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ProShares Ultra 7-10 Year Treasury UST

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Market dataready · fetched 2026-11-12T14:56:58.690Z

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 · 2026-11-12T14:35:06.554734936Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T14:56:58.149767+00:00

Share price$39.34
1D-0.4%
$39.32$39.37$39.43$39.48$39.535:30 AM6:30 AM9:00 AM1:00 PMUST
Sold putSold call

ProShares Ultra 7-10 Year Treasury options

Live interpolated UST call and put midpoint premiums by absolute delta.ProShares Ultra 7-10 Year Treasury$0.05$0.35$0.64$0.94$1.24$37.93$38.66$39.39$40.12$40.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive UST spot · $39.34UST PRICE$0.08$0.12$0.16$0.20$0.24$0.29$0.33$0.37$0.41$0.45$0.49$0.63$0.80$0.21$0.27$0.34$0.41$0.47$0.54$0.61$0.67$0.74$1.15
Puts——
CallsExpensive1.08×
Skew——
Implied moveBearish±$0.73
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.9911.9%1.9%
25Δ39.8911.9%1.7%
30Δ39.7911.9%1.6%
35Δ39.7011.9%1.4%39.1013.2%1.1%
40Δ39.6011.9%1.3%39.2113.4%1.0%
45Δ39.5011.9%1.1%39.3213.7%0.9%
50Δ39.4111.9%1.0%39.4313.9%0.8%
55Δ39.3111.8%0.9%39.5414.1%0.7%
60Δ39.2111.8%0.7%39.6514.3%0.6%
65Δ39.1211.8%0.6%39.7614.6%0.5%
70Δ39.0211.8%0.4%39.8714.8%0.4%
75Δ38.8511.9%0.3%39.9815.0%0.2%
80Δ38.6512.1%0.3%40.4119.1%0.2%

20Δ

Calls
Pseudo strike
39.99
IV
11.9%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
39.89
IV
11.9%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
39.79
IV
11.9%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
39.70
IV
11.9%
B/E move
1.4%
Puts
Pseudo strike
39.10
IV
13.2%
B/E move
1.1%

40Δ

Calls
Pseudo strike
39.60
IV
11.9%
B/E move
1.3%
Puts
Pseudo strike
39.21
IV
13.4%
B/E move
1.0%

45Δ

Calls
Pseudo strike
39.50
IV
11.9%
B/E move
1.1%
Puts
Pseudo strike
39.32
IV
13.7%
B/E move
0.9%

50Δ

Calls
Pseudo strike
39.41
IV
11.9%
B/E move
1.0%
Puts
Pseudo strike
39.43
IV
13.9%
B/E move
0.8%

55Δ

Calls
Pseudo strike
39.31
IV
11.8%
B/E move
0.9%
Puts
Pseudo strike
39.54
IV
14.1%
B/E move
0.7%

60Δ

Calls
Pseudo strike
39.21
IV
11.8%
B/E move
0.7%
Puts
Pseudo strike
39.65
IV
14.3%
B/E move
0.6%

65Δ

Calls
Pseudo strike
39.12
IV
11.8%
B/E move
0.6%
Puts
Pseudo strike
39.76
IV
14.6%
B/E move
0.5%

70Δ

Calls
Pseudo strike
39.02
IV
11.8%
B/E move
0.4%
Puts
Pseudo strike
39.87
IV
14.8%
B/E move
0.4%

75Δ

Calls
Pseudo strike
38.85
IV
11.9%
B/E move
0.3%
Puts
Pseudo strike
39.98
IV
15.0%
B/E move
0.2%

80Δ

Calls
Pseudo strike
38.65
IV
12.1%
B/E move
0.3%
Puts
Pseudo strike
40.41
IV
19.1%
B/E move
0.2%

Options history

IV · four-Friday blend23.32%
Daily EOD
UST17.2%61.7%106.2%2026-10-19: 29.42%2026-10-20: 100.10%2026-10-21: 92.66%2026-10-22: 88.56%2026-10-23: 25.73%2026-10-26: 28.09%2026-10-27: 35.36%2026-10-28: 35.21%2026-10-29: 49.42%2026-10-30: 23.32%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
29.42%
100.10%
92.66%
88.56%
25.73%
28.09%
35.36%
35.21%
49.42%
23.32%