IntraAlpha
Create free account Start free

ProShares Ultra Russell2000 UWM

i

Market datapartial · fetched 2026-10-22T23:43:38.422Z

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 · 2026-10-22T22:54:50.171584945Z

FundamentalsAlpha Vantage · unavailable

Share price$56.10
1D+1.2%
AH$55.07$55.32$55.57$55.81$56.065:30 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$2.60$4.91$7.22$9.53$47.18$51.14$55.10$59.06$63.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UWM spot · $56.10UWM PRICE$0.54$0.72$0.95$1.20$1.47$1.77$2.09$2.43$2.82$3.23$3.65$4.09$4.99$0.93$1.27$1.52$1.86$2.20$2.62$3.06$3.58$4.17$4.85$5.86$7.19$8.86
PutsExpensive1.33×
CallsFair1.02×
SkewBearish+12.67 pp
Implied moveBearish±$5.15
TiltBearish23.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ60.9331.8%9.6%50.5449.3%11.6%
25Δ60.0331.8%8.3%51.6949.8%10.1%
30Δ59.3533.0%7.5%52.9647.0%8.3%
35Δ58.6533.9%6.7%53.9746.4%7.1%
40Δ57.9534.4%5.9%54.9345.3%6.0%
45Δ57.2534.8%5.2%55.8345.1%5.1%
50Δ56.5535.0%4.5%56.7244.7%4.3%
55Δ55.8535.2%3.9%57.6344.6%3.7%
60Δ55.1435.4%3.3%58.5744.7%3.0%
65Δ54.4335.1%2.8%59.5744.9%2.5%
70Δ53.7234.6%2.3%60.8346.7%2.0%
75Δ53.0133.8%1.8%62.4049.2%1.6%
80Δ51.9435.9%1.5%64.3151.7%1.2%

20Δ

Calls
Pseudo strike
60.93
IV
31.8%
B/E move
9.6%
Puts
Pseudo strike
50.54
IV
49.3%
B/E move
11.6%

25Δ

Calls
Pseudo strike
60.03
IV
31.8%
B/E move
8.3%
Puts
Pseudo strike
51.69
IV
49.8%
B/E move
10.1%

30Δ

Calls
Pseudo strike
59.35
IV
33.0%
B/E move
7.5%
Puts
Pseudo strike
52.96
IV
47.0%
B/E move
8.3%

35Δ

Calls
Pseudo strike
58.65
IV
33.9%
B/E move
6.7%
Puts
Pseudo strike
53.97
IV
46.4%
B/E move
7.1%

40Δ

Calls
Pseudo strike
57.95
IV
34.4%
B/E move
5.9%
Puts
Pseudo strike
54.93
IV
45.3%
B/E move
6.0%

45Δ

Calls
Pseudo strike
57.25
IV
34.8%
B/E move
5.2%
Puts
Pseudo strike
55.83
IV
45.1%
B/E move
5.1%

50Δ

Calls
Pseudo strike
56.55
IV
35.0%
B/E move
4.5%
Puts
Pseudo strike
56.72
IV
44.7%
B/E move
4.3%

55Δ

Calls
Pseudo strike
55.85
IV
35.2%
B/E move
3.9%
Puts
Pseudo strike
57.63
IV
44.6%
B/E move
3.7%

60Δ

Calls
Pseudo strike
55.14
IV
35.4%
B/E move
3.3%
Puts
Pseudo strike
58.57
IV
44.7%
B/E move
3.0%

65Δ

Calls
Pseudo strike
54.43
IV
35.1%
B/E move
2.8%
Puts
Pseudo strike
59.57
IV
44.9%
B/E move
2.5%

70Δ

Calls
Pseudo strike
53.72
IV
34.6%
B/E move
2.3%
Puts
Pseudo strike
60.83
IV
46.7%
B/E move
2.0%

75Δ

Calls
Pseudo strike
53.01
IV
33.8%
B/E move
1.8%
Puts
Pseudo strike
62.40
IV
49.2%
B/E move
1.6%

80Δ

Calls
Pseudo strike
51.94
IV
35.9%
B/E move
1.5%
Puts
Pseudo strike
64.31
IV
51.7%
B/E move
1.2%

Options history

No recorded observations