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ProShares Ultra Russell2000 UWM

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Market dataready · fetched 2026-11-12T01:56:58.514Z

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 · 2026-11-12T01:00:00.122329703Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:56:57.901553+00:00

Share price$58.13
1D+0.1%
AH$57.49$57.72$57.95$58.18$58.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUWM
Sold putSold callAH

ProShares Ultra Russell2000 options

Live interpolated UWM call and put midpoint premiums by absolute delta.ProShares Ultra Russell2000$0.29$1.19$2.09$2.98$3.88$51.63$54.74$57.85$60.96$64.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UWM spot · $58.13UWM PRICE$0.39$0.47$0.57$0.72$0.86$1.08$1.32$1.56$1.82$2.08$2.38$2.68$3.08$0.49$0.63$0.76$0.88$1.09$1.32$1.54$1.76$2.02$2.33$2.68$3.11$3.62
PutsCheap0.80×
CallsCheap0.70×
SkewBearish+4.12 pp
Implied moveBearish±$2.86
TiltBearish7.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ61.4539.7%6.4%54.8646.4%6.5%
25Δ60.5435.5%5.0%55.6344.3%5.4%
30Δ59.9233.9%4.1%56.2942.2%4.5%
35Δ59.4933.9%3.6%56.9139.6%3.6%
40Δ59.0633.8%3.1%57.3939.9%3.2%
45Δ58.6635.2%2.8%57.8440.7%2.8%
50Δ58.2636.9%2.5%58.3040.4%2.4%
55Δ57.8538.0%2.2%58.7539.5%2.0%
60Δ57.4038.1%1.9%59.2239.0%1.6%
65Δ56.9638.2%1.6%59.7039.0%1.3%
70Δ56.4937.8%1.3%60.2139.0%1.0%
75Δ56.0237.4%1.0%60.7739.1%0.8%
80Δ55.5036.6%0.8%61.4239.1%0.6%

20Δ

Calls
Pseudo strike
61.45
IV
39.7%
B/E move
6.4%
Puts
Pseudo strike
54.86
IV
46.4%
B/E move
6.5%

25Δ

Calls
Pseudo strike
60.54
IV
35.5%
B/E move
5.0%
Puts
Pseudo strike
55.63
IV
44.3%
B/E move
5.4%

30Δ

Calls
Pseudo strike
59.92
IV
33.9%
B/E move
4.1%
Puts
Pseudo strike
56.29
IV
42.2%
B/E move
4.5%

35Δ

Calls
Pseudo strike
59.49
IV
33.9%
B/E move
3.6%
Puts
Pseudo strike
56.91
IV
39.6%
B/E move
3.6%

40Δ

Calls
Pseudo strike
59.06
IV
33.8%
B/E move
3.1%
Puts
Pseudo strike
57.39
IV
39.9%
B/E move
3.2%

45Δ

Calls
Pseudo strike
58.66
IV
35.2%
B/E move
2.8%
Puts
Pseudo strike
57.84
IV
40.7%
B/E move
2.8%

50Δ

Calls
Pseudo strike
58.26
IV
36.9%
B/E move
2.5%
Puts
Pseudo strike
58.30
IV
40.4%
B/E move
2.4%

55Δ

Calls
Pseudo strike
57.85
IV
38.0%
B/E move
2.2%
Puts
Pseudo strike
58.75
IV
39.5%
B/E move
2.0%

60Δ

Calls
Pseudo strike
57.40
IV
38.1%
B/E move
1.9%
Puts
Pseudo strike
59.22
IV
39.0%
B/E move
1.6%

65Δ

Calls
Pseudo strike
56.96
IV
38.2%
B/E move
1.6%
Puts
Pseudo strike
59.70
IV
39.0%
B/E move
1.3%

70Δ

Calls
Pseudo strike
56.49
IV
37.8%
B/E move
1.3%
Puts
Pseudo strike
60.21
IV
39.0%
B/E move
1.0%

75Δ

Calls
Pseudo strike
56.02
IV
37.4%
B/E move
1.0%
Puts
Pseudo strike
60.77
IV
39.1%
B/E move
0.8%

80Δ

Calls
Pseudo strike
55.50
IV
36.6%
B/E move
0.8%
Puts
Pseudo strike
61.42
IV
39.1%
B/E move
0.6%

Options history

IV · four-Friday blend40.30%
Daily EOD
UWM36.4%38.5%40.6%2026-10-19: 38.29%2026-10-20: 38.12%2026-10-21: 37.29%2026-10-22: 39.46%2026-10-23: 39.73%2026-10-26: 39.11%2026-10-27: 38.45%2026-10-28: 37.37%2026-10-29: 36.65%2026-10-30: 40.30%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
38.29%
38.12%
37.29%
39.46%
39.73%
39.11%
38.45%
37.37%
36.65%
40.30%