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ProShares VIX Mid-Term Futures ETF VIXM

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Market dataready · fetched 2026-10-22T23:49:51.231Z

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 · 2026-10-22T22:30:07.870670875Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:49:49.663602+00:00

Share price$13.21
1D+1.3%
AH$13.02$13.09$13.17$13.25$13.325:30 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$0.10$1.31$2.51$3.72$4.92$7.64$10.05$12.46$14.86$17.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VIXM spot · $13.21VIXM PRICE$0.23$0.86$1.07$0.91$0.71$0.66$0.69$0.71$0.79$1.12$1.44$1.76$2.08$2.45$1.34$1.04$1.12$1.27$1.58$1.97$2.09$2.15$2.21$3.15$4.57$3.63
PutsExpensive5.58×
CallsExpensive3.24×
SkewBearish+40.58 pp
Implied moveBearish±$2.65
TiltBearish37.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.4758.9%18.9%9.35341.5%47.8%
25Δ22.77200.7%78.9%10.80180.3%28.4%
30Δ20.80198.3%65.6%11.71122.7%19.2%
35Δ17.64140.3%40.4%12.32107.7%15.2%
40Δ14.8682.1%17.8%12.83101.3%12.5%
45Δ13.8059.4%9.5%13.35102.4%10.9%
50Δ13.5152.5%7.5%13.89107.4%9.8%
55Δ13.2345.6%5.5%14.22100.9%8.2%
60Δ12.9241.3%3.8%14.5191.2%6.4%
65Δ12.5546.5%3.4%14.8081.6%4.7%
70Δ12.1751.7%3.0%15.8691.4%3.8%
75Δ11.8056.9%2.7%17.29113.1%3.7%
80Δ11.4362.1%2.3%16.5982.5%1.9%

20Δ

Calls
Pseudo strike
15.47
IV
58.9%
B/E move
18.9%
Puts
Pseudo strike
9.35
IV
341.5%
B/E move
47.8%

25Δ

Calls
Pseudo strike
22.77
IV
200.7%
B/E move
78.9%
Puts
Pseudo strike
10.80
IV
180.3%
B/E move
28.4%

30Δ

Calls
Pseudo strike
20.80
IV
198.3%
B/E move
65.6%
Puts
Pseudo strike
11.71
IV
122.7%
B/E move
19.2%

35Δ

Calls
Pseudo strike
17.64
IV
140.3%
B/E move
40.4%
Puts
Pseudo strike
12.32
IV
107.7%
B/E move
15.2%

40Δ

Calls
Pseudo strike
14.86
IV
82.1%
B/E move
17.8%
Puts
Pseudo strike
12.83
IV
101.3%
B/E move
12.5%

45Δ

Calls
Pseudo strike
13.80
IV
59.4%
B/E move
9.5%
Puts
Pseudo strike
13.35
IV
102.4%
B/E move
10.9%

50Δ

Calls
Pseudo strike
13.51
IV
52.5%
B/E move
7.5%
Puts
Pseudo strike
13.89
IV
107.4%
B/E move
9.8%

55Δ

Calls
Pseudo strike
13.23
IV
45.6%
B/E move
5.5%
Puts
Pseudo strike
14.22
IV
100.9%
B/E move
8.2%

60Δ

Calls
Pseudo strike
12.92
IV
41.3%
B/E move
3.8%
Puts
Pseudo strike
14.51
IV
91.2%
B/E move
6.4%

65Δ

Calls
Pseudo strike
12.55
IV
46.5%
B/E move
3.4%
Puts
Pseudo strike
14.80
IV
81.6%
B/E move
4.7%

70Δ

Calls
Pseudo strike
12.17
IV
51.7%
B/E move
3.0%
Puts
Pseudo strike
15.86
IV
91.4%
B/E move
3.8%

75Δ

Calls
Pseudo strike
11.80
IV
56.9%
B/E move
2.7%
Puts
Pseudo strike
17.29
IV
113.1%
B/E move
3.7%

80Δ

Calls
Pseudo strike
11.43
IV
62.1%
B/E move
2.3%
Puts
Pseudo strike
16.59
IV
82.5%
B/E move
1.9%

Options history

No recorded observations