ProShares - UltraShort S&P500 (SDS) Options Greeks | Delta, Gamma, Theta & Vega Analysis - Stocknear

ProShares - UltraShort S&...

AMEX: SDS · Real-Time Price · USD
14.34
0.01 (0.07%)
At close: Oct 03, 2025, 3:59 PM
14.26
-0.56%
Pre-market: Oct 06, 2025, 07:27 AM EDT

ProShares - UltraShort S&P500 Greeks

Delta, Gamma, Theta, and Vega Greek Charts for SDS options.

Delta Table

Strike Price Delta Gamma Theta Vega
1.00 0.9994 0.0001 -0.0012 0.0001
2.00 0.9945 0.0011 -0.0084 0.0005
3.00 0.9834 0.0028 -0.0219 0.0012
4.00 0.9668 0.0050 -0.039 0.0022
5.00 0.9533 0.0074 -0.0467 0.0029
6.00 0.9436 0.0100 -0.0462 0.0033
7.00 0.9232 0.0185 -0.0502 0.0046
8.00 0.9208 0.0179 -0.044 0.0043
9.00 0.9064 0.0239 -0.0424 0.0049
10.00 0.8890 0.0323 -0.0404 0.0056
11.00 0.8667 0.0446 -0.038 0.0063
12.00 0.8367 0.0641 -0.0349 0.0072
13.00 0.9066 0.1014 -0.0111 0.0049
14.00 0.8105 0.2338 -0.0124 0.0079
15.00 -0.0423 1.2489 -0.0319 0.0233
16.00 -0.4951 0.3798 -0.0414 0.0171
17.00 -0.5715 0.2135 -0.0548 0.0153
18.00 -0.7327 0.1761 -0.0355 0.0124
19.00 -0.603 0.1430 -0.075 0.0158
20.00 -0.6936 0.1096 -0.0663 0.0129
21.00 -0.5844 0.1102 -0.1044 0.0167
22.00 -0.6839 0.0911 -0.086 0.0136
23.00 -0.6285 0.0897 -0.1116 0.0156
24.00 -0.6426 0.0824 -0.1155 0.0152
25.00 -0.6263 0.0779 -0.1299 0.0158
26.00 -0.6649 0.0716 -0.1222 0.0146
27.00 -0.6739 0.0674 -0.1253 0.0143
28.00 -0.6817 0.0638 -0.1281 0.0141
29.00 -0.6888 0.0607 -0.1307 0.0139
30.00 -0.6791 0.0589 -0.1407 0.0142
31.00 -0.7944 0.0414 -0.092 0.0095