IntraAlpha
Create free account Start free

ProShares Ultra Real Estate URE

i

Market datapartial · fetched 2026-10-23T04:06:18.980Z

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 · 2026-10-23T00:00:00.136821245Z

FundamentalsAlpha Vantage · unavailable

Share price$63.53
1D+0.7%
AH$62.55$62.68$62.80$62.93$63.055:30 AM6:30 AM9:00 AM1:00 PM2:00 PMURE
Sold putSold callAH

ProShares Ultra Real Estate options

Live interpolated URE call and put midpoint premiums by absolute delta.ProShares Ultra Real Estate$0.51$2.56$4.60$6.65$8.70$54.77$58.89$63.00$67.12$71.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive URE spot · $63.53URE PRICE$0.73$0.85$1.02$1.25$1.45$1.64$1.85$2.19$2.50$2.77$4.10$3.62$4.05$1.00$1.20$1.50$1.86$2.15$2.39$3.13$3.58$3.71$4.65$4.79$5.77$8.11
PutsExpensive1.68×
CallsCheap0.88×
SkewBearish+10.23 pp
Implied moveBearish±$4.98
TiltBearish22.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ70.3238.9%11.8%57.5247.3%11.0%
25Δ68.2833.7%8.8%59.2642.4%8.6%
30Δ67.0231.9%7.1%60.3542.1%7.4%
35Δ66.1731.6%6.1%61.3541.9%6.4%
40Δ65.3430.3%5.1%62.3140.3%5.3%
45Δ64.5928.7%4.2%63.2737.3%4.2%
50Δ63.9127.6%3.5%64.1541.3%4.0%
55Δ63.2928.0%3.1%65.0440.6%3.3%
60Δ62.6927.7%2.6%65.6936.6%2.5%
65Δ62.1126.7%2.1%66.8838.7%2.0%
70Δ60.8034.3%2.1%67.4135.0%1.4%
75Δ60.8326.2%1.4%68.6036.4%1.1%
80Δ60.2224.9%1.2%71.0543.5%0.9%

20Δ

Calls
Pseudo strike
70.32
IV
38.9%
B/E move
11.8%
Puts
Pseudo strike
57.52
IV
47.3%
B/E move
11.0%

25Δ

Calls
Pseudo strike
68.28
IV
33.7%
B/E move
8.8%
Puts
Pseudo strike
59.26
IV
42.4%
B/E move
8.6%

30Δ

Calls
Pseudo strike
67.02
IV
31.9%
B/E move
7.1%
Puts
Pseudo strike
60.35
IV
42.1%
B/E move
7.4%

35Δ

Calls
Pseudo strike
66.17
IV
31.6%
B/E move
6.1%
Puts
Pseudo strike
61.35
IV
41.9%
B/E move
6.4%

40Δ

Calls
Pseudo strike
65.34
IV
30.3%
B/E move
5.1%
Puts
Pseudo strike
62.31
IV
40.3%
B/E move
5.3%

45Δ

Calls
Pseudo strike
64.59
IV
28.7%
B/E move
4.2%
Puts
Pseudo strike
63.27
IV
37.3%
B/E move
4.2%

50Δ

Calls
Pseudo strike
63.91
IV
27.6%
B/E move
3.5%
Puts
Pseudo strike
64.15
IV
41.3%
B/E move
4.0%

55Δ

Calls
Pseudo strike
63.29
IV
28.0%
B/E move
3.1%
Puts
Pseudo strike
65.04
IV
40.6%
B/E move
3.3%

60Δ

Calls
Pseudo strike
62.69
IV
27.7%
B/E move
2.6%
Puts
Pseudo strike
65.69
IV
36.6%
B/E move
2.5%

65Δ

Calls
Pseudo strike
62.11
IV
26.7%
B/E move
2.1%
Puts
Pseudo strike
66.88
IV
38.7%
B/E move
2.0%

70Δ

Calls
Pseudo strike
60.80
IV
34.3%
B/E move
2.1%
Puts
Pseudo strike
67.41
IV
35.0%
B/E move
1.4%

75Δ

Calls
Pseudo strike
60.83
IV
26.2%
B/E move
1.4%
Puts
Pseudo strike
68.60
IV
36.4%
B/E move
1.1%

80Δ

Calls
Pseudo strike
60.22
IV
24.9%
B/E move
1.2%
Puts
Pseudo strike
71.05
IV
43.5%
B/E move
0.9%

Options history

No recorded observations