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ProShares Ultra Real Estate URE

i

Market dataready · fetched 2026-11-12T15:43:56.075Z

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 · 2026-11-12T15:14:56.024561294Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T15:43:55.696906+00:00

Share price$68.92
1D+0.0%
$68.89$68.90$68.92$68.94$68.955:30 AM6:30 AM9:00 AM1:00 PMURE
Sold putSold call

ProShares Ultra Real Estate options

Live interpolated URE call and put midpoint premiums by absolute delta.ProShares Ultra Real Estate$0.95$2.10$3.24$4.39$5.54$63.01$65.96$68.92$71.88$74.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive URE spot · $68.92URE PRICE$1.07$1.53$1.99$2.45$2.91$3.37$3.83$4.29$4.75$5.21$1.52$1.82$2.12$2.41$2.72$3.25$3.78
Puts——
Calls——
Skew——
Implied moveBullish±$3.98
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ70.9345.2%4.5%
40Δ70.2146.2%4.1%
45Δ69.4947.3%3.7%
50Δ68.7748.3%3.3%69.0836.0%2.0%
55Δ68.0549.3%3.0%69.5735.9%1.7%
60Δ67.3350.3%2.6%70.0535.9%1.4%
65Δ66.6151.4%2.2%70.5335.8%1.2%
70Δ65.8952.4%1.8%71.0335.8%0.9%
75Δ65.1753.4%1.5%71.6935.9%0.7%
80Δ64.4554.4%1.1%72.3536.0%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
IV
B/E move

30Δ

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

35Δ

Calls
Pseudo strike
70.93
IV
45.2%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
70.21
IV
46.2%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
69.49
IV
47.3%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
68.77
IV
48.3%
B/E move
3.3%
Puts
Pseudo strike
69.08
IV
36.0%
B/E move
2.0%

55Δ

Calls
Pseudo strike
68.05
IV
49.3%
B/E move
3.0%
Puts
Pseudo strike
69.57
IV
35.9%
B/E move
1.7%

60Δ

Calls
Pseudo strike
67.33
IV
50.3%
B/E move
2.6%
Puts
Pseudo strike
70.05
IV
35.9%
B/E move
1.4%

65Δ

Calls
Pseudo strike
66.61
IV
51.4%
B/E move
2.2%
Puts
Pseudo strike
70.53
IV
35.8%
B/E move
1.2%

70Δ

Calls
Pseudo strike
65.89
IV
52.4%
B/E move
1.8%
Puts
Pseudo strike
71.03
IV
35.8%
B/E move
0.9%

75Δ

Calls
Pseudo strike
65.17
IV
53.4%
B/E move
1.5%
Puts
Pseudo strike
71.69
IV
35.9%
B/E move
0.7%

80Δ

Calls
Pseudo strike
64.45
IV
54.4%
B/E move
1.1%
Puts
Pseudo strike
72.35
IV
36.0%
B/E move
0.5%

Options history

IV · four-Friday blend32.67%
Daily EOD
URE30.8%33.5%36.1%2026-10-19: 33.62%2026-10-20: 32.68%2026-10-21: 33.30%2026-10-22: 33.39%2026-10-23: 32.83%2026-10-26: 35.35%2026-10-27: 31.18%2026-10-28: 35.72%2026-10-29: 33.24%2026-10-30: 32.67%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
33.62%
32.68%
33.30%
33.39%
32.83%
35.35%
31.18%
35.72%
33.24%
32.67%