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ProShares Ultra Semiconductors USD

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Market dataready · fetched 2026-10-24T05:27:37.955Z

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 · 2026-10-24T00:00:00.167867921Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T05:27:38.135776+00:00

Share price$73.21
1D+0.4%
AH$72.54$73.17$73.79$74.42$75.055:30 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$1.04$5.32$9.60$13.87$18.15$51.15$66.25$81.35$96.45$111.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive USD spot · $73.21USD PRICE$1.50$1.98$2.61$3.19$3.90$4.72$5.54$6.83$8.15$9.61$11.21$13.23$15.31$2.31$3.10$3.73$4.44$5.27$6.21$7.16$8.22$9.27$10.92$13.42$14.98$16.92
PutsExpensive1.17×
CallsExpensive1.29×
SkewBullish-2.92 pp
Implied moveBearish±$12.70
TiltBearish9.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ88.7073.8%23.2%61.3891.8%19.3%
25Δ85.6973.4%19.8%64.0291.6%16.8%
30Δ83.6575.7%17.8%66.6186.4%14.1%
35Δ81.2575.5%15.3%68.9683.0%11.9%
40Δ79.0676.1%13.3%71.1280.8%10.1%
45Δ77.1077.6%11.8%73.1179.6%8.6%
50Δ75.1479.2%10.2%75.1178.3%7.2%
55Δ73.0983.4%9.2%76.9976.3%6.1%
60Δ71.0287.8%8.1%78.8874.4%4.9%
65Δ68.7591.2%7.0%81.2174.9%4.0%
70Δ66.2993.6%5.9%84.1978.9%3.3%
75Δ63.5398.3%4.8%86.3676.7%2.5%
80Δ60.6199.7%3.7%88.8874.4%1.7%

20Δ

Calls
Pseudo strike
88.70
IV
73.8%
B/E move
23.2%
Puts
Pseudo strike
61.38
IV
91.8%
B/E move
19.3%

25Δ

Calls
Pseudo strike
85.69
IV
73.4%
B/E move
19.8%
Puts
Pseudo strike
64.02
IV
91.6%
B/E move
16.8%

30Δ

Calls
Pseudo strike
83.65
IV
75.7%
B/E move
17.8%
Puts
Pseudo strike
66.61
IV
86.4%
B/E move
14.1%

35Δ

Calls
Pseudo strike
81.25
IV
75.5%
B/E move
15.3%
Puts
Pseudo strike
68.96
IV
83.0%
B/E move
11.9%

40Δ

Calls
Pseudo strike
79.06
IV
76.1%
B/E move
13.3%
Puts
Pseudo strike
71.12
IV
80.8%
B/E move
10.1%

45Δ

Calls
Pseudo strike
77.10
IV
77.6%
B/E move
11.8%
Puts
Pseudo strike
73.11
IV
79.6%
B/E move
8.6%

50Δ

Calls
Pseudo strike
75.14
IV
79.2%
B/E move
10.2%
Puts
Pseudo strike
75.11
IV
78.3%
B/E move
7.2%

55Δ

Calls
Pseudo strike
73.09
IV
83.4%
B/E move
9.2%
Puts
Pseudo strike
76.99
IV
76.3%
B/E move
6.1%

60Δ

Calls
Pseudo strike
71.02
IV
87.8%
B/E move
8.1%
Puts
Pseudo strike
78.88
IV
74.4%
B/E move
4.9%

65Δ

Calls
Pseudo strike
68.75
IV
91.2%
B/E move
7.0%
Puts
Pseudo strike
81.21
IV
74.9%
B/E move
4.0%

70Δ

Calls
Pseudo strike
66.29
IV
93.6%
B/E move
5.9%
Puts
Pseudo strike
84.19
IV
78.9%
B/E move
3.3%

75Δ

Calls
Pseudo strike
63.53
IV
98.3%
B/E move
4.8%
Puts
Pseudo strike
86.36
IV
76.7%
B/E move
2.5%

80Δ

Calls
Pseudo strike
60.61
IV
99.7%
B/E move
3.7%
Puts
Pseudo strike
88.88
IV
74.4%
B/E move
1.7%

Options history

No recorded observations