IntraAlpha
Create free account Start free

ProShares Ultra Real Estate URE

i

Market datapartial · fetched 2026-10-23T01:40:56.749Z

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$2.61$4.72$6.82$8.93$54.86$58.95$63.04$67.13$71.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive URE spot · $63.53URE PRICE$0.73$0.85$1.02$1.25$1.45$1.64$1.85$2.18$2.49$2.77$4.08$3.61$4.03$1.00$1.20$1.51$1.86$2.15$2.40$3.13$3.58$3.71$4.67$4.80$5.79$8.32
PutsExpensive1.66×
CallsCheap0.86×
SkewBearish+10.23 pp
Implied moveBearish±$4.98
TiltBearish22.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ70.3238.8%11.8%57.5247.2%11.0%
25Δ68.2833.7%8.8%59.2642.2%8.6%
30Δ67.0231.4%7.1%60.3541.4%7.4%
35Δ66.1831.0%6.1%61.3641.2%6.4%
40Δ65.3529.7%5.1%62.3139.6%5.3%
45Δ64.6028.2%4.2%63.2836.7%4.2%
50Δ63.9227.0%3.5%64.1540.7%4.0%
55Δ63.3027.4%3.1%65.0439.9%3.3%
60Δ62.7027.2%2.6%65.6936.0%2.4%
65Δ62.1226.2%2.1%66.9138.2%2.0%
70Δ60.8233.5%2.1%67.4334.5%1.4%
75Δ60.8425.7%1.4%68.6335.9%1.1%
80Δ60.2424.4%1.2%71.2543.7%1.0%

20Δ

Calls
Pseudo strike
70.32
IV
38.8%
B/E move
11.8%
Puts
Pseudo strike
57.52
IV
47.2%
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
42.2%
B/E move
8.6%

30Δ

Calls
Pseudo strike
67.02
IV
31.4%
B/E move
7.1%
Puts
Pseudo strike
60.35
IV
41.4%
B/E move
7.4%

35Δ

Calls
Pseudo strike
66.18
IV
31.0%
B/E move
6.1%
Puts
Pseudo strike
61.36
IV
41.2%
B/E move
6.4%

40Δ

Calls
Pseudo strike
65.35
IV
29.7%
B/E move
5.1%
Puts
Pseudo strike
62.31
IV
39.6%
B/E move
5.3%

45Δ

Calls
Pseudo strike
64.60
IV
28.2%
B/E move
4.2%
Puts
Pseudo strike
63.28
IV
36.7%
B/E move
4.2%

50Δ

Calls
Pseudo strike
63.92
IV
27.0%
B/E move
3.5%
Puts
Pseudo strike
64.15
IV
40.7%
B/E move
4.0%

55Δ

Calls
Pseudo strike
63.30
IV
27.4%
B/E move
3.1%
Puts
Pseudo strike
65.04
IV
39.9%
B/E move
3.3%

60Δ

Calls
Pseudo strike
62.70
IV
27.2%
B/E move
2.6%
Puts
Pseudo strike
65.69
IV
36.0%
B/E move
2.4%

65Δ

Calls
Pseudo strike
62.12
IV
26.2%
B/E move
2.1%
Puts
Pseudo strike
66.91
IV
38.2%
B/E move
2.0%

70Δ

Calls
Pseudo strike
60.82
IV
33.5%
B/E move
2.1%
Puts
Pseudo strike
67.43
IV
34.5%
B/E move
1.4%

75Δ

Calls
Pseudo strike
60.84
IV
25.7%
B/E move
1.4%
Puts
Pseudo strike
68.63
IV
35.9%
B/E move
1.1%

80Δ

Calls
Pseudo strike
60.24
IV
24.4%
B/E move
1.2%
Puts
Pseudo strike
71.25
IV
43.7%
B/E move
1.0%

Options history

No recorded observations