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ProShares Ultra Yen YCL

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Market datapartial · fetched 2026-10-22T23:44:47.147Z

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 · 2026-10-22T22:30:00.003896766Z

FundamentalsAlpha Vantage · unavailable

Share price$18.36
1D+0.5%
AH$18.24$18.28$18.33$18.38$18.425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMYCL
Sold putSold callAH

ProShares Ultra Yen options

Live interpolated YCL call and put midpoint premiums by absolute delta.ProShares Ultra Yen$0.22$0.80$1.37$1.94$2.52$15.44$16.72$17.99$19.27$20.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive YCL spot · $18.36YCL PRICE$0.72$0.72$0.28$0.33$0.37$0.41$0.45$0.49$0.53$0.57$0.93$1.31$0.72$0.73$0.75$0.30$0.48$0.66$0.84$1.02$1.21$1.44$1.66$1.89$2.35
PutsExpensive3.32×
CallsExpensive1.74×
SkewBearish+14.16 pp
Implied moveBearish±$1.25
TiltBearish32.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.94108.1%22.6%
25Δ23.76108.9%33.4%16.1484.1%16.1%
30Δ21.4483.3%20.7%16.9668.7%11.7%
35Δ18.9724.3%4.9%18.0622.1%3.3%
40Δ18.8323.1%4.3%18.2625.9%3.2%
45Δ18.6921.9%3.8%18.4629.6%3.1%
50Δ18.5620.7%3.3%18.6633.4%3.0%
55Δ18.4219.5%2.8%18.8537.1%2.9%
60Δ18.2818.4%2.2%19.0839.9%2.7%
65Δ18.1417.2%1.7%19.3940.0%2.2%
70Δ18.0116.0%1.2%19.7040.2%1.7%
75Δ17.6119.0%1.0%20.0240.4%1.3%
80Δ17.1922.3%0.8%20.5542.1%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.94
IV
108.1%
B/E move
22.6%

25Δ

Calls
Pseudo strike
23.76
IV
108.9%
B/E move
33.4%
Puts
Pseudo strike
16.14
IV
84.1%
B/E move
16.1%

30Δ

Calls
Pseudo strike
21.44
IV
83.3%
B/E move
20.7%
Puts
Pseudo strike
16.96
IV
68.7%
B/E move
11.7%

35Δ

Calls
Pseudo strike
18.97
IV
24.3%
B/E move
4.9%
Puts
Pseudo strike
18.06
IV
22.1%
B/E move
3.3%

40Δ

Calls
Pseudo strike
18.83
IV
23.1%
B/E move
4.3%
Puts
Pseudo strike
18.26
IV
25.9%
B/E move
3.2%

45Δ

Calls
Pseudo strike
18.69
IV
21.9%
B/E move
3.8%
Puts
Pseudo strike
18.46
IV
29.6%
B/E move
3.1%

50Δ

Calls
Pseudo strike
18.56
IV
20.7%
B/E move
3.3%
Puts
Pseudo strike
18.66
IV
33.4%
B/E move
3.0%

55Δ

Calls
Pseudo strike
18.42
IV
19.5%
B/E move
2.8%
Puts
Pseudo strike
18.85
IV
37.1%
B/E move
2.9%

60Δ

Calls
Pseudo strike
18.28
IV
18.4%
B/E move
2.2%
Puts
Pseudo strike
19.08
IV
39.9%
B/E move
2.7%

65Δ

Calls
Pseudo strike
18.14
IV
17.2%
B/E move
1.7%
Puts
Pseudo strike
19.39
IV
40.0%
B/E move
2.2%

70Δ

Calls
Pseudo strike
18.01
IV
16.0%
B/E move
1.2%
Puts
Pseudo strike
19.70
IV
40.2%
B/E move
1.7%

75Δ

Calls
Pseudo strike
17.61
IV
19.0%
B/E move
1.0%
Puts
Pseudo strike
20.02
IV
40.4%
B/E move
1.3%

80Δ

Calls
Pseudo strike
17.19
IV
22.3%
B/E move
0.8%
Puts
Pseudo strike
20.55
IV
42.1%
B/E move
0.9%

Options history

No recorded observations