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ProShares Ultra Financials UYG

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Market datapartial · fetched 2026-10-22T15:52:57.371Z

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 · 2026-10-22T15:45:19.157128294Z

FundamentalsAlpha Vantage · unavailable

Share price$93.16
1D+0.8%
$92.34$92.60$92.86$93.12$93.385:30 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$0.48$3.29$6.11$8.92$11.74$79.67$85.62$91.57$97.53$103.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UYG spot · $93.16UYG PRICE$0.78$0.91$1.17$1.50$2.03$2.63$3.14$3.72$4.47$5.20$5.56$5.78$6.76$1.17$1.53$1.96$2.20$2.79$3.25$3.94$4.63$5.03$6.17$7.14$9.14$10.92
PutsExpensive1.20×
CallsFair0.96×
SkewBearish+6.69 pp
Implied moveBearish±$7.08
TiltBearish15.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ100.1027.7%8.3%85.9337.7%9.0%
25Δ98.0624.1%6.3%87.5737.0%7.6%
30Δ97.1024.3%5.5%88.9537.0%6.6%
35Δ96.2625.0%4.9%90.5033.6%5.2%
40Δ95.5527.8%4.7%91.6035.0%4.7%
45Δ94.8431.0%4.6%92.7434.4%3.9%
50Δ93.8231.6%4.1%93.9135.3%3.4%
55Δ92.7632.2%3.6%95.0935.5%2.9%
60Δ91.6433.6%3.2%96.1333.3%2.2%
65Δ90.4634.1%2.7%97.5535.2%1.9%
70Δ89.5731.8%2.1%98.9335.2%1.5%
75Δ88.8128.4%1.5%101.1738.6%1.2%
80Δ87.5528.8%1.2%103.2939.6%0.8%

20Δ

Calls
Pseudo strike
100.10
IV
27.7%
B/E move
8.3%
Puts
Pseudo strike
85.93
IV
37.7%
B/E move
9.0%

25Δ

Calls
Pseudo strike
98.06
IV
24.1%
B/E move
6.3%
Puts
Pseudo strike
87.57
IV
37.0%
B/E move
7.6%

30Δ

Calls
Pseudo strike
97.10
IV
24.3%
B/E move
5.5%
Puts
Pseudo strike
88.95
IV
37.0%
B/E move
6.6%

35Δ

Calls
Pseudo strike
96.26
IV
25.0%
B/E move
4.9%
Puts
Pseudo strike
90.50
IV
33.6%
B/E move
5.2%

40Δ

Calls
Pseudo strike
95.55
IV
27.8%
B/E move
4.7%
Puts
Pseudo strike
91.60
IV
35.0%
B/E move
4.7%

45Δ

Calls
Pseudo strike
94.84
IV
31.0%
B/E move
4.6%
Puts
Pseudo strike
92.74
IV
34.4%
B/E move
3.9%

50Δ

Calls
Pseudo strike
93.82
IV
31.6%
B/E move
4.1%
Puts
Pseudo strike
93.91
IV
35.3%
B/E move
3.4%

55Δ

Calls
Pseudo strike
92.76
IV
32.2%
B/E move
3.6%
Puts
Pseudo strike
95.09
IV
35.5%
B/E move
2.9%

60Δ

Calls
Pseudo strike
91.64
IV
33.6%
B/E move
3.2%
Puts
Pseudo strike
96.13
IV
33.3%
B/E move
2.2%

65Δ

Calls
Pseudo strike
90.46
IV
34.1%
B/E move
2.7%
Puts
Pseudo strike
97.55
IV
35.2%
B/E move
1.9%

70Δ

Calls
Pseudo strike
89.57
IV
31.8%
B/E move
2.1%
Puts
Pseudo strike
98.93
IV
35.2%
B/E move
1.5%

75Δ

Calls
Pseudo strike
88.81
IV
28.4%
B/E move
1.5%
Puts
Pseudo strike
101.17
IV
38.6%
B/E move
1.2%

80Δ

Calls
Pseudo strike
87.55
IV
28.8%
B/E move
1.2%
Puts
Pseudo strike
103.29
IV
39.6%
B/E move
0.8%

Options history

No recorded observations