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ProShares UltraPro S&P 500 UPRO

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Market dataready · fetched 2026-10-15T23:39:06.422Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:36:18.595720113Z

FundamentalsAlpha Vantage · ready

Share price$150.85
1D+1.4%
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$1.17$6.68$12.20$17.71$23.23$127.11$139.01$150.91$162.81$174.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UPRO spot · $150.85UPRO PRICE$1.76$2.37$3.00$3.72$4.51$5.64$6.75$8.14$9.57$12.25$13.80$17.71$21.64$2.95$3.99$4.55$5.16$6.61$7.41$7.75$9.04$10.41$11.40$12.51$13.77$15.03
PutsExpensive1.19×
CallsExpensive1.36×
SkewNeutral-0.25 pp
Implied moveBearish±$14.50
TiltBalanced0.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ166.7134.0%11.7%133.8551.6%13.2%
25Δ164.2635.3%10.5%137.4851.9%11.5%
30Δ161.5135.0%9.1%141.7646.6%9.0%
35Δ159.0235.3%7.9%145.1142.8%7.2%
40Δ156.7735.6%6.9%147.5745.0%6.6%
45Δ154.7737.6%6.3%150.2442.5%5.3%
50Δ152.5338.4%5.6%152.5038.0%4.0%
55Δ150.2440.0%5.0%154.8037.9%3.4%
60Δ147.8040.9%4.3%157.1237.6%2.7%
65Δ144.7346.0%4.1%159.1035.7%2.1%
70Δ142.0045.2%3.3%161.0433.9%1.5%
75Δ137.6151.3%3.0%163.0032.2%1.1%
80Δ132.8955.1%2.4%164.9630.6%0.6%

20Δ

Calls
Pseudo strike
166.71
IV
34.0%
B/E move
11.7%
Puts
Pseudo strike
133.85
IV
51.6%
B/E move
13.2%

25Δ

Calls
Pseudo strike
164.26
IV
35.3%
B/E move
10.5%
Puts
Pseudo strike
137.48
IV
51.9%
B/E move
11.5%

30Δ

Calls
Pseudo strike
161.51
IV
35.0%
B/E move
9.1%
Puts
Pseudo strike
141.76
IV
46.6%
B/E move
9.0%

35Δ

Calls
Pseudo strike
159.02
IV
35.3%
B/E move
7.9%
Puts
Pseudo strike
145.11
IV
42.8%
B/E move
7.2%

40Δ

Calls
Pseudo strike
156.77
IV
35.6%
B/E move
6.9%
Puts
Pseudo strike
147.57
IV
45.0%
B/E move
6.6%

45Δ

Calls
Pseudo strike
154.77
IV
37.6%
B/E move
6.3%
Puts
Pseudo strike
150.24
IV
42.5%
B/E move
5.3%

50Δ

Calls
Pseudo strike
152.53
IV
38.4%
B/E move
5.6%
Puts
Pseudo strike
152.50
IV
38.0%
B/E move
4.0%

55Δ

Calls
Pseudo strike
150.24
IV
40.0%
B/E move
5.0%
Puts
Pseudo strike
154.80
IV
37.9%
B/E move
3.4%

60Δ

Calls
Pseudo strike
147.80
IV
40.9%
B/E move
4.3%
Puts
Pseudo strike
157.12
IV
37.6%
B/E move
2.7%

65Δ

Calls
Pseudo strike
144.73
IV
46.0%
B/E move
4.1%
Puts
Pseudo strike
159.10
IV
35.7%
B/E move
2.1%

70Δ

Calls
Pseudo strike
142.00
IV
45.2%
B/E move
3.3%
Puts
Pseudo strike
161.04
IV
33.9%
B/E move
1.5%

75Δ

Calls
Pseudo strike
137.61
IV
51.3%
B/E move
3.0%
Puts
Pseudo strike
163.00
IV
32.2%
B/E move
1.1%

80Δ

Calls
Pseudo strike
132.89
IV
55.1%
B/E move
2.4%
Puts
Pseudo strike
164.96
IV
30.6%
B/E move
0.6%