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ProShares Ultra FTSE Europe UPV

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Market datapartial · fetched 2026-10-22T21:17:25.526Z

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 · 2026-10-22T20:10:00.003892522Z

FundamentalsAlpha Vantage · unavailable

Share price$92.67
1D+0.0%
AH$92.36$92.43$92.50$92.56$92.635:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUPV
Sold putSold callAH

ProShares Ultra FTSE Europe options

Live interpolated UPV call and put midpoint premiums by absolute delta.ProShares Ultra FTSE Europe$2.27$4.41$6.55$8.69$10.83$80.49$86.72$92.94$99.17$105.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UPV spot · $92.67UPV PRICE$2.50$2.50$2.50$2.55$3.10$3.10$3.41$4.10$4.91$5.95$6.99$2.54$2.81$2.64$3.19$3.86$4.73$5.42$6.34$7.71$8.36$10.21
PutsExpensive1.31×
CallsExpensive1.70×
SkewBullish-2.11 pp
Implied moveBearish±$6.96
TiltBearish16.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ108.5170.7%19.8%
30Δ101.9754.4%12.7%87.4347.6%8.4%
35Δ98.2343.4%8.7%89.3842.7%6.6%
40Δ95.9236.2%6.3%91.1733.5%4.5%
45Δ94.7437.3%5.6%92.2634.0%3.9%
50Δ93.3631.5%4.1%93.4334.6%3.3%
55Δ92.3129.6%3.3%94.6536.3%3.0%
60Δ91.2730.8%2.9%95.8635.9%2.4%
65Δ90.1332.2%2.6%97.2036.2%2.0%
70Δ88.7934.2%2.2%98.9038.0%1.6%
75Δ87.3835.0%1.8%100.0235.8%1.1%
80Δ102.1637.4%0.8%

20Δ

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

25Δ

Calls
Pseudo strike
108.51
IV
70.7%
B/E move
19.8%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
101.97
IV
54.4%
B/E move
12.7%
Puts
Pseudo strike
87.43
IV
47.6%
B/E move
8.4%

35Δ

Calls
Pseudo strike
98.23
IV
43.4%
B/E move
8.7%
Puts
Pseudo strike
89.38
IV
42.7%
B/E move
6.6%

40Δ

Calls
Pseudo strike
95.92
IV
36.2%
B/E move
6.3%
Puts
Pseudo strike
91.17
IV
33.5%
B/E move
4.5%

45Δ

Calls
Pseudo strike
94.74
IV
37.3%
B/E move
5.6%
Puts
Pseudo strike
92.26
IV
34.0%
B/E move
3.9%

50Δ

Calls
Pseudo strike
93.36
IV
31.5%
B/E move
4.1%
Puts
Pseudo strike
93.43
IV
34.6%
B/E move
3.3%

55Δ

Calls
Pseudo strike
92.31
IV
29.6%
B/E move
3.3%
Puts
Pseudo strike
94.65
IV
36.3%
B/E move
3.0%

60Δ

Calls
Pseudo strike
91.27
IV
30.8%
B/E move
2.9%
Puts
Pseudo strike
95.86
IV
35.9%
B/E move
2.4%

65Δ

Calls
Pseudo strike
90.13
IV
32.2%
B/E move
2.6%
Puts
Pseudo strike
97.20
IV
36.2%
B/E move
2.0%

70Δ

Calls
Pseudo strike
88.79
IV
34.2%
B/E move
2.2%
Puts
Pseudo strike
98.90
IV
38.0%
B/E move
1.6%

75Δ

Calls
Pseudo strike
87.38
IV
35.0%
B/E move
1.8%
Puts
Pseudo strike
100.02
IV
35.8%
B/E move
1.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
102.16
IV
37.4%
B/E move
0.8%

Options history

No recorded observations