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ProShares Ultra FTSE China 50 of PROSHARES TRUST XPP

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Market datapartial · fetched 2026-10-23T00:21:38.467Z

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 · 2026-10-23T00:00:00.118587463Z

FundamentalsAlpha Vantage · unavailable

Share price$17.25
1D+1.6%
AH$17.02$17.10$17.17$17.25$17.335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXPP
Sold putSold callAH

ProShares Ultra FTSE China 50 of PROSHARES TRUST options

Live interpolated XPP call and put midpoint premiums by absolute delta.ProShares Ultra FTSE China 50 of PROSHARES TRUST$0.45$1.18$1.91$2.64$3.37$13.34$15.27$17.20$19.13$21.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XPP spot · $17.25XPP PRICE$0.53$0.55$0.59$0.66$0.79$0.91$1.04$1.16$1.29$1.42$1.55$1.70$2.00$0.57$0.63$0.71$0.89$1.08$1.21$1.28$1.36$1.71$2.43$3.16$2.03$2.64
PutsExpensive1.62×
CallsExpensive1.99×
SkewBearish+2.27 pp
Implied moveBearish±$2.32
TiltBearish16.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.71111.7%40.5%14.3593.0%20.1%
25Δ20.9685.5%24.7%15.2678.5%15.2%
30Δ19.6671.3%17.4%15.9169.7%11.9%
35Δ18.8663.6%13.2%16.3768.7%10.3%
40Δ18.4062.5%11.2%16.7968.8%8.9%
45Δ17.9661.2%9.4%17.1666.0%7.5%
50Δ17.5858.9%7.9%17.4960.4%6.1%
55Δ17.2056.6%6.4%17.8154.7%4.6%
60Δ16.8654.2%5.2%18.3355.7%3.7%
65Δ16.5751.7%4.2%19.0965.6%3.5%
70Δ16.2749.2%3.3%19.8575.6%3.2%
75Δ15.9746.8%2.4%19.0345.4%1.4%
80Δ15.5846.8%1.9%19.7147.5%1.1%

20Δ

Calls
Pseudo strike
23.71
IV
111.7%
B/E move
40.5%
Puts
Pseudo strike
14.35
IV
93.0%
B/E move
20.1%

25Δ

Calls
Pseudo strike
20.96
IV
85.5%
B/E move
24.7%
Puts
Pseudo strike
15.26
IV
78.5%
B/E move
15.2%

30Δ

Calls
Pseudo strike
19.66
IV
71.3%
B/E move
17.4%
Puts
Pseudo strike
15.91
IV
69.7%
B/E move
11.9%

35Δ

Calls
Pseudo strike
18.86
IV
63.6%
B/E move
13.2%
Puts
Pseudo strike
16.37
IV
68.7%
B/E move
10.3%

40Δ

Calls
Pseudo strike
18.40
IV
62.5%
B/E move
11.2%
Puts
Pseudo strike
16.79
IV
68.8%
B/E move
8.9%

45Δ

Calls
Pseudo strike
17.96
IV
61.2%
B/E move
9.4%
Puts
Pseudo strike
17.16
IV
66.0%
B/E move
7.5%

50Δ

Calls
Pseudo strike
17.58
IV
58.9%
B/E move
7.9%
Puts
Pseudo strike
17.49
IV
60.4%
B/E move
6.1%

55Δ

Calls
Pseudo strike
17.20
IV
56.6%
B/E move
6.4%
Puts
Pseudo strike
17.81
IV
54.7%
B/E move
4.6%

60Δ

Calls
Pseudo strike
16.86
IV
54.2%
B/E move
5.2%
Puts
Pseudo strike
18.33
IV
55.7%
B/E move
3.7%

65Δ

Calls
Pseudo strike
16.57
IV
51.7%
B/E move
4.2%
Puts
Pseudo strike
19.09
IV
65.6%
B/E move
3.5%

70Δ

Calls
Pseudo strike
16.27
IV
49.2%
B/E move
3.3%
Puts
Pseudo strike
19.85
IV
75.6%
B/E move
3.2%

75Δ

Calls
Pseudo strike
15.97
IV
46.8%
B/E move
2.4%
Puts
Pseudo strike
19.03
IV
45.4%
B/E move
1.4%

80Δ

Calls
Pseudo strike
15.58
IV
46.8%
B/E move
1.9%
Puts
Pseudo strike
19.71
IV
47.5%
B/E move
1.1%

Options history

No recorded observations