IntraAlpha
Create free account Start free

ProShares UltraShort Yen YCS

i

Market datapartial · fetched 2026-10-23T01:58:16.080Z

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 · 2026-10-23T00:00:00.123077146Z

FundamentalsAlpha Vantage · unavailable

Share price$53.73
1D-0.6%
AH$53.69$53.79$53.89$53.99$54.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMYCS
Sold putSold callAH

ProShares UltraShort Yen options

Live interpolated YCS call and put midpoint premiums by absolute delta.ProShares UltraShort Yen$1.24$1.79$2.34$2.89$3.44$46.82$50.34$53.86$57.38$60.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive YCS spot · $53.73YCS PRICE$1.30$1.30$1.32$1.40$1.53$1.64$1.80$1.94$2.09$2.35$2.63$2.96$3.28$1.30$1.33$1.41$1.58$1.72$2.12$2.46$2.51$2.53$2.54$2.54$2.59$2.85
PutsExpensive2.11×
CallsExpensive2.82×
SkewBullish-1.78 pp
Implied moveBearish±$4.26
TiltBearish3.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ68.3486.8%29.6%46.5770.1%15.7%
25Δ61.7263.0%17.3%49.1654.9%11.0%
30Δ58.5749.5%11.5%50.7846.1%8.1%
35Δ56.8341.9%8.4%51.8941.7%6.4%
40Δ55.7337.8%6.6%52.7737.6%5.0%
45Δ54.8333.9%5.1%53.5338.4%4.3%
50Δ54.1231.4%4.1%54.1938.4%3.7%
55Δ53.5729.2%3.3%54.7533.7%2.8%
60Δ53.0527.0%2.6%55.1629.7%2.0%
65Δ52.5426.3%2.2%55.4526.3%1.5%
70Δ52.0325.7%1.7%55.7522.9%1.0%
75Δ51.5324.8%1.4%56.0519.8%0.5%
80Δ51.0324.0%1.1%56.4318.6%0.3%

20Δ

Calls
Pseudo strike
68.34
IV
86.8%
B/E move
29.6%
Puts
Pseudo strike
46.57
IV
70.1%
B/E move
15.7%

25Δ

Calls
Pseudo strike
61.72
IV
63.0%
B/E move
17.3%
Puts
Pseudo strike
49.16
IV
54.9%
B/E move
11.0%

30Δ

Calls
Pseudo strike
58.57
IV
49.5%
B/E move
11.5%
Puts
Pseudo strike
50.78
IV
46.1%
B/E move
8.1%

35Δ

Calls
Pseudo strike
56.83
IV
41.9%
B/E move
8.4%
Puts
Pseudo strike
51.89
IV
41.7%
B/E move
6.4%

40Δ

Calls
Pseudo strike
55.73
IV
37.8%
B/E move
6.6%
Puts
Pseudo strike
52.77
IV
37.6%
B/E move
5.0%

45Δ

Calls
Pseudo strike
54.83
IV
33.9%
B/E move
5.1%
Puts
Pseudo strike
53.53
IV
38.4%
B/E move
4.3%

50Δ

Calls
Pseudo strike
54.12
IV
31.4%
B/E move
4.1%
Puts
Pseudo strike
54.19
IV
38.4%
B/E move
3.7%

55Δ

Calls
Pseudo strike
53.57
IV
29.2%
B/E move
3.3%
Puts
Pseudo strike
54.75
IV
33.7%
B/E move
2.8%

60Δ

Calls
Pseudo strike
53.05
IV
27.0%
B/E move
2.6%
Puts
Pseudo strike
55.16
IV
29.7%
B/E move
2.0%

65Δ

Calls
Pseudo strike
52.54
IV
26.3%
B/E move
2.2%
Puts
Pseudo strike
55.45
IV
26.3%
B/E move
1.5%

70Δ

Calls
Pseudo strike
52.03
IV
25.7%
B/E move
1.7%
Puts
Pseudo strike
55.75
IV
22.9%
B/E move
1.0%

75Δ

Calls
Pseudo strike
51.53
IV
24.8%
B/E move
1.4%
Puts
Pseudo strike
56.05
IV
19.8%
B/E move
0.5%

80Δ

Calls
Pseudo strike
51.03
IV
24.0%
B/E move
1.1%
Puts
Pseudo strike
56.43
IV
18.6%
B/E move
0.3%

Options history

No recorded observations