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ProShares UltraPro S&P 500 UPRO

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Market dataready · fetched 2026-10-15T20:03:27.841Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:01:50.019934412Z

FundamentalsAlpha Vantage · ready

Share price$151.75
1D+1.9%
AH$147$148$150$151$1525:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUPRO
Sold putSold callAH

ProShares UltraPro S&P 500 options

Live interpolated UPRO call and put midpoint premiums by absolute delta.ProShares UltraPro S&P 500$0.22$1.45$2.67$3.89$5.12$146.41$148.82$151.22$153.63$156.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $151.75OPTION PRICELive UPRO spot · $151.75UPRO PRICE$0.35$0.45$0.57$0.70$0.85$1.20$1.47$1.53$1.59$2.19$2.85$2.79$3.67$0.55$0.75$0.77$1.41$1.25$1.32$1.50$2.09$2.21$2.36$2.66$4.48$4.76
PutsExpensive1.94×
CallsExpensive1.08×
SkewBearish+13.34 pp
Implied moveBalanced±$2.97
TiltBearish12.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ154.5640.4%2.1%147.8860.1%2.9%
25Δ153.8938.5%1.7%148.5462.3%2.6%
30Δ153.4137.9%1.5%149.7150.4%1.9%
35Δ152.9537.5%1.2%149.6074.2%2.3%
40Δ152.5637.9%1.1%150.6455.5%1.6%
45Δ152.2144.5%1.1%151.3248.1%1.2%
50Δ151.8547.5%1.0%151.8046.5%1.0%
55Δ151.4542.7%0.8%152.4055.4%1.0%
60Δ151.0537.8%0.6%152.8251.0%0.7%
65Δ150.3843.5%0.5%153.2546.7%0.6%
70Δ149.6850.7%0.5%153.7345.7%0.4%
75Δ149.4742.1%0.3%155.4866.0%0.5%
80Δ148.5248.2%0.3%156.0060.9%0.3%

20Δ

Calls
Pseudo strike
154.56
IV
40.4%
B/E move
2.1%
Puts
Pseudo strike
147.88
IV
60.1%
B/E move
2.9%

25Δ

Calls
Pseudo strike
153.89
IV
38.5%
B/E move
1.7%
Puts
Pseudo strike
148.54
IV
62.3%
B/E move
2.6%

30Δ

Calls
Pseudo strike
153.41
IV
37.9%
B/E move
1.5%
Puts
Pseudo strike
149.71
IV
50.4%
B/E move
1.9%

35Δ

Calls
Pseudo strike
152.95
IV
37.5%
B/E move
1.2%
Puts
Pseudo strike
149.60
IV
74.2%
B/E move
2.3%

40Δ

Calls
Pseudo strike
152.56
IV
37.9%
B/E move
1.1%
Puts
Pseudo strike
150.64
IV
55.5%
B/E move
1.6%

45Δ

Calls
Pseudo strike
152.21
IV
44.5%
B/E move
1.1%
Puts
Pseudo strike
151.32
IV
48.1%
B/E move
1.2%

50Δ

Calls
Pseudo strike
151.85
IV
47.5%
B/E move
1.0%
Puts
Pseudo strike
151.80
IV
46.5%
B/E move
1.0%

55Δ

Calls
Pseudo strike
151.45
IV
42.7%
B/E move
0.8%
Puts
Pseudo strike
152.40
IV
55.4%
B/E move
1.0%

60Δ

Calls
Pseudo strike
151.05
IV
37.8%
B/E move
0.6%
Puts
Pseudo strike
152.82
IV
51.0%
B/E move
0.7%

65Δ

Calls
Pseudo strike
150.38
IV
43.5%
B/E move
0.5%
Puts
Pseudo strike
153.25
IV
46.7%
B/E move
0.6%

70Δ

Calls
Pseudo strike
149.68
IV
50.7%
B/E move
0.5%
Puts
Pseudo strike
153.73
IV
45.7%
B/E move
0.4%

75Δ

Calls
Pseudo strike
149.47
IV
42.1%
B/E move
0.3%
Puts
Pseudo strike
155.48
IV
66.0%
B/E move
0.5%

80Δ

Calls
Pseudo strike
148.52
IV
48.2%
B/E move
0.3%
Puts
Pseudo strike
156.00
IV
60.9%
B/E move
0.3%