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ProShares Short FTSE China 50 of PROSHARES TRUST YXI

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Market datapartial · fetched 2026-10-22T18:29:35.926Z

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 · 2026-10-22T12:11:46.244128768Z

FundamentalsAlpha Vantage · unavailable

Share price$24.00
1D
Price history unavailable.

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$0.17$1.59$3.02$4.44$5.86$20.24$21.82$23.41$24.99$26.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive YXI spot · $24.00YXI PRICE$0.32$0.37$0.41$0.45$0.49$0.53$0.57$0.65$0.82$0.99$1.16$1.33$1.50$1.05$1.24$1.43$1.99$2.91$3.84$5.45
PutsExpensive3.14×
CallsExpensive1.27×
SkewBearish+17.55 pp
Implied moveBearish±$1.62
TiltBearish30.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.6749.4%16.7%
25Δ27.1345.1%14.6%
30Δ26.5840.8%12.4%
35Δ26.0336.5%10.3%
40Δ25.4932.3%8.2%
45Δ24.9428.0%6.1%
50Δ24.4023.7%4.0%24.2135.8%3.5%
55Δ23.9320.5%2.4%24.5236.0%3.0%
60Δ23.6920.3%2.1%24.8436.2%2.4%
65Δ23.4520.1%1.8%25.4940.5%2.1%
70Δ23.2119.8%1.6%26.4548.8%1.9%
75Δ22.9719.6%1.3%27.4157.1%1.8%
80Δ22.7319.4%1.0%29.0570.8%1.7%

20Δ

Calls
Pseudo strike
27.67
IV
49.4%
B/E move
16.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
27.13
IV
45.1%
B/E move
14.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
26.58
IV
40.8%
B/E move
12.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
26.03
IV
36.5%
B/E move
10.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
25.49
IV
32.3%
B/E move
8.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
24.94
IV
28.0%
B/E move
6.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
24.40
IV
23.7%
B/E move
4.0%
Puts
Pseudo strike
24.21
IV
35.8%
B/E move
3.5%

55Δ

Calls
Pseudo strike
23.93
IV
20.5%
B/E move
2.4%
Puts
Pseudo strike
24.52
IV
36.0%
B/E move
3.0%

60Δ

Calls
Pseudo strike
23.69
IV
20.3%
B/E move
2.1%
Puts
Pseudo strike
24.84
IV
36.2%
B/E move
2.4%

65Δ

Calls
Pseudo strike
23.45
IV
20.1%
B/E move
1.8%
Puts
Pseudo strike
25.49
IV
40.5%
B/E move
2.1%

70Δ

Calls
Pseudo strike
23.21
IV
19.8%
B/E move
1.6%
Puts
Pseudo strike
26.45
IV
48.8%
B/E move
1.9%

75Δ

Calls
Pseudo strike
22.97
IV
19.6%
B/E move
1.3%
Puts
Pseudo strike
27.41
IV
57.1%
B/E move
1.8%

80Δ

Calls
Pseudo strike
22.73
IV
19.4%
B/E move
1.0%
Puts
Pseudo strike
29.05
IV
70.8%
B/E move
1.7%

Options history

No recorded observations