IntraAlpha
Create free account Start free

ProShares Ultra Russell2000 UWM

i

Market dataready · fetched 2026-10-23T00:40:41.131Z

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 · 2026-10-23T00:00:00.144224946Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T00:40:40.455812+00:00

Share price$55.90
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$0.33$2.37$4.41$6.45$8.49$47.33$51.27$55.21$59.15$63.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UWM spot · $55.90UWM PRICE$0.55$0.74$0.98$1.24$1.53$1.83$2.17$2.55$2.96$3.39$3.86$4.59$5.27$0.91$1.23$1.49$1.81$2.14$2.53$2.94$3.41$3.96$4.56$5.31$6.53$7.90
PutsExpensive1.28×
CallsExpensive1.07×
SkewBearish+8.79 pp
Implied moveBearish±$5.12
TiltBearish17.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ60.8732.7%9.9%50.4448.5%11.4%
25Δ59.9632.9%8.6%51.6048.7%9.9%
30Δ59.2634.2%7.8%52.7946.5%8.2%
35Δ58.5535.2%7.0%53.8145.3%7.0%
40Δ57.8235.8%6.2%54.7544.2%5.9%
45Δ57.1036.4%5.4%55.6343.7%5.0%
50Δ56.3736.7%4.7%56.4943.2%4.2%
55Δ55.6437.0%4.1%57.3542.8%3.5%
60Δ54.9037.4%3.5%58.2442.8%2.9%
65Δ54.1537.2%2.9%59.1642.6%2.3%
70Δ53.3836.9%2.4%60.1942.9%1.8%
75Δ52.4238.3%2.0%61.6245.2%1.4%
80Δ51.5138.2%1.6%63.2246.8%1.0%

20Δ

Calls
Pseudo strike
60.87
IV
32.7%
B/E move
9.9%
Puts
Pseudo strike
50.44
IV
48.5%
B/E move
11.4%

25Δ

Calls
Pseudo strike
59.96
IV
32.9%
B/E move
8.6%
Puts
Pseudo strike
51.60
IV
48.7%
B/E move
9.9%

30Δ

Calls
Pseudo strike
59.26
IV
34.2%
B/E move
7.8%
Puts
Pseudo strike
52.79
IV
46.5%
B/E move
8.2%

35Δ

Calls
Pseudo strike
58.55
IV
35.2%
B/E move
7.0%
Puts
Pseudo strike
53.81
IV
45.3%
B/E move
7.0%

40Δ

Calls
Pseudo strike
57.82
IV
35.8%
B/E move
6.2%
Puts
Pseudo strike
54.75
IV
44.2%
B/E move
5.9%

45Δ

Calls
Pseudo strike
57.10
IV
36.4%
B/E move
5.4%
Puts
Pseudo strike
55.63
IV
43.7%
B/E move
5.0%

50Δ

Calls
Pseudo strike
56.37
IV
36.7%
B/E move
4.7%
Puts
Pseudo strike
56.49
IV
43.2%
B/E move
4.2%

55Δ

Calls
Pseudo strike
55.64
IV
37.0%
B/E move
4.1%
Puts
Pseudo strike
57.35
IV
42.8%
B/E move
3.5%

60Δ

Calls
Pseudo strike
54.90
IV
37.4%
B/E move
3.5%
Puts
Pseudo strike
58.24
IV
42.8%
B/E move
2.9%

65Δ

Calls
Pseudo strike
54.15
IV
37.2%
B/E move
2.9%
Puts
Pseudo strike
59.16
IV
42.6%
B/E move
2.3%

70Δ

Calls
Pseudo strike
53.38
IV
36.9%
B/E move
2.4%
Puts
Pseudo strike
60.19
IV
42.9%
B/E move
1.8%

75Δ

Calls
Pseudo strike
52.42
IV
38.3%
B/E move
2.0%
Puts
Pseudo strike
61.62
IV
45.2%
B/E move
1.4%

80Δ

Calls
Pseudo strike
51.51
IV
38.2%
B/E move
1.6%
Puts
Pseudo strike
63.22
IV
46.8%
B/E move
1.0%

Options history

No recorded observations