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ProShares UltraShort Yen YCS

i

Market dataready · fetched 2026-11-12T14:56:08.993Z

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 · 2026-11-12T14:33:50.120980146Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T14:56:08.356023+00:00

Share price$55.98
1D+0.0%
$55.95$55.97$55.98$55.99$56.015:30 AM6:30 AM9:00 AM1:00 PMYCS
Sold putSold call

ProShares UltraShort Yen options

Live interpolated YCS call and put midpoint premiums by absolute delta.ProShares UltraShort Yen$1.01$1.58$2.15$2.73$3.30$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEYCS PRICE$1.07$1.30$1.30$1.31$1.34$2.30$2.62$2.89$3.13$1.30$1.34$1.41$1.53$1.65$1.77$1.91$2.17$2.44$2.76$3.09
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ66.11116.3%20.0%
25Δ63.88113.3%16.4%
30Δ60.5486.9%10.5%53.1076.5%7.5%
35Δ58.7070.0%7.2%54.2264.4%5.5%
40Δ57.5758.9%5.2%55.0456.0%4.2%
45Δ55.6351.2%3.4%
50Δ56.1547.0%2.6%
55Δ56.5843.6%2.1%
60Δ57.0140.3%1.6%
65Δ54.6846.6%1.8%57.4439.7%1.3%
70Δ54.1746.3%1.4%57.8739.2%1.0%
75Δ53.7443.5%1.2%58.3238.2%0.7%
80Δ53.3639.4%0.9%58.7837.1%0.5%

20Δ

Calls
Pseudo strike
66.11
IV
116.3%
B/E move
20.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
63.88
IV
113.3%
B/E move
16.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
60.54
IV
86.9%
B/E move
10.5%
Puts
Pseudo strike
53.10
IV
76.5%
B/E move
7.5%

35Δ

Calls
Pseudo strike
58.70
IV
70.0%
B/E move
7.2%
Puts
Pseudo strike
54.22
IV
64.4%
B/E move
5.5%

40Δ

Calls
Pseudo strike
57.57
IV
58.9%
B/E move
5.2%
Puts
Pseudo strike
55.04
IV
56.0%
B/E move
4.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.63
IV
51.2%
B/E move
3.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.15
IV
47.0%
B/E move
2.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.58
IV
43.6%
B/E move
2.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.01
IV
40.3%
B/E move
1.6%

65Δ

Calls
Pseudo strike
54.68
IV
46.6%
B/E move
1.8%
Puts
Pseudo strike
57.44
IV
39.7%
B/E move
1.3%

70Δ

Calls
Pseudo strike
54.17
IV
46.3%
B/E move
1.4%
Puts
Pseudo strike
57.87
IV
39.2%
B/E move
1.0%

75Δ

Calls
Pseudo strike
53.74
IV
43.5%
B/E move
1.2%
Puts
Pseudo strike
58.32
IV
38.2%
B/E move
0.7%

80Δ

Calls
Pseudo strike
53.36
IV
39.4%
B/E move
0.9%
Puts
Pseudo strike
58.78
IV
37.1%
B/E move
0.5%

Options history

IV · four-Friday blend26.18%
Daily EOD
YCS20.8%24.0%27.1%2026-10-19: 23.45%2026-10-20: 22.80%2026-10-21: 21.23%2026-10-22: 25.35%2026-10-23: 25.19%2026-10-26: 26.69%2026-10-27: 26.09%2026-10-28: 23.87%2026-10-29: 25.57%2026-10-30: 26.18%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
23.45%
22.80%
21.23%
25.35%
25.19%
26.69%
26.09%
23.87%
25.57%
26.18%