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ProShares Ultra Semiconductors USD

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Market dataready · fetched 2026-10-22T19:33:49.724Z

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 · 2026-10-22T19:33:43.042358273Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T19:24:18.126316+00:00

Share price$72.78
1D-5.8%
$72$74$75$77$785:30 AM6:30 AM9:00 AM1:00 PMUSD
Sold putSold call

ProShares Ultra Semiconductors options

Live interpolated USD call and put midpoint premiums by absolute delta.ProShares Ultra Semiconductors$1.41$5.50$9.59$13.68$17.77$50.83$66.02$81.21$96.40$111.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive USD spot · $72.78USD PRICE$1.86$2.36$2.82$3.54$4.28$5.07$5.86$7.09$8.32$10.04$11.98$13.96$16.59$1.85$2.77$3.89$4.79$5.68$6.54$7.41$8.81$10.27$11.71$13.13$14.28$16.12
PutsExpensive1.12×
CallsExpensive1.44×
SkewBullish-11.14 pp
Implied moveBearish±$13.27
TiltBearish6.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ93.8091.6%31.5%62.7172.9%16.4%
25Δ88.7086.7%25.1%64.4479.4%15.3%
30Δ84.4280.6%19.9%66.1386.4%14.5%
35Δ82.0281.9%17.6%68.4385.6%12.5%
40Δ79.6383.0%15.3%70.6684.0%10.7%
45Δ77.3182.6%13.2%72.7281.2%9.1%
50Δ74.9982.2%11.1%74.7978.3%7.4%
55Δ72.8285.1%9.8%76.9878.3%6.3%
60Δ70.6688.0%8.5%79.2078.7%5.3%
65Δ68.1693.0%7.5%81.3677.4%4.3%
70Δ65.5199.0%6.5%83.4875.2%3.3%
75Δ62.65102.2%5.3%85.3271.5%2.4%
80Δ59.23107.4%4.2%87.7169.4%1.6%

20Δ

Calls
Pseudo strike
93.80
IV
91.6%
B/E move
31.5%
Puts
Pseudo strike
62.71
IV
72.9%
B/E move
16.4%

25Δ

Calls
Pseudo strike
88.70
IV
86.7%
B/E move
25.1%
Puts
Pseudo strike
64.44
IV
79.4%
B/E move
15.3%

30Δ

Calls
Pseudo strike
84.42
IV
80.6%
B/E move
19.9%
Puts
Pseudo strike
66.13
IV
86.4%
B/E move
14.5%

35Δ

Calls
Pseudo strike
82.02
IV
81.9%
B/E move
17.6%
Puts
Pseudo strike
68.43
IV
85.6%
B/E move
12.5%

40Δ

Calls
Pseudo strike
79.63
IV
83.0%
B/E move
15.3%
Puts
Pseudo strike
70.66
IV
84.0%
B/E move
10.7%

45Δ

Calls
Pseudo strike
77.31
IV
82.6%
B/E move
13.2%
Puts
Pseudo strike
72.72
IV
81.2%
B/E move
9.1%

50Δ

Calls
Pseudo strike
74.99
IV
82.2%
B/E move
11.1%
Puts
Pseudo strike
74.79
IV
78.3%
B/E move
7.4%

55Δ

Calls
Pseudo strike
72.82
IV
85.1%
B/E move
9.8%
Puts
Pseudo strike
76.98
IV
78.3%
B/E move
6.3%

60Δ

Calls
Pseudo strike
70.66
IV
88.0%
B/E move
8.5%
Puts
Pseudo strike
79.20
IV
78.7%
B/E move
5.3%

65Δ

Calls
Pseudo strike
68.16
IV
93.0%
B/E move
7.5%
Puts
Pseudo strike
81.36
IV
77.4%
B/E move
4.3%

70Δ

Calls
Pseudo strike
65.51
IV
99.0%
B/E move
6.5%
Puts
Pseudo strike
83.48
IV
75.2%
B/E move
3.3%

75Δ

Calls
Pseudo strike
62.65
IV
102.2%
B/E move
5.3%
Puts
Pseudo strike
85.32
IV
71.5%
B/E move
2.4%

80Δ

Calls
Pseudo strike
59.23
IV
107.4%
B/E move
4.2%
Puts
Pseudo strike
87.71
IV
69.4%
B/E move
1.6%

Options history

No recorded observations