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ProShares VIX Mid-Term Futures ETF VIXM

i

Market dataready · fetched 2026-11-12T01:48:31.488Z

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 · 2026-11-12T01:00:07.852656975Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:48:31.068003+00:00

Share price$13.00
1D-1.4%
AH$12.97$13.03$13.10$13.16$13.225:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVIXM
Sold putSold callAH

ProShares VIX Mid-Term Futures ETF options

Live interpolated VIXM call and put midpoint premiums by absolute delta.ProShares VIX Mid-Term Futures ETF$0.13$0.54$0.95$1.36$1.77$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEVIXM PRICE$0.30$0.38$0.46$0.48$0.65$0.82$0.99$1.16$1.65$0.17$0.22$0.26$0.30$0.35
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ14.4892.6%13.7%12.3745.2%6.1%
30Δ14.2698.7%12.6%12.5145.7%5.4%
35Δ14.03104.9%11.6%12.6446.1%4.7%
40Δ12.7846.5%4.0%
45Δ12.9146.9%3.3%
50Δ
55Δ12.8749.8%2.8%
60Δ12.6855.6%2.5%
65Δ12.4861.5%2.3%
70Δ12.2867.3%2.1%
75Δ12.0873.2%1.9%
80Δ11.5893.4%1.8%

20Δ

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

25Δ

Calls
Pseudo strike
14.48
IV
92.6%
B/E move
13.7%
Puts
Pseudo strike
12.37
IV
45.2%
B/E move
6.1%

30Δ

Calls
Pseudo strike
14.26
IV
98.7%
B/E move
12.6%
Puts
Pseudo strike
12.51
IV
45.7%
B/E move
5.4%

35Δ

Calls
Pseudo strike
14.03
IV
104.9%
B/E move
11.6%
Puts
Pseudo strike
12.64
IV
46.1%
B/E move
4.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.78
IV
46.5%
B/E move
4.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.91
IV
46.9%
B/E move
3.3%

50Δ

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

55Δ

Calls
Pseudo strike
12.87
IV
49.8%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
12.68
IV
55.6%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
12.48
IV
61.5%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
12.28
IV
67.3%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
12.08
IV
73.2%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
11.58
IV
93.4%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend73.48%
Daily EOD
VIXM34.8%81.9%128.9%2026-10-19: 54.51%2026-10-20: 52.92%2026-10-21: 54.67%2026-10-22: 63.55%2026-10-23: 50.68%2026-10-26: 51.86%2026-10-27: 41.29%2026-10-28: 60.99%2026-10-29: 122.44%2026-10-30: 73.48%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
54.51%
52.92%
54.67%
63.55%
50.68%
51.86%
41.29%
60.99%
122.44%
73.48%