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ProShares Ultra Financials UYG

i

Market dataready · fetched 2026-10-22T21:14:26.114Z

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 · 2026-10-22T20:10:00.003756803Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:14:24.773877+00:00

Share price$93.83
1D+1.5%
AH$92.30$92.71$93.12$93.53$93.945:30 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$0.45$3.24$6.02$8.80$11.58$79.58$85.76$91.94$98.11$104.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UYG spot · $93.83UYG PRICE$0.75$0.89$1.15$1.43$1.76$2.40$2.99$3.75$4.53$5.16$5.69$5.93$6.58$1.15$1.53$1.99$2.39$3.08$3.35$3.78$4.59$5.33$6.31$6.70$8.72$10.78
PutsExpensive1.22×
CallsCheap0.92×
SkewBearish+7.77 pp
Implied moveBearish±$6.77
TiltBearish16.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ100.4826.3%7.9%86.7136.8%8.8%
25Δ98.5823.2%6.0%88.3436.3%7.5%
30Δ97.6823.5%5.3%89.5437.4%6.7%
35Δ96.8023.7%4.7%90.9736.2%5.6%
40Δ95.9924.3%4.2%92.1138.4%5.1%
45Δ95.3027.7%4.1%93.3935.3%4.0%
50Δ94.4529.8%3.8%94.5633.6%3.2%
55Δ93.4232.1%3.6%95.7634.9%2.8%
60Δ92.2933.8%3.2%96.9735.0%2.3%
65Δ91.1633.6%2.7%98.3335.8%1.9%
70Δ90.1332.1%2.1%99.2533.0%1.4%
75Δ89.4029.1%1.6%101.4936.7%1.1%
80Δ88.3827.8%1.2%103.8438.9%0.8%

20Δ

Calls
Pseudo strike
100.48
IV
26.3%
B/E move
7.9%
Puts
Pseudo strike
86.71
IV
36.8%
B/E move
8.8%

25Δ

Calls
Pseudo strike
98.58
IV
23.2%
B/E move
6.0%
Puts
Pseudo strike
88.34
IV
36.3%
B/E move
7.5%

30Δ

Calls
Pseudo strike
97.68
IV
23.5%
B/E move
5.3%
Puts
Pseudo strike
89.54
IV
37.4%
B/E move
6.7%

35Δ

Calls
Pseudo strike
96.80
IV
23.7%
B/E move
4.7%
Puts
Pseudo strike
90.97
IV
36.2%
B/E move
5.6%

40Δ

Calls
Pseudo strike
95.99
IV
24.3%
B/E move
4.2%
Puts
Pseudo strike
92.11
IV
38.4%
B/E move
5.1%

45Δ

Calls
Pseudo strike
95.30
IV
27.7%
B/E move
4.1%
Puts
Pseudo strike
93.39
IV
35.3%
B/E move
4.0%

50Δ

Calls
Pseudo strike
94.45
IV
29.8%
B/E move
3.8%
Puts
Pseudo strike
94.56
IV
33.6%
B/E move
3.2%

55Δ

Calls
Pseudo strike
93.42
IV
32.1%
B/E move
3.6%
Puts
Pseudo strike
95.76
IV
34.9%
B/E move
2.8%

60Δ

Calls
Pseudo strike
92.29
IV
33.8%
B/E move
3.2%
Puts
Pseudo strike
96.97
IV
35.0%
B/E move
2.3%

65Δ

Calls
Pseudo strike
91.16
IV
33.6%
B/E move
2.7%
Puts
Pseudo strike
98.33
IV
35.8%
B/E move
1.9%

70Δ

Calls
Pseudo strike
90.13
IV
32.1%
B/E move
2.1%
Puts
Pseudo strike
99.25
IV
33.0%
B/E move
1.4%

75Δ

Calls
Pseudo strike
89.40
IV
29.1%
B/E move
1.6%
Puts
Pseudo strike
101.49
IV
36.7%
B/E move
1.1%

80Δ

Calls
Pseudo strike
88.38
IV
27.8%
B/E move
1.2%
Puts
Pseudo strike
103.84
IV
38.9%
B/E move
0.8%

Options history

No recorded observations