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ProShares Ultra FTSE China 50 of PROSHARES TRUST XPP

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Market datapartial · fetched 2026-10-23T16:43:21.081Z

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 · 2026-10-23T14:21:26.182237241Z

FundamentalsAlpha Vantage · unavailable

Share price$17.11
1D-0.4%
$17.10$17.12$17.14$17.16$17.185:30 AM6:30 AM9:00 AM1:00 PMXPP
Sold putSold call

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$0.47$0.95$1.42$1.90$2.38$13.69$15.40$17.11$18.82$20.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XPP spot · $17.11XPP PRICE$0.52$0.59$0.66$0.73$0.81$0.90$0.99$1.18$1.37$1.57$1.88$2.24$0.57$0.62$0.66$0.75$0.84$0.94$1.04$1.13$1.23$1.37$1.63$1.90$2.20
PutsExpensive1.48×
CallsExpensive1.82×
SkewNeutral+0.09 pp
Implied moveBearish±$1.94
TiltBearish5.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.54108.7%24.2%
25Δ20.5982.2%23.4%14.6388.8%18.1%
30Δ19.6173.2%18.0%15.7169.0%12.0%
35Δ18.9166.3%14.4%16.2361.3%9.5%
40Δ18.2059.5%10.7%16.5458.0%8.3%
45Δ17.7555.3%8.5%16.8454.6%7.0%
50Δ17.3952.2%6.9%17.1551.3%5.8%
55Δ17.0349.1%5.3%17.4647.9%4.6%
60Δ16.7249.5%4.6%17.7744.6%3.3%
65Δ16.4050.2%3.9%18.0942.2%2.3%
70Δ16.0951.0%3.2%18.4342.8%1.8%
75Δ15.6852.9%2.6%18.7743.3%1.4%
80Δ15.2355.3%2.1%19.1543.4%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.54
IV
108.7%
B/E move
24.2%

25Δ

Calls
Pseudo strike
20.59
IV
82.2%
B/E move
23.4%
Puts
Pseudo strike
14.63
IV
88.8%
B/E move
18.1%

30Δ

Calls
Pseudo strike
19.61
IV
73.2%
B/E move
18.0%
Puts
Pseudo strike
15.71
IV
69.0%
B/E move
12.0%

35Δ

Calls
Pseudo strike
18.91
IV
66.3%
B/E move
14.4%
Puts
Pseudo strike
16.23
IV
61.3%
B/E move
9.5%

40Δ

Calls
Pseudo strike
18.20
IV
59.5%
B/E move
10.7%
Puts
Pseudo strike
16.54
IV
58.0%
B/E move
8.3%

45Δ

Calls
Pseudo strike
17.75
IV
55.3%
B/E move
8.5%
Puts
Pseudo strike
16.84
IV
54.6%
B/E move
7.0%

50Δ

Calls
Pseudo strike
17.39
IV
52.2%
B/E move
6.9%
Puts
Pseudo strike
17.15
IV
51.3%
B/E move
5.8%

55Δ

Calls
Pseudo strike
17.03
IV
49.1%
B/E move
5.3%
Puts
Pseudo strike
17.46
IV
47.9%
B/E move
4.6%

60Δ

Calls
Pseudo strike
16.72
IV
49.5%
B/E move
4.6%
Puts
Pseudo strike
17.77
IV
44.6%
B/E move
3.3%

65Δ

Calls
Pseudo strike
16.40
IV
50.2%
B/E move
3.9%
Puts
Pseudo strike
18.09
IV
42.2%
B/E move
2.3%

70Δ

Calls
Pseudo strike
16.09
IV
51.0%
B/E move
3.2%
Puts
Pseudo strike
18.43
IV
42.8%
B/E move
1.8%

75Δ

Calls
Pseudo strike
15.68
IV
52.9%
B/E move
2.6%
Puts
Pseudo strike
18.77
IV
43.3%
B/E move
1.4%

80Δ

Calls
Pseudo strike
15.23
IV
55.3%
B/E move
2.1%
Puts
Pseudo strike
19.15
IV
43.4%
B/E move
0.9%

Options history

No recorded observations