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ProShares UltraShort Silver ZSL

i

Market dataready · fetched 2026-11-12T01:12:12.946Z

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 · 2026-11-12T01:00:00.131177852Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:12:12.791992+00:00

Share price$36.06
1D+4.2%
AH$34.51$34.94$35.37$35.79$36.225:30 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$0.36$1.70$3.04$4.37$5.71$27.26$31.06$34.86$38.66$42.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ZSL spot · $36.06ZSL PRICE$0.51$0.71$0.78$0.99$1.14$1.30$1.56$1.81$2.06$2.35$2.71$3.10$3.51$0.53$0.75$1.01$1.07$1.38$1.86$2.52$3.09$3.49$3.86$5.32
Puts——
CallsFair1.02×
Skew——
Implied moveBearish±$4.08
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.7284.4%14.3%32.7678.6%10.6%
25Δ40.0689.2%13.1%33.4181.1%9.4%
30Δ38.7176.3%9.5%33.9386.7%8.7%
35Δ38.1679.0%8.6%34.6975.5%6.8%
40Δ37.4975.6%7.1%35.3376.9%5.9%
45Δ36.8472.1%5.8%35.8587.7%5.7%
50Δ36.3373.5%5.1%36.5899.5%5.6%
55Δ35.8273.9%4.4%37.35104.8%5.0%
60Δ35.3072.5%3.6%38.08102.2%4.1%
65Δ34.7771.9%2.9%38.7597.9%3.3%
70Δ34.2272.3%2.4%40.24115.2%3.2%
75Δ33.6472.0%1.9%
80Δ33.0671.1%1.4%

20Δ

Calls
Pseudo strike
40.72
IV
84.4%
B/E move
14.3%
Puts
Pseudo strike
32.76
IV
78.6%
B/E move
10.6%

25Δ

Calls
Pseudo strike
40.06
IV
89.2%
B/E move
13.1%
Puts
Pseudo strike
33.41
IV
81.1%
B/E move
9.4%

30Δ

Calls
Pseudo strike
38.71
IV
76.3%
B/E move
9.5%
Puts
Pseudo strike
33.93
IV
86.7%
B/E move
8.7%

35Δ

Calls
Pseudo strike
38.16
IV
79.0%
B/E move
8.6%
Puts
Pseudo strike
34.69
IV
75.5%
B/E move
6.8%

40Δ

Calls
Pseudo strike
37.49
IV
75.6%
B/E move
7.1%
Puts
Pseudo strike
35.33
IV
76.9%
B/E move
5.9%

45Δ

Calls
Pseudo strike
36.84
IV
72.1%
B/E move
5.8%
Puts
Pseudo strike
35.85
IV
87.7%
B/E move
5.7%

50Δ

Calls
Pseudo strike
36.33
IV
73.5%
B/E move
5.1%
Puts
Pseudo strike
36.58
IV
99.5%
B/E move
5.6%

55Δ

Calls
Pseudo strike
35.82
IV
73.9%
B/E move
4.4%
Puts
Pseudo strike
37.35
IV
104.8%
B/E move
5.0%

60Δ

Calls
Pseudo strike
35.30
IV
72.5%
B/E move
3.6%
Puts
Pseudo strike
38.08
IV
102.2%
B/E move
4.1%

65Δ

Calls
Pseudo strike
34.77
IV
71.9%
B/E move
2.9%
Puts
Pseudo strike
38.75
IV
97.9%
B/E move
3.3%

70Δ

Calls
Pseudo strike
34.22
IV
72.3%
B/E move
2.4%
Puts
Pseudo strike
40.24
IV
115.2%
B/E move
3.2%

75Δ

Calls
Pseudo strike
33.64
IV
72.0%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
33.06
IV
71.1%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend88.54%
Daily EOD
ZSL66.3%78.2%90.2%2026-10-19: 73.93%2026-10-20: 70.90%2026-10-21: 67.94%2026-10-22: 76.99%2026-10-23: 77.33%2026-10-26: 77.87%2026-10-27: 75.82%2026-10-28: 75.93%2026-10-29: 78.81%2026-10-30: 88.54%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
73.93%
70.90%
67.94%
76.99%
77.33%
77.87%
75.82%
75.93%
78.81%
88.54%