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ProShares Ultra Financials UYG

i

Market dataready · fetched 2026-11-13T01:28:42.195Z

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 · 2026-11-13T01:00:00.13230385Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:28:38.794316+00:00

Share price$98.38
1D-2.8%
AH$98.15$98.97$99.79$100.62$101.445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUYG
Sold putSold callAH

ProShares Ultra Financials options

Live interpolated UYG call and put midpoint premiums by absolute delta.ProShares Ultra Financials$0.51$1.99$3.47$4.94$6.42$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEUYG PRICE$0.67$0.87$1.19$1.41$1.77$2.03$2.47$3.09$3.14$3.90$5.38$5.89$5.99$0.74$0.99$1.19$1.47$2.59$3.33$3.88
Puts——
CallsExpensive1.07×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ104.0343.0%6.4%93.3844.7%5.8%
25Δ102.6640.5%5.2%94.4544.0%5.0%
30Δ102.1044.1%5.0%95.4941.6%4.1%
35Δ101.0942.5%4.2%96.3940.9%3.5%
40Δ100.3144.0%3.8%
45Δ99.4742.7%3.2%
50Δ98.6343.9%2.8%
55Δ97.8647.8%2.6%
60Δ97.1441.9%1.9%
65Δ96.1645.1%1.7%
70Δ94.6754.8%1.7%100.4124.0%0.6%
75Δ93.7952.4%1.3%101.2226.5%0.5%
80Δ93.2845.9%0.9%101.9126.2%0.4%

20Δ

Calls
Pseudo strike
104.03
IV
43.0%
B/E move
6.4%
Puts
Pseudo strike
93.38
IV
44.7%
B/E move
5.8%

25Δ

Calls
Pseudo strike
102.66
IV
40.5%
B/E move
5.2%
Puts
Pseudo strike
94.45
IV
44.0%
B/E move
5.0%

30Δ

Calls
Pseudo strike
102.10
IV
44.1%
B/E move
5.0%
Puts
Pseudo strike
95.49
IV
41.6%
B/E move
4.1%

35Δ

Calls
Pseudo strike
101.09
IV
42.5%
B/E move
4.2%
Puts
Pseudo strike
96.39
IV
40.9%
B/E move
3.5%

40Δ

Calls
Pseudo strike
100.31
IV
44.0%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
99.47
IV
42.7%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
98.63
IV
43.9%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
97.86
IV
47.8%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
97.14
IV
41.9%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
96.16
IV
45.1%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
94.67
IV
54.8%
B/E move
1.7%
Puts
Pseudo strike
100.41
IV
24.0%
B/E move
0.6%

75Δ

Calls
Pseudo strike
93.79
IV
52.4%
B/E move
1.3%
Puts
Pseudo strike
101.22
IV
26.5%
B/E move
0.5%

80Δ

Calls
Pseudo strike
93.28
IV
45.9%
B/E move
0.9%
Puts
Pseudo strike
101.91
IV
26.2%
B/E move
0.4%

Options history

IV · four-Friday blend32.74%
Daily EOD
UYG30.8%32.2%33.7%2026-10-19: 32.16%2026-10-20: 31.32%2026-10-21: 31.35%2026-10-22: 31.65%2026-10-23: 33.18%2026-10-26: 33.04%2026-10-27: 33.50%2026-10-28: 32.44%2026-10-29: 30.99%2026-10-30: 32.74%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
32.16%
31.32%
31.35%
31.65%
33.18%
33.04%
33.50%
32.44%
30.99%
32.74%