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ProShares UltraPro Russell2000 URTY

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Market datapartial · fetched 2026-10-22T23:43:57.277Z

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 · 2026-10-22T22:57:47.47472453Z

FundamentalsAlpha Vantage · unavailable

Share price$65.53
1D+1.5%
AH$63.88$64.33$64.78$65.22$65.675:30 AM6:30 AM9:00 AM1:00 PM2:00 PMURTY
Sold putSold callAH

ProShares UltraPro Russell2000 options

Live interpolated URTY call and put midpoint premiums by absolute delta.ProShares UltraPro Russell2000$0.53$4.51$8.49$12.48$16.46$50.28$57.13$63.98$70.83$77.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive URTY spot · $65.53URTY PRICE$0.96$1.32$1.68$2.04$2.53$3.05$3.56$3.94$4.63$5.49$6.28$7.53$8.47$1.91$2.23$2.59$3.29$3.96$4.56$5.48$6.34$7.19$8.79$10.45$12.65$15.31
PutsExpensive1.27×
CallsFair1.04×
SkewBearish+16.81 pp
Implied moveBearish±$9.04
TiltBearish24.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ74.5648.7%15.2%55.5382.4%18.2%
25Δ73.0949.2%13.6%58.4472.8%14.2%
30Δ71.6249.8%11.9%60.6566.3%11.4%
35Δ70.1550.4%10.2%62.1967.7%10.1%
40Δ68.9051.0%9.0%63.7867.2%8.7%
45Δ67.6851.7%7.9%65.3364.8%7.3%
50Δ66.4652.4%6.9%66.8665.5%6.3%
55Δ65.2350.2%5.6%68.3864.5%5.3%
60Δ64.0351.2%4.8%69.9063.6%4.3%
65Δ62.7553.0%4.1%71.9665.3%3.6%
70Δ61.4652.9%3.4%74.0567.3%2.9%
75Δ59.8555.8%2.8%76.6769.6%2.3%
80Δ58.4454.4%2.1%79.7272.4%1.7%

20Δ

Calls
Pseudo strike
74.56
IV
48.7%
B/E move
15.2%
Puts
Pseudo strike
55.53
IV
82.4%
B/E move
18.2%

25Δ

Calls
Pseudo strike
73.09
IV
49.2%
B/E move
13.6%
Puts
Pseudo strike
58.44
IV
72.8%
B/E move
14.2%

30Δ

Calls
Pseudo strike
71.62
IV
49.8%
B/E move
11.9%
Puts
Pseudo strike
60.65
IV
66.3%
B/E move
11.4%

35Δ

Calls
Pseudo strike
70.15
IV
50.4%
B/E move
10.2%
Puts
Pseudo strike
62.19
IV
67.7%
B/E move
10.1%

40Δ

Calls
Pseudo strike
68.90
IV
51.0%
B/E move
9.0%
Puts
Pseudo strike
63.78
IV
67.2%
B/E move
8.7%

45Δ

Calls
Pseudo strike
67.68
IV
51.7%
B/E move
7.9%
Puts
Pseudo strike
65.33
IV
64.8%
B/E move
7.3%

50Δ

Calls
Pseudo strike
66.46
IV
52.4%
B/E move
6.9%
Puts
Pseudo strike
66.86
IV
65.5%
B/E move
6.3%

55Δ

Calls
Pseudo strike
65.23
IV
50.2%
B/E move
5.6%
Puts
Pseudo strike
68.38
IV
64.5%
B/E move
5.3%

60Δ

Calls
Pseudo strike
64.03
IV
51.2%
B/E move
4.8%
Puts
Pseudo strike
69.90
IV
63.6%
B/E move
4.3%

65Δ

Calls
Pseudo strike
62.75
IV
53.0%
B/E move
4.1%
Puts
Pseudo strike
71.96
IV
65.3%
B/E move
3.6%

70Δ

Calls
Pseudo strike
61.46
IV
52.9%
B/E move
3.4%
Puts
Pseudo strike
74.05
IV
67.3%
B/E move
2.9%

75Δ

Calls
Pseudo strike
59.85
IV
55.8%
B/E move
2.8%
Puts
Pseudo strike
76.67
IV
69.6%
B/E move
2.3%

80Δ

Calls
Pseudo strike
58.44
IV
54.4%
B/E move
2.1%
Puts
Pseudo strike
79.72
IV
72.4%
B/E move
1.7%

Options history

No recorded observations