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ProShares Ultra 7-10 Year Treasury UST

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Market datapartial · fetched 2026-10-23T03:13:58.930Z

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 · 2026-10-23T00:00:00.008617011Z

FundamentalsAlpha Vantage · unavailable

Share price$39.57
1D+1.0%
AH$39.11$39.28$39.44$39.61$39.775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUST
Sold putSold callAH

ProShares Ultra 7-10 Year Treasury options

Live interpolated UST call and put midpoint premiums by absolute delta.ProShares Ultra 7-10 Year Treasury$0.37$0.79$1.21$1.63$2.04$36.21$38.17$40.13$42.10$44.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UST spot · $39.57UST PRICE$1.07$1.07$1.09$0.97$0.77$0.62$0.75$0.88$1.02$1.15$1.41$1.67$1.92$0.73$1.09$0.89$0.41$0.51$0.62$0.72$0.82$0.98$1.16$1.34$1.51$1.86
PutsExpensive1.17×
CallsExpensive1.48×
SkewBullish-10.22 pp
Implied moveBullish±$1.47
TiltBullish6.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.0298.2%34.2%36.1248.5%10.6%
25Δ46.4171.6%20.0%35.8261.1%12.2%
30Δ43.7656.4%13.3%37.5940.6%7.2%
35Δ42.2342.8%9.2%39.0815.1%2.3%
40Δ41.0428.8%5.7%39.2915.1%2.0%
45Δ39.9716.7%2.6%39.5115.2%1.7%
50Δ39.7316.8%2.3%39.7315.2%1.4%
55Δ39.4816.9%2.0%39.9415.3%1.1%
60Δ39.2417.0%1.8%40.1915.4%0.9%
65Δ39.0017.2%1.5%40.4415.5%0.7%
70Δ38.6717.7%1.3%40.6915.7%0.5%
75Δ38.3418.3%1.1%40.9515.8%0.3%
80Δ38.0018.9%0.9%41.3616.3%0.2%

20Δ

Calls
Pseudo strike
52.02
IV
98.2%
B/E move
34.2%
Puts
Pseudo strike
36.12
IV
48.5%
B/E move
10.6%

25Δ

Calls
Pseudo strike
46.41
IV
71.6%
B/E move
20.0%
Puts
Pseudo strike
35.82
IV
61.1%
B/E move
12.2%

30Δ

Calls
Pseudo strike
43.76
IV
56.4%
B/E move
13.3%
Puts
Pseudo strike
37.59
IV
40.6%
B/E move
7.2%

35Δ

Calls
Pseudo strike
42.23
IV
42.8%
B/E move
9.2%
Puts
Pseudo strike
39.08
IV
15.1%
B/E move
2.3%

40Δ

Calls
Pseudo strike
41.04
IV
28.8%
B/E move
5.7%
Puts
Pseudo strike
39.29
IV
15.1%
B/E move
2.0%

45Δ

Calls
Pseudo strike
39.97
IV
16.7%
B/E move
2.6%
Puts
Pseudo strike
39.51
IV
15.2%
B/E move
1.7%

50Δ

Calls
Pseudo strike
39.73
IV
16.8%
B/E move
2.3%
Puts
Pseudo strike
39.73
IV
15.2%
B/E move
1.4%

55Δ

Calls
Pseudo strike
39.48
IV
16.9%
B/E move
2.0%
Puts
Pseudo strike
39.94
IV
15.3%
B/E move
1.1%

60Δ

Calls
Pseudo strike
39.24
IV
17.0%
B/E move
1.8%
Puts
Pseudo strike
40.19
IV
15.4%
B/E move
0.9%

65Δ

Calls
Pseudo strike
39.00
IV
17.2%
B/E move
1.5%
Puts
Pseudo strike
40.44
IV
15.5%
B/E move
0.7%

70Δ

Calls
Pseudo strike
38.67
IV
17.7%
B/E move
1.3%
Puts
Pseudo strike
40.69
IV
15.7%
B/E move
0.5%

75Δ

Calls
Pseudo strike
38.34
IV
18.3%
B/E move
1.1%
Puts
Pseudo strike
40.95
IV
15.8%
B/E move
0.3%

80Δ

Calls
Pseudo strike
38.00
IV
18.9%
B/E move
0.9%
Puts
Pseudo strike
41.36
IV
16.3%
B/E move
0.2%

Options history

No recorded observations