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ProShares Ultra Materials UYM

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Market datapartial · fetched 2026-10-23T23:11:52.770Z

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 · 2026-10-23T22:30:00.004171727Z

FundamentalsAlpha Vantage · unavailable

Share price$29.60
1D-0.0%
AH$29.43$29.58$29.72$29.87$30.015:30 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$0.37$1.12$1.87$2.62$3.38$24.20$26.81$29.42$32.02$34.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UYM spot · $29.60UYM PRICE$0.45$0.65$0.73$0.91$1.15$1.32$1.47$1.69$1.92$2.18$2.45$2.80$3.16$1.03$1.09$1.18$1.29$1.43$1.62$1.82$1.97$2.12$2.21$2.27$2.33$2.39
PutsExpensive2.02×
CallsExpensive1.41×
SkewBearish+4.56 pp
Implied moveBearish±$3.29
TiltBearish4.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.8752.0%15.9%24.5198.3%20.7%
25Δ33.3756.1%14.9%26.2179.9%15.1%
30Δ32.2950.5%11.6%27.3568.9%11.6%
35Δ31.6049.7%9.8%28.2161.0%9.1%
40Δ31.1552.9%9.1%28.8855.8%7.2%
45Δ30.5851.7%7.8%29.4553.1%6.0%
50Δ29.9648.6%6.2%29.9950.8%4.9%
55Δ29.4748.0%5.2%30.4147.5%3.9%
60Δ28.9747.3%4.3%30.8344.1%3.0%
65Δ28.4946.6%3.6%31.1340.5%2.3%
70Δ28.0145.8%2.9%31.3436.6%1.8%
75Δ27.4945.2%2.3%31.5632.8%1.3%
80Δ26.9644.6%1.7%31.7729.0%0.7%

20Δ

Calls
Pseudo strike
33.87
IV
52.0%
B/E move
15.9%
Puts
Pseudo strike
24.51
IV
98.3%
B/E move
20.7%

25Δ

Calls
Pseudo strike
33.37
IV
56.1%
B/E move
14.9%
Puts
Pseudo strike
26.21
IV
79.9%
B/E move
15.1%

30Δ

Calls
Pseudo strike
32.29
IV
50.5%
B/E move
11.6%
Puts
Pseudo strike
27.35
IV
68.9%
B/E move
11.6%

35Δ

Calls
Pseudo strike
31.60
IV
49.7%
B/E move
9.8%
Puts
Pseudo strike
28.21
IV
61.0%
B/E move
9.1%

40Δ

Calls
Pseudo strike
31.15
IV
52.9%
B/E move
9.1%
Puts
Pseudo strike
28.88
IV
55.8%
B/E move
7.2%

45Δ

Calls
Pseudo strike
30.58
IV
51.7%
B/E move
7.8%
Puts
Pseudo strike
29.45
IV
53.1%
B/E move
6.0%

50Δ

Calls
Pseudo strike
29.96
IV
48.6%
B/E move
6.2%
Puts
Pseudo strike
29.99
IV
50.8%
B/E move
4.9%

55Δ

Calls
Pseudo strike
29.47
IV
48.0%
B/E move
5.2%
Puts
Pseudo strike
30.41
IV
47.5%
B/E move
3.9%

60Δ

Calls
Pseudo strike
28.97
IV
47.3%
B/E move
4.3%
Puts
Pseudo strike
30.83
IV
44.1%
B/E move
3.0%

65Δ

Calls
Pseudo strike
28.49
IV
46.6%
B/E move
3.6%
Puts
Pseudo strike
31.13
IV
40.5%
B/E move
2.3%

70Δ

Calls
Pseudo strike
28.01
IV
45.8%
B/E move
2.9%
Puts
Pseudo strike
31.34
IV
36.6%
B/E move
1.8%

75Δ

Calls
Pseudo strike
27.49
IV
45.2%
B/E move
2.3%
Puts
Pseudo strike
31.56
IV
32.8%
B/E move
1.3%

80Δ

Calls
Pseudo strike
26.96
IV
44.6%
B/E move
1.7%
Puts
Pseudo strike
31.77
IV
29.0%
B/E move
0.7%

Options history

No recorded observations