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ProShares Ultra Real Estate URE

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Market datapartial · fetched 2026-10-22T16:35:04.912Z

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 · 2026-10-22T00:00:00.15936831Z

FundamentalsAlpha Vantage · unavailable

Share price$62.05
1D+0.0%
AH$62.57$62.58$62.60$62.62$62.635:30 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$0.65$1.92$3.20$4.47$5.75$54.64$58.46$62.28$66.10$69.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive URE spot · $62.05URE PRICE$0.79$0.94$1.11$1.40$1.59$1.98$2.36$2.76$3.21$3.66$0.95$1.10$1.27$1.52$1.81$2.07$2.43$2.86$3.37$3.87$4.37$4.88$5.38
PutsExpensive1.30×
CallsExpensive1.08×
SkewBullish-2.68 pp
Implied moveBalanced±$4.79
TiltBearish28.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ69.5642.8%13.4%56.3045.8%10.8%
25Δ67.6738.5%10.6%57.9940.1%8.3%
30Δ65.9034.9%8.0%59.3335.9%6.4%
35Δ65.0636.0%7.1%60.2134.9%5.4%
40Δ64.0533.7%5.8%61.0234.3%4.6%
45Δ63.3235.1%5.2%61.7833.0%3.8%
50Δ62.5635.8%4.6%62.5132.7%3.2%
55Δ61.7736.0%4.0%63.2432.5%2.7%
60Δ60.9636.0%3.4%64.0031.7%2.3%
65Δ60.1536.1%2.9%64.7530.9%1.9%
70Δ65.5030.1%1.5%
75Δ66.2529.2%1.1%
80Δ67.0028.4%0.7%

20Δ

Calls
Pseudo strike
69.56
IV
42.8%
B/E move
13.4%
Puts
Pseudo strike
56.30
IV
45.8%
B/E move
10.8%

25Δ

Calls
Pseudo strike
67.67
IV
38.5%
B/E move
10.6%
Puts
Pseudo strike
57.99
IV
40.1%
B/E move
8.3%

30Δ

Calls
Pseudo strike
65.90
IV
34.9%
B/E move
8.0%
Puts
Pseudo strike
59.33
IV
35.9%
B/E move
6.4%

35Δ

Calls
Pseudo strike
65.06
IV
36.0%
B/E move
7.1%
Puts
Pseudo strike
60.21
IV
34.9%
B/E move
5.4%

40Δ

Calls
Pseudo strike
64.05
IV
33.7%
B/E move
5.8%
Puts
Pseudo strike
61.02
IV
34.3%
B/E move
4.6%

45Δ

Calls
Pseudo strike
63.32
IV
35.1%
B/E move
5.2%
Puts
Pseudo strike
61.78
IV
33.0%
B/E move
3.8%

50Δ

Calls
Pseudo strike
62.56
IV
35.8%
B/E move
4.6%
Puts
Pseudo strike
62.51
IV
32.7%
B/E move
3.2%

55Δ

Calls
Pseudo strike
61.77
IV
36.0%
B/E move
4.0%
Puts
Pseudo strike
63.24
IV
32.5%
B/E move
2.7%

60Δ

Calls
Pseudo strike
60.96
IV
36.0%
B/E move
3.4%
Puts
Pseudo strike
64.00
IV
31.7%
B/E move
2.3%

65Δ

Calls
Pseudo strike
60.15
IV
36.1%
B/E move
2.9%
Puts
Pseudo strike
64.75
IV
30.9%
B/E move
1.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
65.50
IV
30.1%
B/E move
1.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
66.25
IV
29.2%
B/E move
1.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
67.00
IV
28.4%
B/E move
0.7%

Options history

No recorded observations