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ProShares Ultra Industrials UXI

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Market datapartial · fetched 2026-10-22T23:49:58.490Z

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 · 2026-10-22T22:30:00.00426161Z

FundamentalsAlpha Vantage · unavailable

Share price$50.41
1D+0.9%
AH$49.95$50.10$50.25$50.40$50.555:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUXI
Sold putSold callAH

ProShares Ultra Industrials options

Live interpolated UXI call and put midpoint premiums by absolute delta.ProShares Ultra Industrials$0.43$2.06$3.69$5.32$6.96$42.59$46.48$50.37$54.27$58.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UXI spot · $50.41UXI PRICE$0.60$0.80$1.07$1.33$1.61$1.93$2.28$2.71$3.19$3.73$4.35$5.08$6.07$0.82$1.11$1.37$1.65$1.97$2.31$2.70$3.11$3.60$4.13$4.70$5.48$6.49
PutsExpensive1.30×
CallsExpensive1.51×
SkewBearish+0.47 pp
Implied moveBearish±$4.98
TiltBearish6.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ55.9840.1%12.3%45.5048.3%11.4%
25Δ54.8739.7%10.4%46.5248.6%9.9%
30Δ54.1541.7%9.6%47.5747.0%8.3%
35Δ53.3242.2%8.4%48.5045.8%7.0%
40Δ52.5042.4%7.4%49.3545.0%6.0%
45Δ51.7142.8%6.4%50.1744.2%5.1%
50Δ50.9443.3%5.6%50.9544.0%4.3%
55Δ50.1644.3%4.9%51.7343.2%3.5%
60Δ49.3545.3%4.2%52.5343.0%2.9%
65Δ48.4946.1%3.6%53.3642.8%2.3%
70Δ47.5747.0%3.0%54.2042.1%1.8%
75Δ46.5748.0%2.5%55.2142.3%1.3%
80Δ45.3350.2%2.0%56.4243.0%0.9%

20Δ

Calls
Pseudo strike
55.98
IV
40.1%
B/E move
12.3%
Puts
Pseudo strike
45.50
IV
48.3%
B/E move
11.4%

25Δ

Calls
Pseudo strike
54.87
IV
39.7%
B/E move
10.4%
Puts
Pseudo strike
46.52
IV
48.6%
B/E move
9.9%

30Δ

Calls
Pseudo strike
54.15
IV
41.7%
B/E move
9.6%
Puts
Pseudo strike
47.57
IV
47.0%
B/E move
8.3%

35Δ

Calls
Pseudo strike
53.32
IV
42.2%
B/E move
8.4%
Puts
Pseudo strike
48.50
IV
45.8%
B/E move
7.0%

40Δ

Calls
Pseudo strike
52.50
IV
42.4%
B/E move
7.4%
Puts
Pseudo strike
49.35
IV
45.0%
B/E move
6.0%

45Δ

Calls
Pseudo strike
51.71
IV
42.8%
B/E move
6.4%
Puts
Pseudo strike
50.17
IV
44.2%
B/E move
5.1%

50Δ

Calls
Pseudo strike
50.94
IV
43.3%
B/E move
5.6%
Puts
Pseudo strike
50.95
IV
44.0%
B/E move
4.3%

55Δ

Calls
Pseudo strike
50.16
IV
44.3%
B/E move
4.9%
Puts
Pseudo strike
51.73
IV
43.2%
B/E move
3.5%

60Δ

Calls
Pseudo strike
49.35
IV
45.3%
B/E move
4.2%
Puts
Pseudo strike
52.53
IV
43.0%
B/E move
2.9%

65Δ

Calls
Pseudo strike
48.49
IV
46.1%
B/E move
3.6%
Puts
Pseudo strike
53.36
IV
42.8%
B/E move
2.3%

70Δ

Calls
Pseudo strike
47.57
IV
47.0%
B/E move
3.0%
Puts
Pseudo strike
54.20
IV
42.1%
B/E move
1.8%

75Δ

Calls
Pseudo strike
46.57
IV
48.0%
B/E move
2.5%
Puts
Pseudo strike
55.21
IV
42.3%
B/E move
1.3%

80Δ

Calls
Pseudo strike
45.33
IV
50.2%
B/E move
2.0%
Puts
Pseudo strike
56.42
IV
43.0%
B/E move
0.9%

Options history

No recorded observations