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ProShares Ultra Yen YCL

i

Market dataready · fetched 2026-11-12T02:15:58.166Z

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 · 2026-11-12T01:00:00.143026093Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:15:57.429210+00:00

Share price$17.68
1D-0.2%
AH$17.64$17.66$17.68$17.70$17.725:30 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$0.10$0.64$1.18$1.72$2.26$15.85$16.50$17.15$17.80$18.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive YCL spot · $17.68YCL PRICE$0.25$0.16$0.29$0.42$0.55$0.68$0.81$0.94$1.07$1.20$1.33$1.46$0.25$0.25$0.30$0.48$0.66$0.84$1.02$1.21$1.39$1.57$1.75$1.93$2.11
PutsExpensive2.81×
Calls——
Skew——
Implied moveBearish±$1.70
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.0187.0%14.6%16.0878.2%10.5%
25Δ16.6261.2%7.4%
30Δ17.9018.7%2.1%17.0749.5%5.1%
35Δ17.7421.1%2.0%17.3250.7%4.7%
40Δ17.5923.5%1.9%17.5851.9%4.3%
45Δ17.4325.9%1.7%17.8353.1%3.9%
50Δ17.2828.3%1.6%18.0854.3%3.5%
55Δ17.1230.8%1.4%18.3355.5%3.1%
60Δ16.9733.2%1.3%18.5956.7%2.7%
65Δ16.8235.6%1.1%18.8457.9%2.3%
70Δ16.6638.0%1.0%19.0959.1%1.9%
75Δ16.5140.4%0.9%19.3460.3%1.5%
80Δ16.3542.8%0.7%19.5961.5%1.1%

20Δ

Calls
Pseudo strike
20.01
IV
87.0%
B/E move
14.6%
Puts
Pseudo strike
16.08
IV
78.2%
B/E move
10.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.62
IV
61.2%
B/E move
7.4%

30Δ

Calls
Pseudo strike
17.90
IV
18.7%
B/E move
2.1%
Puts
Pseudo strike
17.07
IV
49.5%
B/E move
5.1%

35Δ

Calls
Pseudo strike
17.74
IV
21.1%
B/E move
2.0%
Puts
Pseudo strike
17.32
IV
50.7%
B/E move
4.7%

40Δ

Calls
Pseudo strike
17.59
IV
23.5%
B/E move
1.9%
Puts
Pseudo strike
17.58
IV
51.9%
B/E move
4.3%

45Δ

Calls
Pseudo strike
17.43
IV
25.9%
B/E move
1.7%
Puts
Pseudo strike
17.83
IV
53.1%
B/E move
3.9%

50Δ

Calls
Pseudo strike
17.28
IV
28.3%
B/E move
1.6%
Puts
Pseudo strike
18.08
IV
54.3%
B/E move
3.5%

55Δ

Calls
Pseudo strike
17.12
IV
30.8%
B/E move
1.4%
Puts
Pseudo strike
18.33
IV
55.5%
B/E move
3.1%

60Δ

Calls
Pseudo strike
16.97
IV
33.2%
B/E move
1.3%
Puts
Pseudo strike
18.59
IV
56.7%
B/E move
2.7%

65Δ

Calls
Pseudo strike
16.82
IV
35.6%
B/E move
1.1%
Puts
Pseudo strike
18.84
IV
57.9%
B/E move
2.3%

70Δ

Calls
Pseudo strike
16.66
IV
38.0%
B/E move
1.0%
Puts
Pseudo strike
19.09
IV
59.1%
B/E move
1.9%

75Δ

Calls
Pseudo strike
16.51
IV
40.4%
B/E move
0.9%
Puts
Pseudo strike
19.34
IV
60.3%
B/E move
1.5%

80Δ

Calls
Pseudo strike
16.35
IV
42.8%
B/E move
0.7%
Puts
Pseudo strike
19.59
IV
61.5%
B/E move
1.1%

Options history

IV · four-Friday blend33.48%
Daily EOD
YCL17.4%29.0%40.6%2026-10-19: 26.28%2026-10-20: 19.03%2026-10-21: 31.98%2026-10-22: 31.94%2026-10-23: 39.03%2026-10-26: 20.64%2026-10-27: 35.05%2026-10-28: 35.91%2026-10-29: 32.83%2026-10-30: 33.48%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
26.28%
19.03%
31.98%
31.94%
39.03%
20.64%
35.05%
35.91%
32.83%
33.48%