32.5149.7%1.4%
75Δ29.2473.0%1.8%32.7445.2%1.0%
80Δ28.5677.7%1.4%32.9640.6%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.33
IV
163.3%
B/E move
18.8%

25Δ

Calls
Pseudo strike
37.22
IV
151.2%
B/E move
22.0%
Puts
Pseudo strike
28.03
IV
130.0%
B/E move
13.5%

30Δ

Calls
Pseudo strike
34.95
IV
123.3%
B/E move
14.9%
Puts
Pseudo strike
29.13
IV
109.6%
B/E move
10.1%

35Δ

Calls
Pseudo strike
33.65
IV
106.6%
B/E move
11.0%
Puts
Pseudo strike
29.95
IV
94.5%
B/E move
7.7%

40Δ

Calls
Pseudo strike
32.75
IV
95.2%
B/E move
8.4%
Puts
Pseudo strike
30.51
IV
84.9%
B/E move
6.2%

45Δ

Calls
Pseudo strike
32.07
IV
88.0%
B/E move
6.6%
Puts
Pseudo strike
31.04
IV
76.1%
B/E move
4.7%

50Δ

Calls
Pseudo strike
31.55
IV
83.5%
B/E move
5.5%
Puts
Pseudo strike
31.40
IV
70.2%
B/E move
3.9%

55Δ

Calls
Pseudo strike
31.05
IV
79.4%
B/E move
4.4%
Puts
Pseudo strike
31.76
IV
64.2%
B/E move
3.0%

60Δ

Calls
Pseudo strike
30.61
IV
76.5%
B/E move
3.6%
Puts
Pseudo strike
32.07
IV
58.8%
B/E move
2.3%

65Δ

Calls
Pseudo strike
30.19
IV
73.6%
B/E move
2.9%
Puts
Pseudo strike
32.29
IV
54.2%
B/E move
1.9%

70Δ

Calls
Pseudo strike
29.73
IV
72.6%
B/E move
2.3%
Puts
Pseudo strike
32.51
IV
49.7%
B/E move
1.4%

75Δ

Calls
Pseudo strike
29.24
IV
73.0%
B/E move
1.8%
Puts
Pseudo strike
32.74
IV
45.2%
B/E move
1.0%

80Δ

Calls
Pseudo strike
28.56
IV
77.7%
B/E move
1.4%
Puts
Pseudo strike
32.96
IV
40.6%
B/E move
0.6%

Options history

IV · four-Friday blend49.03%
Daily EOD
UMDD42.3%46.0%49.7%2026-10-19: 46.71%2026-10-20: 45.69%2026-10-21: 42.82%2026-10-22: 47.27%2026-10-23: 49.23%2026-10-26: 46.43%2026-10-27: 44.43%2026-10-28: 48.05%2026-10-29: 46.98%2026-10-30: 49.03%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
46.71%
45.69%
42.82%
47.27%
49.23%
46.43%
44.43%
48.05%
46.98%
49.03%