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ProShares Ultra Materials UYM

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Market datapartial · fetched 2026-10-23T19:10:13.251Z

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 · 2026-10-23T18:56:48.964475367Z

FundamentalsAlpha Vantage · unavailable

Share price$29.95
1D-0.0%
$29.43$29.58$29.72$29.87$30.015:30 AM6:30 AM9:00 AM1:00 PMUYM
Sold putSold call

ProShares Ultra Materials options

Live interpolated UYM call and put midpoint premiums by absolute delta.ProShares Ultra Materials$0.23$2.44$4.65$6.86$9.07$23.52$26.26$29.01$31.75$34.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UYM spot · $29.95UYM PRICE$0.47$0.64$0.79$0.71$0.79$1.05$1.30$1.52$1.69$1.86$2.10$2.34$3.05$1.04$1.11$1.22$1.35$1.53$1.75$2.05$2.37$2.65$2.98$3.84$4.40$8.43
PutsExpensive2.21×
CallsExpensive1.21×
SkewBearish+22.74 pp
Implied moveBearish±$3.35
TiltBearish31.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.1950.3%15.7%24.8098.1%20.7%
25Δ33.5852.9%14.3%26.4980.2%15.3%
30Δ32.8854.0%12.4%27.6569.5%11.7%
35Δ31.5639.0%7.8%28.5062.8%9.3%
40Δ30.9134.5%5.8%29.2058.6%7.6%
45Δ30.5637.9%5.5%29.8156.5%6.3%
50Δ30.2041.3%5.2%30.4055.6%5.3%
55Δ29.8242.5%4.6%30.9955.3%4.4%
60Δ29.4040.7%3.8%31.5253.3%3.6%
65Δ28.9938.9%3.0%32.0951.9%2.8%
70Δ28.5937.8%2.5%33.0657.2%2.5%
75Δ28.1936.8%1.9%33.8056.5%1.8%
80Δ27.3539.4%1.5%37.7886.2%2.0%

20Δ

Calls
Pseudo strike
34.19
IV
50.3%
B/E move
15.7%
Puts
Pseudo strike
24.80
IV
98.1%
B/E move
20.7%

25Δ

Calls
Pseudo strike
33.58
IV
52.9%
B/E move
14.3%
Puts
Pseudo strike
26.49
IV
80.2%
B/E move
15.3%

30Δ

Calls
Pseudo strike
32.88
IV
54.0%
B/E move
12.4%
Puts
Pseudo strike
27.65
IV
69.5%
B/E move
11.7%

35Δ

Calls
Pseudo strike
31.56
IV
39.0%
B/E move
7.8%
Puts
Pseudo strike
28.50
IV
62.8%
B/E move
9.3%

40Δ

Calls
Pseudo strike
30.91
IV
34.5%
B/E move
5.8%
Puts
Pseudo strike
29.20
IV
58.6%
B/E move
7.6%

45Δ

Calls
Pseudo strike
30.56
IV
37.9%
B/E move
5.5%
Puts
Pseudo strike
29.81
IV
56.5%
B/E move
6.3%

50Δ

Calls
Pseudo strike
30.20
IV
41.3%
B/E move
5.2%
Puts
Pseudo strike
30.40
IV
55.6%
B/E move
5.3%

55Δ

Calls
Pseudo strike
29.82
IV
42.5%
B/E move
4.6%
Puts
Pseudo strike
30.99
IV
55.3%
B/E move
4.4%

60Δ

Calls
Pseudo strike
29.40
IV
40.7%
B/E move
3.8%
Puts
Pseudo strike
31.52
IV
53.3%
B/E move
3.6%

65Δ

Calls
Pseudo strike
28.99
IV
38.9%
B/E move
3.0%
Puts
Pseudo strike
32.09
IV
51.9%
B/E move
2.8%

70Δ

Calls
Pseudo strike
28.59
IV
37.8%
B/E move
2.5%
Puts
Pseudo strike
33.06
IV
57.2%
B/E move
2.5%

75Δ

Calls
Pseudo strike
28.19
IV
36.8%
B/E move
1.9%
Puts
Pseudo strike
33.80
IV
56.5%
B/E move
1.8%

80Δ

Calls
Pseudo strike
27.35
IV
39.4%
B/E move
1.5%
Puts
Pseudo strike
37.78
IV
86.2%
B/E move
2.0%

Options history

No recorded observations