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ProShares Ultra Materials UYM

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Market datapartial · fetched 2026-10-22T23:23:43.927Z

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 · 2026-10-22T22:30:00.001170278Z

FundamentalsAlpha Vantage · unavailable

Share price$30.08
1D+1.7%
AH$29.20$29.38$29.56$29.74$29.925:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUYM
Sold putSold callAH

ProShares Ultra Materials options

Live interpolated UYM call and put midpoint premiums by absolute delta.ProShares Ultra Materials$0.60$2.03$3.47$4.90$6.33$23.88$26.74$29.60$32.46$35.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UYM spot · $30.08UYM PRICE$0.81$0.85$0.75$1.08$1.17$1.25$1.33$1.41$1.55$1.69$1.85$2.06$2.27$0.98$1.07$1.16$1.35$1.50$1.59$1.97$2.33$2.50$2.67$3.75$4.75$5.92
PutsExpensive2.13×
CallsExpensive1.47×
SkewBearish+11.38 pp
Implied moveBearish±$3.30
TiltBearish27.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.2195.4%33.0%24.8694.6%20.6%
25Δ36.5379.8%24.3%26.7276.1%14.7%
30Δ33.6054.7%14.2%27.8665.5%11.2%
35Δ32.7259.5%12.4%28.6461.4%9.3%
40Δ31.8453.3%9.7%29.3156.7%7.5%
45Δ30.9747.2%7.1%29.9350.7%5.8%
50Δ30.4642.7%5.7%30.5352.3%5.1%
55Δ29.9638.5%4.3%31.0953.5%4.4%
60Δ29.6036.4%3.5%31.5449.8%3.5%
65Δ29.2434.3%2.8%31.9946.1%2.5%
70Δ28.8832.4%2.2%33.1254.7%2.4%
75Δ28.5431.1%1.7%34.2559.1%1.9%
80Δ28.2129.8%1.3%35.5662.5%1.5%

20Δ

Calls
Pseudo strike
39.21
IV
95.4%
B/E move
33.0%
Puts
Pseudo strike
24.86
IV
94.6%
B/E move
20.6%

25Δ

Calls
Pseudo strike
36.53
IV
79.8%
B/E move
24.3%
Puts
Pseudo strike
26.72
IV
76.1%
B/E move
14.7%

30Δ

Calls
Pseudo strike
33.60
IV
54.7%
B/E move
14.2%
Puts
Pseudo strike
27.86
IV
65.5%
B/E move
11.2%

35Δ

Calls
Pseudo strike
32.72
IV
59.5%
B/E move
12.4%
Puts
Pseudo strike
28.64
IV
61.4%
B/E move
9.3%

40Δ

Calls
Pseudo strike
31.84
IV
53.3%
B/E move
9.7%
Puts
Pseudo strike
29.31
IV
56.7%
B/E move
7.5%

45Δ

Calls
Pseudo strike
30.97
IV
47.2%
B/E move
7.1%
Puts
Pseudo strike
29.93
IV
50.7%
B/E move
5.8%

50Δ

Calls
Pseudo strike
30.46
IV
42.7%
B/E move
5.7%
Puts
Pseudo strike
30.53
IV
52.3%
B/E move
5.1%

55Δ

Calls
Pseudo strike
29.96
IV
38.5%
B/E move
4.3%
Puts
Pseudo strike
31.09
IV
53.5%
B/E move
4.4%

60Δ

Calls
Pseudo strike
29.60
IV
36.4%
B/E move
3.5%
Puts
Pseudo strike
31.54
IV
49.8%
B/E move
3.5%

65Δ

Calls
Pseudo strike
29.24
IV
34.3%
B/E move
2.8%
Puts
Pseudo strike
31.99
IV
46.1%
B/E move
2.5%

70Δ

Calls
Pseudo strike
28.88
IV
32.4%
B/E move
2.2%
Puts
Pseudo strike
33.12
IV
54.7%
B/E move
2.4%

75Δ

Calls
Pseudo strike
28.54
IV
31.1%
B/E move
1.7%
Puts
Pseudo strike
34.25
IV
59.1%
B/E move
1.9%

80Δ

Calls
Pseudo strike
28.21
IV
29.8%
B/E move
1.3%
Puts
Pseudo strike
35.56
IV
62.5%
B/E move
1.5%

Options history

No recorded observations