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ProShares Ultra Semiconductors USD

i

Market dataready · fetched 2026-11-13T02:49:15.694Z

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 · 2026-11-13T01:00:00.136020731Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:49:15.180397+00:00

Share price$58.90
1D+8.3%
AH$52$54$56$58$615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUSD
Sold putSold callAH

ProShares Ultra Semiconductors options

Live interpolated USD call and put midpoint premiums by absolute delta.ProShares Ultra Semiconductors$0.60$3.37$6.13$8.90$11.66$42.63$51.02$59.41$67.80$76.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive USD spot · $58.90USD PRICE$0.90$1.18$1.41$1.89$2.21$2.68$3.18$3.75$4.47$5.34$6.35$7.02$7.64$1.56$1.69$2.09$2.77$3.16$3.63$4.34$4.92$5.82$6.46$7.29$8.86$10.87
PutsCheap0.75×
CallsCheap0.62×
SkewBearish+12.33 pp
Implied moveBearish±$7.52
TiltBearish13.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ67.1593.8%15.5%50.53142.0%16.9%
25Δ65.6395.8%13.4%53.16119.0%12.6%
30Δ63.7189.5%10.6%54.72114.4%10.6%
35Δ63.0599.2%10.3%55.91121.4%9.8%
40Δ61.7396.0%8.6%57.28114.9%8.1%
45Δ60.6998.6%7.6%58.52110.9%6.8%
50Δ59.5999.8%6.6%59.77111.8%5.9%
55Δ58.51101.5%5.7%60.94108.9%4.9%
60Δ57.34105.4%5.0%62.26110.3%4.2%
65Δ56.10110.3%4.3%63.41106.0%3.3%
70Δ54.70115.0%3.6%64.65103.7%2.6%
75Δ53.51110.7%2.8%66.55105.6%2.1%
80Δ52.41103.9%1.9%68.82110.8%1.6%

20Δ

Calls
Pseudo strike
67.15
IV
93.8%
B/E move
15.5%
Puts
Pseudo strike
50.53
IV
142.0%
B/E move
16.9%

25Δ

Calls
Pseudo strike
65.63
IV
95.8%
B/E move
13.4%
Puts
Pseudo strike
53.16
IV
119.0%
B/E move
12.6%

30Δ

Calls
Pseudo strike
63.71
IV
89.5%
B/E move
10.6%
Puts
Pseudo strike
54.72
IV
114.4%
B/E move
10.6%

35Δ

Calls
Pseudo strike
63.05
IV
99.2%
B/E move
10.3%
Puts
Pseudo strike
55.91
IV
121.4%
B/E move
9.8%

40Δ

Calls
Pseudo strike
61.73
IV
96.0%
B/E move
8.6%
Puts
Pseudo strike
57.28
IV
114.9%
B/E move
8.1%

45Δ

Calls
Pseudo strike
60.69
IV
98.6%
B/E move
7.6%
Puts
Pseudo strike
58.52
IV
110.9%
B/E move
6.8%

50Δ

Calls
Pseudo strike
59.59
IV
99.8%
B/E move
6.6%
Puts
Pseudo strike
59.77
IV
111.8%
B/E move
5.9%

55Δ

Calls
Pseudo strike
58.51
IV
101.5%
B/E move
5.7%
Puts
Pseudo strike
60.94
IV
108.9%
B/E move
4.9%

60Δ

Calls
Pseudo strike
57.34
IV
105.4%
B/E move
5.0%
Puts
Pseudo strike
62.26
IV
110.3%
B/E move
4.2%

65Δ

Calls
Pseudo strike
56.10
IV
110.3%
B/E move
4.3%
Puts
Pseudo strike
63.41
IV
106.0%
B/E move
3.3%

70Δ

Calls
Pseudo strike
54.70
IV
115.0%
B/E move
3.6%
Puts
Pseudo strike
64.65
IV
103.7%
B/E move
2.6%

75Δ

Calls
Pseudo strike
53.51
IV
110.7%
B/E move
2.8%
Puts
Pseudo strike
66.55
IV
105.6%
B/E move
2.1%

80Δ

Calls
Pseudo strike
52.41
IV
103.9%
B/E move
1.9%
Puts
Pseudo strike
68.82
IV
110.8%
B/E move
1.6%

Options history

IV · four-Friday blend76.37%
Daily EOD
USD66.4%71.7%77.1%2026-10-19: 67.10%2026-10-20: 67.36%2026-10-21: 68.29%2026-10-22: 73.41%2026-10-23: 72.64%2026-10-26: 69.62%2026-10-27: 69.84%2026-10-28: 69.50%2026-10-29: 70.11%2026-10-30: 76.37%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
67.10%
67.36%
68.29%
73.41%
72.64%
69.62%
69.84%
69.50%
70.11%
76.37%