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ProShares UltraShort Yen YCS

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Market dataready · fetched 2026-11-04T00:19:58.914Z

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 · 2026-11-03T23:30:00.004105216Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T00:19:58.522120+00:00

Share price$55.20
1D+0.6%
AH$54.85$54.95$55.04$55.13$55.235:30 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$0.81$1.48$2.16$2.84$3.52$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEYCS PRICE$1.30$1.30$1.30$0.88$0.98$2.13$2.30$2.47$1.07$1.36$1.43$1.51$1.59$2.16$2.55$2.55$2.55$2.71$2.89$3.32
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ69.43109.7%28.1%
25Δ63.1880.4%16.8%51.7252.7%8.2%
30Δ59.8361.7%10.7%52.2656.7%7.8%
35Δ56.9832.7%4.8%53.4048.5%5.9%
40Δ56.3930.3%3.9%54.2542.4%4.5%
45Δ54.9237.7%3.4%
50Δ55.5942.1%3.2%
55Δ56.1543.6%2.9%
60Δ56.5538.2%2.2%
65Δ56.9632.9%1.4%
70Δ53.8026.0%1.3%57.3330.3%1.1%
75Δ53.4724.3%1.0%57.6928.1%0.7%
80Δ53.1522.6%0.8%58.2727.7%0.5%

20Δ

Calls
Pseudo strike
69.43
IV
109.7%
B/E move
28.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
63.18
IV
80.4%
B/E move
16.8%
Puts
Pseudo strike
51.72
IV
52.7%
B/E move
8.2%

30Δ

Calls
Pseudo strike
59.83
IV
61.7%
B/E move
10.7%
Puts
Pseudo strike
52.26
IV
56.7%
B/E move
7.8%

35Δ

Calls
Pseudo strike
56.98
IV
32.7%
B/E move
4.8%
Puts
Pseudo strike
53.40
IV
48.5%
B/E move
5.9%

40Δ

Calls
Pseudo strike
56.39
IV
30.3%
B/E move
3.9%
Puts
Pseudo strike
54.25
IV
42.4%
B/E move
4.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.92
IV
37.7%
B/E move
3.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.59
IV
42.1%
B/E move
3.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.15
IV
43.6%
B/E move
2.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.55
IV
38.2%
B/E move
2.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.96
IV
32.9%
B/E move
1.4%

70Δ

Calls
Pseudo strike
53.80
IV
26.0%
B/E move
1.3%
Puts
Pseudo strike
57.33
IV
30.3%
B/E move
1.1%

75Δ

Calls
Pseudo strike
53.47
IV
24.3%
B/E move
1.0%
Puts
Pseudo strike
57.69
IV
28.1%
B/E move
0.7%

80Δ

Calls
Pseudo strike
53.15
IV
22.6%
B/E move
0.8%
Puts
Pseudo strike
58.27
IV
27.7%
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%