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ProShares Short FTSE China 50 of PROSHARES TRUST YXI

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Market dataready · fetched 2026-10-23T00:22:33.110Z

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 · 2026-10-23T00:00:00.178348962Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T00:22:31.400393+00:00

Share price$23.83
1D-0.0%
AH$23.79$23.80$23.81$23.81$23.825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMYXI
Sold putSold callAH

ProShares Short FTSE China 50 of PROSHARES TRUST options

Live interpolated YXI call and put midpoint premiums by absolute delta.ProShares Short FTSE China 50 of PROSHARES TRUST$0.23$0.99$1.75$2.51$3.28$21.06$22.36$23.66$24.96$26.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive YXI spot · $23.83YXI PRICE$0.31$0.36$0.40$0.45$0.50$0.56$0.62$0.75$0.88$1.01$1.14$1.35$1.63$0.32$0.36$0.40$0.52$0.66$0.79$0.93$1.10$1.27$1.44$1.76$2.20$3.06
PutsExpensive2.20×
CallsExpensive1.26×
SkewBearish+5.23 pp
Implied moveBearish±$1.55
TiltBearish19.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.7944.2%13.7%21.8440.9%9.7%
25Δ25.8838.1%10.1%22.4434.9%7.4%
30Δ25.2933.6%7.8%22.9629.9%5.3%
35Δ24.8530.3%6.1%23.2430.3%4.7%
40Δ24.5528.0%5.1%23.5031.1%4.2%
45Δ24.2625.8%4.1%23.7531.9%3.7%
50Δ23.9723.9%3.2%24.0132.7%3.2%
55Δ23.7524.1%2.8%24.2932.5%2.7%
60Δ23.5324.3%2.4%24.5832.3%2.2%
65Δ23.3224.5%2.1%24.8632.0%1.7%
70Δ23.1024.6%1.7%25.2633.3%1.4%
75Δ22.8125.2%1.4%25.7736.1%1.1%
80Δ22.4726.0%1.2%26.6742.6%0.9%

20Δ

Calls
Pseudo strike
26.79
IV
44.2%
B/E move
13.7%
Puts
Pseudo strike
21.84
IV
40.9%
B/E move
9.7%

25Δ

Calls
Pseudo strike
25.88
IV
38.1%
B/E move
10.1%
Puts
Pseudo strike
22.44
IV
34.9%
B/E move
7.4%

30Δ

Calls
Pseudo strike
25.29
IV
33.6%
B/E move
7.8%
Puts
Pseudo strike
22.96
IV
29.9%
B/E move
5.3%

35Δ

Calls
Pseudo strike
24.85
IV
30.3%
B/E move
6.1%
Puts
Pseudo strike
23.24
IV
30.3%
B/E move
4.7%

40Δ

Calls
Pseudo strike
24.55
IV
28.0%
B/E move
5.1%
Puts
Pseudo strike
23.50
IV
31.1%
B/E move
4.2%

45Δ

Calls
Pseudo strike
24.26
IV
25.8%
B/E move
4.1%
Puts
Pseudo strike
23.75
IV
31.9%
B/E move
3.7%

50Δ

Calls
Pseudo strike
23.97
IV
23.9%
B/E move
3.2%
Puts
Pseudo strike
24.01
IV
32.7%
B/E move
3.2%

55Δ

Calls
Pseudo strike
23.75
IV
24.1%
B/E move
2.8%
Puts
Pseudo strike
24.29
IV
32.5%
B/E move
2.7%

60Δ

Calls
Pseudo strike
23.53
IV
24.3%
B/E move
2.4%
Puts
Pseudo strike
24.58
IV
32.3%
B/E move
2.2%

65Δ

Calls
Pseudo strike
23.32
IV
24.5%
B/E move
2.1%
Puts
Pseudo strike
24.86
IV
32.0%
B/E move
1.7%

70Δ

Calls
Pseudo strike
23.10
IV
24.6%
B/E move
1.7%
Puts
Pseudo strike
25.26
IV
33.3%
B/E move
1.4%

75Δ

Calls
Pseudo strike
22.81
IV
25.2%
B/E move
1.4%
Puts
Pseudo strike
25.77
IV
36.1%
B/E move
1.1%

80Δ

Calls
Pseudo strike
22.47
IV
26.0%
B/E move
1.2%
Puts
Pseudo strike
26.67
IV
42.6%
B/E move
0.9%

Options history

No recorded observations