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ProShares UltraPro S&P 500 UPRO

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Market dataready · fetched 2026-10-15T20:34:02.522Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:32:31.872441864Z

FundamentalsAlpha Vantage · ready

Share price$151.42
1D+1.6%
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$0.25$1.45$2.65$3.85$5.05$146.52$148.87$151.23$153.59$155.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $151.42OPTION PRICELive UPRO spot · $151.42UPRO PRICE$0.38$0.49$0.62$0.77$1.03$1.42$1.52$1.59$1.91$2.26$3.00$2.96$3.47$0.51$0.71$0.76$1.18$1.32$1.21$1.37$1.52$2.22$2.21$2.53$3.62$4.71
PutsExpensive1.75×
CallsExpensive1.18×
SkewBearish+4.83 pp
Implied moveBullish±$2.89
TiltBearish5.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ154.4042.9%2.2%147.8056.2%2.7%
25Δ153.7441.7%1.9%148.3759.2%2.5%
30Δ153.2241.4%1.6%149.3850.1%1.8%
35Δ152.7541.7%1.4%149.6961.5%1.9%
40Δ152.3645.5%1.3%150.2059.2%1.7%
45Δ152.0253.6%1.3%151.0344.4%1.1%
50Δ151.5449.3%1.1%151.4542.6%0.9%
55Δ151.0544.0%0.8%151.8740.8%0.7%
60Δ150.5544.9%0.7%152.5251.2%0.7%
65Δ150.0646.6%0.6%152.8044.6%0.5%
70Δ149.3154.5%0.6%153.3442.4%0.4%
75Δ149.0446.3%0.4%154.4950.9%0.4%
80Δ148.4047.2%0.3%155.6459.3%0.3%

20Δ

Calls
Pseudo strike
154.40
IV
42.9%
B/E move
2.2%
Puts
Pseudo strike
147.80
IV
56.2%
B/E move
2.7%

25Δ

Calls
Pseudo strike
153.74
IV
41.7%
B/E move
1.9%
Puts
Pseudo strike
148.37
IV
59.2%
B/E move
2.5%

30Δ

Calls
Pseudo strike
153.22
IV
41.4%
B/E move
1.6%
Puts
Pseudo strike
149.38
IV
50.1%
B/E move
1.8%

35Δ

Calls
Pseudo strike
152.75
IV
41.7%
B/E move
1.4%
Puts
Pseudo strike
149.69
IV
61.5%
B/E move
1.9%

40Δ

Calls
Pseudo strike
152.36
IV
45.5%
B/E move
1.3%
Puts
Pseudo strike
150.20
IV
59.2%
B/E move
1.7%

45Δ

Calls
Pseudo strike
152.02
IV
53.6%
B/E move
1.3%
Puts
Pseudo strike
151.03
IV
44.4%
B/E move
1.1%

50Δ

Calls
Pseudo strike
151.54
IV
49.3%
B/E move
1.1%
Puts
Pseudo strike
151.45
IV
42.6%
B/E move
0.9%

55Δ

Calls
Pseudo strike
151.05
IV
44.0%
B/E move
0.8%
Puts
Pseudo strike
151.87
IV
40.8%
B/E move
0.7%

60Δ

Calls
Pseudo strike
150.55
IV
44.9%
B/E move
0.7%
Puts
Pseudo strike
152.52
IV
51.2%
B/E move
0.7%

65Δ

Calls
Pseudo strike
150.06
IV
46.6%
B/E move
0.6%
Puts
Pseudo strike
152.80
IV
44.6%
B/E move
0.5%

70Δ

Calls
Pseudo strike
149.31
IV
54.5%
B/E move
0.6%
Puts
Pseudo strike
153.34
IV
42.4%
B/E move
0.4%

75Δ

Calls
Pseudo strike
149.04
IV
46.3%
B/E move
0.4%
Puts
Pseudo strike
154.49
IV
50.9%
B/E move
0.4%

80Δ

Calls
Pseudo strike
148.40
IV
47.2%
B/E move
0.3%
Puts
Pseudo strike
155.64
IV
59.3%
B/E move
0.3%