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ProShares UltraShort Silver ZSL

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Market datapartial · fetched 2026-10-22T22:03:13.547Z

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 · 2026-10-22T21:35:25.33998404Z

FundamentalsAlpha Vantage · unavailable

Share price$33.23
1D+4.5%
AH$31.62$32.09$32.55$33.01$33.485:30 AM6:30 AM9:00 AM1:00 PM2:00 PMZSL
Sold putSold callAH

ProShares UltraShort Silver options

Live interpolated ZSL call and put midpoint premiums by absolute delta.ProShares UltraShort Silver$0.38$3.83$7.28$10.72$14.17$21.90$27.21$32.53$37.84$43.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ZSL spot · $33.23ZSL PRICE$0.76$0.97$1.25$1.47$1.80$2.04$2.44$2.76$3.11$3.52$4.04$4.66$5.32$0.92$1.28$1.64$2.08$2.56$3.00$3.72$4.77$5.84$7.04$8.12$10.37$13.17
PutsExpensive1.45×
CallsCheap0.87×
SkewBearish+16.69 pp
Implied moveBearish±$6.16
TiltBearish30.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.3580.0%26.7%28.3977.7%17.3%
25Δ39.4476.3%21.6%29.3281.1%15.6%
30Δ38.3478.1%19.1%30.3580.9%13.6%
35Δ36.9474.4%15.6%31.3282.0%12.0%
40Δ36.0075.8%13.8%32.2883.2%10.6%
45Δ34.9172.2%11.2%33.2581.4%8.9%
50Δ34.0774.0%9.9%34.3284.6%7.9%
55Δ33.1872.0%8.2%35.6091.4%7.2%
60Δ32.3470.0%6.7%36.9995.3%6.3%
65Δ31.5268.8%5.4%38.5197.8%5.3%
70Δ30.6669.1%4.4%39.9797.3%4.2%
75Δ29.7570.0%3.6%42.46104.1%3.4%
80Δ28.8069.5%2.7%45.55110.5%2.6%

20Δ

Calls
Pseudo strike
41.35
IV
80.0%
B/E move
26.7%
Puts
Pseudo strike
28.39
IV
77.7%
B/E move
17.3%

25Δ

Calls
Pseudo strike
39.44
IV
76.3%
B/E move
21.6%
Puts
Pseudo strike
29.32
IV
81.1%
B/E move
15.6%

30Δ

Calls
Pseudo strike
38.34
IV
78.1%
B/E move
19.1%
Puts
Pseudo strike
30.35
IV
80.9%
B/E move
13.6%

35Δ

Calls
Pseudo strike
36.94
IV
74.4%
B/E move
15.6%
Puts
Pseudo strike
31.32
IV
82.0%
B/E move
12.0%

40Δ

Calls
Pseudo strike
36.00
IV
75.8%
B/E move
13.8%
Puts
Pseudo strike
32.28
IV
83.2%
B/E move
10.6%

45Δ

Calls
Pseudo strike
34.91
IV
72.2%
B/E move
11.2%
Puts
Pseudo strike
33.25
IV
81.4%
B/E move
8.9%

50Δ

Calls
Pseudo strike
34.07
IV
74.0%
B/E move
9.9%
Puts
Pseudo strike
34.32
IV
84.6%
B/E move
7.9%

55Δ

Calls
Pseudo strike
33.18
IV
72.0%
B/E move
8.2%
Puts
Pseudo strike
35.60
IV
91.4%
B/E move
7.2%

60Δ

Calls
Pseudo strike
32.34
IV
70.0%
B/E move
6.7%
Puts
Pseudo strike
36.99
IV
95.3%
B/E move
6.3%

65Δ

Calls
Pseudo strike
31.52
IV
68.8%
B/E move
5.4%
Puts
Pseudo strike
38.51
IV
97.8%
B/E move
5.3%

70Δ

Calls
Pseudo strike
30.66
IV
69.1%
B/E move
4.4%
Puts
Pseudo strike
39.97
IV
97.3%
B/E move
4.2%

75Δ

Calls
Pseudo strike
29.75
IV
70.0%
B/E move
3.6%
Puts
Pseudo strike
42.46
IV
104.1%
B/E move
3.4%

80Δ

Calls
Pseudo strike
28.80
IV
69.5%
B/E move
2.7%
Puts
Pseudo strike
45.55
IV
110.5%
B/E move
2.6%

Options history

No recorded observations