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ProShares Ultra Materials UYM

i

Market dataready · fetched 2026-11-13T02:13:41.339Z

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 · 2026-11-13T01:00:00.111467226Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:13:41.019600+00:00

Share price$30.62
1D-3.0%
AH$30.71$30.99$31.26$31.54$31.815:30 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$0.88$1.25$1.63$2.00$2.37$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ 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 PRICEUYM PRICE$0.97$0.97$0.92$1.16$1.37$1.46$1.54$1.59$1.64$1.68$1.73$0.97$0.98$1.02$1.82$2.04$2.26
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.12228.7%44.0%25.58172.9%19.7%
25Δ37.08164.0%24.3%27.36134.0%13.9%
30Δ28.49111.1%10.3%
35Δ
40Δ31.4569.3%5.7%
45Δ31.2078.0%5.7%
50Δ30.9082.9%5.4%
55Δ30.4775.8%4.3%
60Δ30.0468.6%3.1%
65Δ29.8262.1%2.6%
70Δ29.6255.8%2.1%32.0352.8%1.3%
75Δ29.4249.5%1.6%32.3550.6%1.0%
80Δ29.2243.2%1.0%32.6648.3%0.7%

20Δ

Calls
Pseudo strike
43.12
IV
228.7%
B/E move
44.0%
Puts
Pseudo strike
25.58
IV
172.9%
B/E move
19.7%

25Δ

Calls
Pseudo strike
37.08
IV
164.0%
B/E move
24.3%
Puts
Pseudo strike
27.36
IV
134.0%
B/E move
13.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.49
IV
111.1%
B/E move
10.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
31.45
IV
69.3%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
31.20
IV
78.0%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
30.90
IV
82.9%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
30.47
IV
75.8%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
30.04
IV
68.6%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
29.82
IV
62.1%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
29.62
IV
55.8%
B/E move
2.1%
Puts
Pseudo strike
32.03
IV
52.8%
B/E move
1.3%

75Δ

Calls
Pseudo strike
29.42
IV
49.5%
B/E move
1.6%
Puts
Pseudo strike
32.35
IV
50.6%
B/E move
1.0%

80Δ

Calls
Pseudo strike
29.22
IV
43.2%
B/E move
1.0%
Puts
Pseudo strike
32.66
IV
48.3%
B/E move
0.7%

Options history

IV · four-Friday blend43.44%
Daily EOD
UYM37.5%42.7%48.0%2026-10-19: 44.88%2026-10-20: 44.68%2026-10-21: 39.83%2026-10-22: 43.25%2026-10-23: 44.06%2026-10-26: 47.26%2026-10-27: 46.66%2026-10-28: 45.86%2026-10-29: 38.18%2026-10-30: 43.44%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
44.88%
44.68%
39.83%
43.25%
44.06%
47.26%
46.66%
45.86%
38.18%
43.44%