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ProShares Ultra Semiconductors USD

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Market datapartial · fetched 2026-10-23T18:38:02.516Z

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 · 2026-10-23T18:37:53.7667848Z

FundamentalsAlpha Vantage · unavailable

Share price$73.73
1D+0.5%
$72.54$73.17$73.79$74.42$75.055:30 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$1.19$5.35$9.51$13.67$17.83$52.04$66.90$81.75$96.61$111.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive USD spot · $73.73USD PRICE$1.64$2.08$2.72$3.38$4.05$4.87$5.70$6.74$7.92$9.18$10.71$12.35$14.61$2.28$2.97$3.66$4.37$5.27$6.21$7.21$8.33$9.44$10.93$12.54$15.50$16.63
PutsExpensive1.10×
CallsExpensive1.27×
SkewBullish-3.60 pp
Implied moveBearish±$12.91
TiltBearish10.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ91.2879.6%26.0%61.9788.6%19.0%
25Δ87.0075.3%20.8%64.7786.1%16.2%
30Δ84.7677.8%18.6%67.2082.7%13.8%
35Δ82.3878.1%16.3%69.5579.9%11.6%
40Δ80.0078.4%14.0%71.6378.6%10.0%
45Δ77.8978.9%12.3%73.6477.7%8.5%
50Δ75.7879.3%10.5%75.6476.7%7.2%
55Δ73.6880.7%9.1%77.5975.3%6.1%
60Δ71.5882.6%7.8%79.5473.9%4.9%
65Δ69.4284.4%6.6%81.7173.2%4.0%
70Δ67.0686.0%5.5%83.9572.7%3.2%
75Δ64.6288.1%4.4%87.3777.0%2.5%
80Δ61.6991.7%3.5%89.1371.7%1.7%

20Δ

Calls
Pseudo strike
91.28
IV
79.6%
B/E move
26.0%
Puts
Pseudo strike
61.97
IV
88.6%
B/E move
19.0%

25Δ

Calls
Pseudo strike
87.00
IV
75.3%
B/E move
20.8%
Puts
Pseudo strike
64.77
IV
86.1%
B/E move
16.2%

30Δ

Calls
Pseudo strike
84.76
IV
77.8%
B/E move
18.6%
Puts
Pseudo strike
67.20
IV
82.7%
B/E move
13.8%

35Δ

Calls
Pseudo strike
82.38
IV
78.1%
B/E move
16.3%
Puts
Pseudo strike
69.55
IV
79.9%
B/E move
11.6%

40Δ

Calls
Pseudo strike
80.00
IV
78.4%
B/E move
14.0%
Puts
Pseudo strike
71.63
IV
78.6%
B/E move
10.0%

45Δ

Calls
Pseudo strike
77.89
IV
78.9%
B/E move
12.3%
Puts
Pseudo strike
73.64
IV
77.7%
B/E move
8.5%

50Δ

Calls
Pseudo strike
75.78
IV
79.3%
B/E move
10.5%
Puts
Pseudo strike
75.64
IV
76.7%
B/E move
7.2%

55Δ

Calls
Pseudo strike
73.68
IV
80.7%
B/E move
9.1%
Puts
Pseudo strike
77.59
IV
75.3%
B/E move
6.1%

60Δ

Calls
Pseudo strike
71.58
IV
82.6%
B/E move
7.8%
Puts
Pseudo strike
79.54
IV
73.9%
B/E move
4.9%

65Δ

Calls
Pseudo strike
69.42
IV
84.4%
B/E move
6.6%
Puts
Pseudo strike
81.71
IV
73.2%
B/E move
4.0%

70Δ

Calls
Pseudo strike
67.06
IV
86.0%
B/E move
5.5%
Puts
Pseudo strike
83.95
IV
72.7%
B/E move
3.2%

75Δ

Calls
Pseudo strike
64.62
IV
88.1%
B/E move
4.4%
Puts
Pseudo strike
87.37
IV
77.0%
B/E move
2.5%

80Δ

Calls
Pseudo strike
61.69
IV
91.7%
B/E move
3.5%
Puts
Pseudo strike
89.13
IV
71.7%
B/E move
1.7%

Options history

No recorded observations