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ProShares Ultra FTSE Europe UPV

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Market datapartial · fetched 2026-10-22T14:49:29.346Z

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 · 2026-10-22T14:24:19.588005563Z

FundamentalsAlpha Vantage · unavailable

Share price$92.56
1D+0.0%
$92.51$92.54$92.56$92.58$92.615:30 AM6:30 AM9:00 AM1:00 PMUPV
Sold putSold call

ProShares Ultra FTSE Europe options

Live interpolated UPV call and put midpoint premiums by absolute delta.ProShares Ultra FTSE Europe$2.35$3.77$5.19$6.61$8.04$81.35$87.48$93.61$99.74$105.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UPV spot · $92.56UPV PRICE$2.50$2.50$2.54$2.58$3.19$3.59$4.22$4.82$5.12$6.09$7.22$2.50$2.55$3.18$3.15$3.57$4.08$4.62$5.21$5.85$6.66$7.63
PutsExpensive1.07×
CallsExpensive1.81×
SkewBullish-8.04 pp
Implied moveBalanced±$7.16
TiltBearish5.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ108.4170.4%19.8%
30Δ101.8854.2%12.8%87.4246.7%8.3%
35Δ98.1944.2%8.8%89.5339.0%6.0%
40Δ95.8636.6%6.4%90.8239.9%5.3%
45Δ94.6838.5%5.7%92.1633.6%3.8%
50Δ93.3636.8%4.7%93.2332.3%3.1%
55Δ92.1337.1%4.1%94.2731.7%2.6%
60Δ90.9436.8%3.4%95.2830.9%2.0%
65Δ89.9133.7%2.7%96.2930.2%1.6%
70Δ88.5835.1%2.3%97.3229.4%1.2%
75Δ87.1036.3%1.9%98.4329.0%0.9%
80Δ99.6928.6%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
108.41
IV
70.4%
B/E move
19.8%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
101.88
IV
54.2%
B/E move
12.8%
Puts
Pseudo strike
87.42
IV
46.7%
B/E move
8.3%

35Δ

Calls
Pseudo strike
98.19
IV
44.2%
B/E move
8.8%
Puts
Pseudo strike
89.53
IV
39.0%
B/E move
6.0%

40Δ

Calls
Pseudo strike
95.86
IV
36.6%
B/E move
6.4%
Puts
Pseudo strike
90.82
IV
39.9%
B/E move
5.3%

45Δ

Calls
Pseudo strike
94.68
IV
38.5%
B/E move
5.7%
Puts
Pseudo strike
92.16
IV
33.6%
B/E move
3.8%

50Δ

Calls
Pseudo strike
93.36
IV
36.8%
B/E move
4.7%
Puts
Pseudo strike
93.23
IV
32.3%
B/E move
3.1%

55Δ

Calls
Pseudo strike
92.13
IV
37.1%
B/E move
4.1%
Puts
Pseudo strike
94.27
IV
31.7%
B/E move
2.6%

60Δ

Calls
Pseudo strike
90.94
IV
36.8%
B/E move
3.4%
Puts
Pseudo strike
95.28
IV
30.9%
B/E move
2.0%

65Δ

Calls
Pseudo strike
89.91
IV
33.7%
B/E move
2.7%
Puts
Pseudo strike
96.29
IV
30.2%
B/E move
1.6%

70Δ

Calls
Pseudo strike
88.58
IV
35.1%
B/E move
2.3%
Puts
Pseudo strike
97.32
IV
29.4%
B/E move
1.2%

75Δ

Calls
Pseudo strike
87.10
IV
36.3%
B/E move
1.9%
Puts
Pseudo strike
98.43
IV
29.0%
B/E move
0.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
99.69
IV
28.6%
B/E move
0.5%

Options history

No recorded observations