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ProShares UltraPro Russell2000 URTY

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Market datapartial · fetched 2026-10-23T02:29:44.780Z

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 · 2026-10-23T00:00:00.123972013Z

FundamentalsAlpha Vantage · unavailable

Share price$65.41
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$0.55$4.39$8.23$12.06$15.90$50.40$57.22$64.05$70.87$77.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive URTY spot · $65.41URTY PRICE$0.97$1.33$1.69$2.05$2.56$3.08$3.60$3.97$4.73$5.57$6.42$7.64$8.80$1.89$2.22$2.56$3.25$3.92$4.48$5.40$6.24$7.09$8.56$10.19$12.19$14.79
PutsExpensive1.25×
CallsExpensive1.05×
SkewBearish+14.87 pp
Implied moveBearish±$9.00
TiltBearish22.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ74.5249.1%15.4%55.4782.0%18.1%
25Δ73.0449.7%13.7%58.3572.6%14.2%
30Δ71.5650.4%12.0%60.5965.5%11.3%
35Δ70.0851.0%10.3%62.1067.1%10.0%
40Δ68.8351.7%9.2%63.6866.6%8.6%
45Δ67.6052.5%8.1%65.2063.9%7.2%
50Δ66.3653.2%7.0%66.7264.8%6.3%
55Δ65.1150.7%5.6%68.2163.7%5.3%
60Δ63.8952.5%4.9%69.7162.7%4.3%
65Δ62.6054.0%4.2%71.6663.9%3.5%
70Δ61.2654.4%3.5%73.7265.7%2.9%
75Δ59.6656.8%2.9%76.1367.7%2.2%
80Δ58.0657.0%2.2%79.1370.0%1.6%

20Δ

Calls
Pseudo strike
74.52
IV
49.1%
B/E move
15.4%
Puts
Pseudo strike
55.47
IV
82.0%
B/E move
18.1%

25Δ

Calls
Pseudo strike
73.04
IV
49.7%
B/E move
13.7%
Puts
Pseudo strike
58.35
IV
72.6%
B/E move
14.2%

30Δ

Calls
Pseudo strike
71.56
IV
50.4%
B/E move
12.0%
Puts
Pseudo strike
60.59
IV
65.5%
B/E move
11.3%

35Δ

Calls
Pseudo strike
70.08
IV
51.0%
B/E move
10.3%
Puts
Pseudo strike
62.10
IV
67.1%
B/E move
10.0%

40Δ

Calls
Pseudo strike
68.83
IV
51.7%
B/E move
9.2%
Puts
Pseudo strike
63.68
IV
66.6%
B/E move
8.6%

45Δ

Calls
Pseudo strike
67.60
IV
52.5%
B/E move
8.1%
Puts
Pseudo strike
65.20
IV
63.9%
B/E move
7.2%

50Δ

Calls
Pseudo strike
66.36
IV
53.2%
B/E move
7.0%
Puts
Pseudo strike
66.72
IV
64.8%
B/E move
6.3%

55Δ

Calls
Pseudo strike
65.11
IV
50.7%
B/E move
5.6%
Puts
Pseudo strike
68.21
IV
63.7%
B/E move
5.3%

60Δ

Calls
Pseudo strike
63.89
IV
52.5%
B/E move
4.9%
Puts
Pseudo strike
69.71
IV
62.7%
B/E move
4.3%

65Δ

Calls
Pseudo strike
62.60
IV
54.0%
B/E move
4.2%
Puts
Pseudo strike
71.66
IV
63.9%
B/E move
3.5%

70Δ

Calls
Pseudo strike
61.26
IV
54.4%
B/E move
3.5%
Puts
Pseudo strike
73.72
IV
65.7%
B/E move
2.9%

75Δ

Calls
Pseudo strike
59.66
IV
56.8%
B/E move
2.9%
Puts
Pseudo strike
76.13
IV
67.7%
B/E move
2.2%

80Δ

Calls
Pseudo strike
58.06
IV
57.0%
B/E move
2.2%
Puts
Pseudo strike
79.13
IV
70.0%
B/E move
1.6%

Options history

No recorded observations