IntraAlpha
Create free account Start free

ProShares UltraPro MidCap400 UMDD

i

Market dataready · fetched 2026-10-22T20:46:43.895Z

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 · 2026-10-22T20:10:00.004016712Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T20:46:43.031950+00:00

Share price$30.45
1D-0.0%
AH$29.69$29.90$30.11$30.31$30.525:30 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$0.76$2.21$3.66$5.11$6.57$24.00$27.02$30.04$33.06$36.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UMDD spot · $30.45UMDD PRICE$0.91$0.99$1.11$1.21$1.32$1.47$1.69$1.94$2.25$2.54$2.80$3.11$1.00$1.04$1.24$1.35$1.46$1.68$1.99$2.39$2.84$3.36$4.02$5.03$6.15
PutsExpensive1.43×
CallsExpensive1.37×
SkewBearish+9.68 pp
Implied moveBearish±$3.46
TiltBearish22.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.3892.3%19.9%
25Δ36.4779.5%22.8%27.1772.8%14.2%
30Δ34.3666.9%16.1%28.1368.5%11.7%
35Δ33.1160.2%12.4%29.0360.8%9.1%
40Δ32.1553.9%9.5%29.7154.6%7.2%
45Δ31.4449.4%7.6%30.3352.3%5.9%
50Δ30.8346.5%6.1%30.8952.6%5.1%
55Δ30.3245.8%5.1%31.5153.7%4.4%
60Δ29.8145.4%4.3%32.1654.9%3.7%
65Δ29.3045.8%3.6%32.8755.9%3.1%
70Δ28.8145.2%2.9%33.7157.4%2.5%
75Δ28.3443.3%2.3%34.8761.5%2.0%
80Δ27.8641.6%1.7%36.1564.0%1.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.38
IV
92.3%
B/E move
19.9%

25Δ

Calls
Pseudo strike
36.47
IV
79.5%
B/E move
22.8%
Puts
Pseudo strike
27.17
IV
72.8%
B/E move
14.2%

30Δ

Calls
Pseudo strike
34.36
IV
66.9%
B/E move
16.1%
Puts
Pseudo strike
28.13
IV
68.5%
B/E move
11.7%

35Δ

Calls
Pseudo strike
33.11
IV
60.2%
B/E move
12.4%
Puts
Pseudo strike
29.03
IV
60.8%
B/E move
9.1%

40Δ

Calls
Pseudo strike
32.15
IV
53.9%
B/E move
9.5%
Puts
Pseudo strike
29.71
IV
54.6%
B/E move
7.2%

45Δ

Calls
Pseudo strike
31.44
IV
49.4%
B/E move
7.6%
Puts
Pseudo strike
30.33
IV
52.3%
B/E move
5.9%

50Δ

Calls
Pseudo strike
30.83
IV
46.5%
B/E move
6.1%
Puts
Pseudo strike
30.89
IV
52.6%
B/E move
5.1%

55Δ

Calls
Pseudo strike
30.32
IV
45.8%
B/E move
5.1%
Puts
Pseudo strike
31.51
IV
53.7%
B/E move
4.4%

60Δ

Calls
Pseudo strike
29.81
IV
45.4%
B/E move
4.3%
Puts
Pseudo strike
32.16
IV
54.9%
B/E move
3.7%

65Δ

Calls
Pseudo strike
29.30
IV
45.8%
B/E move
3.6%
Puts
Pseudo strike
32.87
IV
55.9%
B/E move
3.1%

70Δ

Calls
Pseudo strike
28.81
IV
45.2%
B/E move
2.9%
Puts
Pseudo strike
33.71
IV
57.4%
B/E move
2.5%

75Δ

Calls
Pseudo strike
28.34
IV
43.3%
B/E move
2.3%
Puts
Pseudo strike
34.87
IV
61.5%
B/E move
2.0%

80Δ

Calls
Pseudo strike
27.86
IV
41.6%
B/E move
1.7%
Puts
Pseudo strike
36.15
IV
64.0%
B/E move
1.5%

Options history

No recorded observations