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ProShares Ultra FTSE Europe UPV

i

Market dataready · fetched 2026-11-11T15:51:54.632Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T14:35:30.17205948Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:51:54.261956+00:00

Share price$96.42
1D+0.0%
$96.37$96.40$96.42$96.44$96.475:30 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$2.30$4.17$6.04$7.91$9.78$87.80$92.02$96.23$100.44$104.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive UPV spot · $96.42UPV PRICE$2.50$2.50$2.50$2.80$3.06$3.41$3.50$4.83$5.91$6.69$9.24$2.50$2.50$2.60$2.60$2.85$3.05$3.27$3.48$3.66$4.14$4.69$5.20
Puts——
Calls——
Skew——
Implied moveBalanced±$6.11
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ87.76100.8%11.6%
30Δ105.4092.4%11.9%91.0380.1%8.2%
35Δ101.7073.9%8.1%93.1268.7%6.1%
40Δ99.3960.6%5.7%94.7057.3%4.5%
45Δ98.0157.4%4.5%95.8352.8%3.6%
50Δ96.8553.3%3.6%96.7748.3%2.8%
55Δ95.8751.1%3.0%97.5844.5%2.2%
60Δ95.0445.0%2.2%98.2740.9%1.7%
65Δ93.7254.4%2.2%98.8737.4%1.3%
70Δ92.3658.3%1.9%99.6336.5%1.0%
75Δ91.1857.5%1.5%100.4135.8%0.7%
80Δ88.5170.0%1.4%101.1534.4%0.5%

20Δ

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

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
87.76
IV
100.8%
B/E move
11.6%

30Δ

Calls
Pseudo strike
105.40
IV
92.4%
B/E move
11.9%
Puts
Pseudo strike
91.03
IV
80.1%
B/E move
8.2%

35Δ

Calls
Pseudo strike
101.70
IV
73.9%
B/E move
8.1%
Puts
Pseudo strike
93.12
IV
68.7%
B/E move
6.1%

40Δ

Calls
Pseudo strike
99.39
IV
60.6%
B/E move
5.7%
Puts
Pseudo strike
94.70
IV
57.3%
B/E move
4.5%

45Δ

Calls
Pseudo strike
98.01
IV
57.4%
B/E move
4.5%
Puts
Pseudo strike
95.83
IV
52.8%
B/E move
3.6%

50Δ

Calls
Pseudo strike
96.85
IV
53.3%
B/E move
3.6%
Puts
Pseudo strike
96.77
IV
48.3%
B/E move
2.8%

55Δ

Calls
Pseudo strike
95.87
IV
51.1%
B/E move
3.0%
Puts
Pseudo strike
97.58
IV
44.5%
B/E move
2.2%

60Δ

Calls
Pseudo strike
95.04
IV
45.0%
B/E move
2.2%
Puts
Pseudo strike
98.27
IV
40.9%
B/E move
1.7%

65Δ

Calls
Pseudo strike
93.72
IV
54.4%
B/E move
2.2%
Puts
Pseudo strike
98.87
IV
37.4%
B/E move
1.3%

70Δ

Calls
Pseudo strike
92.36
IV
58.3%
B/E move
1.9%
Puts
Pseudo strike
99.63
IV
36.5%
B/E move
1.0%

75Δ

Calls
Pseudo strike
91.18
IV
57.5%
B/E move
1.5%
Puts
Pseudo strike
100.41
IV
35.8%
B/E move
0.7%

80Δ

Calls
Pseudo strike
88.51
IV
70.0%
B/E move
1.4%
Puts
Pseudo strike
101.15
IV
34.4%
B/E move
0.5%

Options history

IV · four-Friday blend36.43%
Daily EOD
UPV30.6%34.0%37.3%2026-10-19: 35.77%2026-10-20: 33.14%2026-10-21: 32.77%2026-10-22: 31.11%2026-10-23: 36.87%2026-10-26: 35.72%2026-10-27: 35.86%2026-10-28: 33.43%2026-10-29: 34.85%2026-10-30: 36.43%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
35.77%
33.14%
32.77%
31.11%
36.87%
35.72%
35.86%
33.43%
34.85%
36.43%