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ProShares UltraShort Silver ZSL

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Market dataready · fetched 2026-10-22T22:43:32.246Z

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 · 2026-10-22T22:41:03.016537362Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T22:43:31.624916+00:00

Share price$33.06
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$0.43$3.51$6.59$9.67$12.74$21.93$27.17$32.42$37.66$42.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ZSL spot · $33.06ZSL PRICE$0.76$0.98$1.26$1.50$1.82$2.09$2.50$2.82$3.18$3.63$4.23$4.87$5.78$0.89$1.25$1.59$2.00$2.50$2.88$3.43$4.56$5.52$6.71$7.75$9.59$11.86
PutsExpensive1.39×
CallsCheap0.90×
SkewBearish+10.58 pp
Implied moveBearish±$5.93
TiltBearish26.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.3081.3%27.2%28.3376.1%17.0%
25Δ39.4077.9%22.1%29.2279.6%15.4%
30Δ38.2779.7%19.6%30.2479.3%13.4%
35Δ36.8776.2%16.1%31.1979.9%11.7%
40Δ35.8977.3%14.1%32.1281.8%10.4%
45Δ34.8174.5%11.6%33.0679.2%8.7%
50Δ33.9476.4%10.2%34.0179.6%7.5%
55Δ33.0174.2%8.4%35.3088.4%7.0%
60Δ32.1672.5%6.9%36.5991.1%6.0%
65Δ31.3072.0%5.7%38.0894.6%5.1%
70Δ30.3873.5%4.7%39.4794.0%4.1%
75Δ29.4374.0%3.8%41.5898.5%3.2%
80Δ28.2677.2%3.0%44.12102.1%2.4%

20Δ

Calls
Pseudo strike
41.30
IV
81.3%
B/E move
27.2%
Puts
Pseudo strike
28.33
IV
76.1%
B/E move
17.0%

25Δ

Calls
Pseudo strike
39.40
IV
77.9%
B/E move
22.1%
Puts
Pseudo strike
29.22
IV
79.6%
B/E move
15.4%

30Δ

Calls
Pseudo strike
38.27
IV
79.7%
B/E move
19.6%
Puts
Pseudo strike
30.24
IV
79.3%
B/E move
13.4%

35Δ

Calls
Pseudo strike
36.87
IV
76.2%
B/E move
16.1%
Puts
Pseudo strike
31.19
IV
79.9%
B/E move
11.7%

40Δ

Calls
Pseudo strike
35.89
IV
77.3%
B/E move
14.1%
Puts
Pseudo strike
32.12
IV
81.8%
B/E move
10.4%

45Δ

Calls
Pseudo strike
34.81
IV
74.5%
B/E move
11.6%
Puts
Pseudo strike
33.06
IV
79.2%
B/E move
8.7%

50Δ

Calls
Pseudo strike
33.94
IV
76.4%
B/E move
10.2%
Puts
Pseudo strike
34.01
IV
79.6%
B/E move
7.5%

55Δ

Calls
Pseudo strike
33.01
IV
74.2%
B/E move
8.4%
Puts
Pseudo strike
35.30
IV
88.4%
B/E move
7.0%

60Δ

Calls
Pseudo strike
32.16
IV
72.5%
B/E move
6.9%
Puts
Pseudo strike
36.59
IV
91.1%
B/E move
6.0%

65Δ

Calls
Pseudo strike
31.30
IV
72.0%
B/E move
5.7%
Puts
Pseudo strike
38.08
IV
94.6%
B/E move
5.1%

70Δ

Calls
Pseudo strike
30.38
IV
73.5%
B/E move
4.7%
Puts
Pseudo strike
39.47
IV
94.0%
B/E move
4.1%

75Δ

Calls
Pseudo strike
29.43
IV
74.0%
B/E move
3.8%
Puts
Pseudo strike
41.58
IV
98.5%
B/E move
3.2%

80Δ

Calls
Pseudo strike
28.26
IV
77.2%
B/E move
3.0%
Puts
Pseudo strike
44.12
IV
102.1%
B/E move
2.4%

Options history

No recorded observations