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ProShares Ultra Utilities UPW

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Market datapartial · fetched 2026-10-22T23:08:53.352Z

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 · 2026-10-22T22:30:00.001125484Z

FundamentalsAlpha Vantage · unavailable

Share price$20.96
1D+2.7%
AH$20.24$20.43$20.63$20.82$21.015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUPW
Sold putSold callAH

ProShares Ultra Utilities options

Live interpolated UPW call and put midpoint premiums by absolute delta.ProShares Ultra Utilities$0.30$1.05$1.80$2.56$3.31$16.85$18.71$20.56$22.41$24.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UPW spot · $20.96UPW PRICE$0.38$0.42$0.47$0.52$0.56$0.60$0.63$0.70$0.79$0.87$0.96$1.04$1.13$0.43$0.49$0.54$0.64$0.78$0.91$1.07$1.23$1.40$1.63$2.01$2.43$3.09
PutsExpensive1.10×
CallsCheap0.77×
SkewBearish+11.18 pp
Implied moveBearish±$1.70
TiltBearish29.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.8062.8%20.2%18.4461.1%14.1%
25Δ23.5152.2%14.2%19.2252.4%10.7%
30Δ22.7145.3%10.6%19.8145.1%8.0%
35Δ22.1139.7%8.0%20.2242.5%6.6%
40Δ21.7535.7%6.4%20.5442.3%5.7%
45Δ21.4432.2%5.1%20.8542.0%4.8%
50Δ21.1328.6%3.8%21.1741.6%4.1%
55Δ20.9026.5%3.1%21.4740.9%3.4%
60Δ20.7325.4%2.7%21.7840.3%2.8%
65Δ20.5524.3%2.2%22.1340.4%2.2%
70Δ20.3823.2%1.8%22.5942.5%1.8%
75Δ20.2122.1%1.4%23.0844.8%1.4%
80Δ20.0421.0%1.0%23.8248.4%1.1%

20Δ

Calls
Pseudo strike
24.80
IV
62.8%
B/E move
20.2%
Puts
Pseudo strike
18.44
IV
61.1%
B/E move
14.1%

25Δ

Calls
Pseudo strike
23.51
IV
52.2%
B/E move
14.2%
Puts
Pseudo strike
19.22
IV
52.4%
B/E move
10.7%

30Δ

Calls
Pseudo strike
22.71
IV
45.3%
B/E move
10.6%
Puts
Pseudo strike
19.81
IV
45.1%
B/E move
8.0%

35Δ

Calls
Pseudo strike
22.11
IV
39.7%
B/E move
8.0%
Puts
Pseudo strike
20.22
IV
42.5%
B/E move
6.6%

40Δ

Calls
Pseudo strike
21.75
IV
35.7%
B/E move
6.4%
Puts
Pseudo strike
20.54
IV
42.3%
B/E move
5.7%

45Δ

Calls
Pseudo strike
21.44
IV
32.2%
B/E move
5.1%
Puts
Pseudo strike
20.85
IV
42.0%
B/E move
4.8%

50Δ

Calls
Pseudo strike
21.13
IV
28.6%
B/E move
3.8%
Puts
Pseudo strike
21.17
IV
41.6%
B/E move
4.1%

55Δ

Calls
Pseudo strike
20.90
IV
26.5%
B/E move
3.1%
Puts
Pseudo strike
21.47
IV
40.9%
B/E move
3.4%

60Δ

Calls
Pseudo strike
20.73
IV
25.4%
B/E move
2.7%
Puts
Pseudo strike
21.78
IV
40.3%
B/E move
2.8%

65Δ

Calls
Pseudo strike
20.55
IV
24.3%
B/E move
2.2%
Puts
Pseudo strike
22.13
IV
40.4%
B/E move
2.2%

70Δ

Calls
Pseudo strike
20.38
IV
23.2%
B/E move
1.8%
Puts
Pseudo strike
22.59
IV
42.5%
B/E move
1.8%

75Δ

Calls
Pseudo strike
20.21
IV
22.1%
B/E move
1.4%
Puts
Pseudo strike
23.08
IV
44.8%
B/E move
1.4%

80Δ

Calls
Pseudo strike
20.04
IV
21.0%
B/E move
1.0%
Puts
Pseudo strike
23.82
IV
48.4%
B/E move
1.1%

Options history

No recorded observations