IntraAlpha
Create free account Start free

ProShares Ultra Financials UYG

i

Market datapartial · fetched 2026-10-23T16:44:22.912Z

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 · 2026-10-23T16:05:16.002154281Z

FundamentalsAlpha Vantage · unavailable

Share price$91.75
1D-0.6%
$91.50$91.72$91.95$92.17$92.395:30 AM6:30 AM9:00 AM1:00 PMUYG
Sold putSold call

ProShares Ultra Financials options

Live interpolated UYG call and put midpoint premiums by absolute delta.ProShares Ultra Financials$0.63$2.87$5.11$7.34$9.58$79.73$85.52$91.32$97.11$102.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UYG spot · $91.75UYG PRICE$0.87$1.22$1.50$1.95$2.38$2.85$3.38$3.84$4.74$5.40$6.43$7.07$7.99$1.03$1.29$1.88$2.29$2.63$3.01$3.50$4.01$4.59$5.49$6.30$7.54$8.94
PutsExpensive1.07×
CallsExpensive1.14×
SkewBullish-1.53 pp
Implied moveBalanced±$6.88
TiltBearish2.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ99.5331.9%9.4%85.2534.7%8.2%
25Δ98.3833.5%8.6%86.9632.5%6.6%
30Δ96.8332.3%7.2%87.7736.3%6.4%
35Δ95.8033.7%6.5%88.8936.2%5.6%
40Δ94.7434.7%5.8%90.1634.4%4.6%
45Δ93.5834.9%5.1%91.3533.0%3.7%
50Δ92.4835.4%4.5%92.4032.5%3.1%
55Δ91.3534.6%3.7%93.4232.0%2.6%
60Δ90.1337.0%3.4%94.4531.5%2.1%
65Δ88.9536.7%2.8%95.6832.5%1.7%
70Δ87.5638.2%2.4%96.8532.3%1.3%
75Δ86.4036.5%1.9%98.3833.2%1.0%
80Δ85.0835.8%1.4%100.0634.0%0.7%

20Δ

Calls
Pseudo strike
99.53
IV
31.9%
B/E move
9.4%
Puts
Pseudo strike
85.25
IV
34.7%
B/E move
8.2%

25Δ

Calls
Pseudo strike
98.38
IV
33.5%
B/E move
8.6%
Puts
Pseudo strike
86.96
IV
32.5%
B/E move
6.6%

30Δ

Calls
Pseudo strike
96.83
IV
32.3%
B/E move
7.2%
Puts
Pseudo strike
87.77
IV
36.3%
B/E move
6.4%

35Δ

Calls
Pseudo strike
95.80
IV
33.7%
B/E move
6.5%
Puts
Pseudo strike
88.89
IV
36.2%
B/E move
5.6%

40Δ

Calls
Pseudo strike
94.74
IV
34.7%
B/E move
5.8%
Puts
Pseudo strike
90.16
IV
34.4%
B/E move
4.6%

45Δ

Calls
Pseudo strike
93.58
IV
34.9%
B/E move
5.1%
Puts
Pseudo strike
91.35
IV
33.0%
B/E move
3.7%

50Δ

Calls
Pseudo strike
92.48
IV
35.4%
B/E move
4.5%
Puts
Pseudo strike
92.40
IV
32.5%
B/E move
3.1%

55Δ

Calls
Pseudo strike
91.35
IV
34.6%
B/E move
3.7%
Puts
Pseudo strike
93.42
IV
32.0%
B/E move
2.6%

60Δ

Calls
Pseudo strike
90.13
IV
37.0%
B/E move
3.4%
Puts
Pseudo strike
94.45
IV
31.5%
B/E move
2.1%

65Δ

Calls
Pseudo strike
88.95
IV
36.7%
B/E move
2.8%
Puts
Pseudo strike
95.68
IV
32.5%
B/E move
1.7%

70Δ

Calls
Pseudo strike
87.56
IV
38.2%
B/E move
2.4%
Puts
Pseudo strike
96.85
IV
32.3%
B/E move
1.3%

75Δ

Calls
Pseudo strike
86.40
IV
36.5%
B/E move
1.9%
Puts
Pseudo strike
98.38
IV
33.2%
B/E move
1.0%

80Δ

Calls
Pseudo strike
85.08
IV
35.8%
B/E move
1.4%
Puts
Pseudo strike
100.06
IV
34.0%
B/E move
0.7%

Options history

No recorded observations