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ProShares Short FTSE China 50 of PROSHARES TRUST YXI

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Market datapartial · fetched 2026-11-13T02:55:29.303Z

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 · 2026-11-13T01:00:00.149659739Z

FundamentalsAlpha Vantage · unavailable

Share price$23.10
1D+0.0%
AH$23.03$23.03$23.04$23.05$23.055:30 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$0.49$0.85$1.20$1.56$1.92$20.57$21.46$22.35$23.24$24.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive YXI spot · $23.10YXI PRICE$0.53$0.53$0.53$0.54$0.58$0.62$0.66$0.53$0.53$0.53$0.56$0.60$0.64$0.80$0.97$1.14$1.31$1.48$1.65$1.82
PutsExpensive12.94×
Calls——
Skew——
Implied moveBearish±$1.46
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.70155.1%26.5%20.10128.0%15.3%
25Δ26.23113.7%15.8%21.1898.4%10.6%
30Δ24.9588.0%10.3%21.9277.6%7.4%
35Δ24.2873.5%7.4%22.2968.7%5.9%
40Δ23.8364.1%5.7%22.6261.4%4.7%
45Δ23.5458.4%4.6%22.9554.0%3.4%
50Δ23.2552.6%3.5%23.2252.5%2.9%
55Δ23.4751.9%2.6%
60Δ23.7251.4%2.2%
65Δ23.9750.8%1.9%
70Δ24.2350.3%1.5%
75Δ24.4849.7%1.2%
80Δ24.7349.2%0.8%

20Δ

Calls
Pseudo strike
28.70
IV
155.1%
B/E move
26.5%
Puts
Pseudo strike
20.10
IV
128.0%
B/E move
15.3%

25Δ

Calls
Pseudo strike
26.23
IV
113.7%
B/E move
15.8%
Puts
Pseudo strike
21.18
IV
98.4%
B/E move
10.6%

30Δ

Calls
Pseudo strike
24.95
IV
88.0%
B/E move
10.3%
Puts
Pseudo strike
21.92
IV
77.6%
B/E move
7.4%

35Δ

Calls
Pseudo strike
24.28
IV
73.5%
B/E move
7.4%
Puts
Pseudo strike
22.29
IV
68.7%
B/E move
5.9%

40Δ

Calls
Pseudo strike
23.83
IV
64.1%
B/E move
5.7%
Puts
Pseudo strike
22.62
IV
61.4%
B/E move
4.7%

45Δ

Calls
Pseudo strike
23.54
IV
58.4%
B/E move
4.6%
Puts
Pseudo strike
22.95
IV
54.0%
B/E move
3.4%

50Δ

Calls
Pseudo strike
23.25
IV
52.6%
B/E move
3.5%
Puts
Pseudo strike
23.22
IV
52.5%
B/E move
2.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.47
IV
51.9%
B/E move
2.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.72
IV
51.4%
B/E move
2.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.97
IV
50.8%
B/E move
1.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.23
IV
50.3%
B/E move
1.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.48
IV
49.7%
B/E move
1.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.73
IV
49.2%
B/E move
0.8%

Options history

IV · four-Friday blend163.46%
Daily EOD
YXI100.0%134.1%168.2%2026-10-19: 132.88%2026-10-20: 124.65%2026-10-21: 135.79%2026-10-22: 114.99%2026-10-23: 132.18%2026-10-26: 128.94%2026-10-27: 104.68%2026-10-28: 127.70%2026-10-29: 105.55%2026-10-30: 163.46%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
132.88%
124.65%
135.79%
114.99%
132.18%
128.94%
104.68%
127.70%
105.55%
163.46%