PGIM S&P 500 Buffer 12 ETF - December(DECP · ETF)
ETF quote, holdings, sector allocation, technicals, and options analytics.
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
PGIM S&P 500 Buffer 12 ETF - December (DECP) ETF
- Exchange
- BATS
- Inception
- 2024-05-23
- Has Options
- No
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | CBOE GLOBAL MARKETS, INC. | 92.86% | Derivative (equity) | US |
| — | CBOE GLOBAL MARKETS, INC. | 5.14% | Derivative (equity) | US |
| — | CBOE GLOBAL MARKETS, INC. | 4.63% | Derivative (equity) | US |
| — | (PIPA070) PGIM Core Government Money Market Fund | 1.06% | Short-term investment | US |
| — | CBOE GLOBAL MARKETS, INC. | 0.26% | Derivative (equity) | US |
| — | CBOE GLOBAL MARKETS, INC. | -0.08% | Derivative (equity) | US |
| — | CBOE GLOBAL MARKETS, INC. | -0.13% | Derivative (equity) | US |
| — | CBOE GLOBAL MARKETS, INC. | -1.44% | Derivative (equity) | US |
| — | CBOE GLOBAL MARKETS, INC. | -2.26% | Derivative (equity) | US |
| Category | Weight | Value | Positions |
|---|---|---|---|
| Derivative (equity) | 98.98% | $17.0M | 8 |
| Short-term investment | 1.06% | $182881 | 1 |
| Month | Avg Return | Years of Data |
|---|---|---|
| Jan | +1.66% | 2 |
| Feb | -0.20% | 2 |
| Mar | -3.34% | 2 |
| Apr | +2.68% | 2 |
| May | +1.95% | 3 |
| Jun | +1.46% | 3 |
| Jul | +0.72% | 3 |
| Aug | +0.97% | 3 |
| Sep | +1.84% | 3 |
| Oct | +0.79% | 2 |
| Nov | +1.61% | 2 |
| Dec | -0.76% | 2 |
Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.
- SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
- EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
- MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
- ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
- +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
- RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
- Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
- Williams %R — inverted scale: <−80 oversold, >−20 overbought.
Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.
- Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
- OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
- Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
- ATR / True Range — average daily $ move; sizing and stop-loss reference.
- HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.
Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →
Trend Indicators
Momentum Oscillators
Volume & Volatility
Data Summary
LLM Stock Analysis Report: DECP
Executive Summary
BULLISH (Confidence Level: 7/10)
Key drivers:
- Bullish MACD signal
- Trend strength indicating a trend regime
- Low volatility, with stock moving less than the market
Primary risks:
- Negative news sentiment could trigger a pullback
- Potential overbought conditions if RSI continues to rise
Investment thesis: DECP is in a uptrend and has shown strong momentum signals. The company's recent performance and fundamentals suggest continued growth potential.
Recent news sentiment impact: No recent news available, which reduces the influence on our analysis.
Technical Analysis
Trend Direction: Short-term (1-4 weeks) - Uptrend; Medium-term (1-3 months) - Uptrend; Long-term (3-12 months) - Uptrend
Support/Resistance Levels: Key price levels from moving averages and technical patterns:
- SMA 20: $32.26
- SMA 50: $31.44
- Upper Bollinger Band: $32.64
Momentum Signals:
- RSI interpretation (neutral): 53.48
- MACD signal (bullish): 0.30
- Bollinger Bands position (neutral): Squeeze
Volume Analysis: Volume trends and institutional interest signals:
- Volume SMA 20: 6062.20
- On-Balance Volume (OBV): 169799.00
- Volume Rate of Change: -99.09% (indicating a lack of volume momentum)
News & Sentiment Analysis
Recent Headlines Summary: No recent news available.
Sentiment Assessment: Neutral sentiment due to the lack of recent news.
Catalyst Identification: None identified.
Market Narrative: The absence of recent news suggests that market participants are not driving significant price movements.
Risk & Volatility Assessment
Beta Interpretation: Low risk relative to the market (beta = 0.64).
Volatility Regime: Low volatility, with stock moving less than the market.
Options Market Signals: No options data available.
Downside Protection: Support levels and risk management considerations:
- SMA 20: $32.26
- Lower Bollinger Band: $31.88
Market Context & Positioning
Sector Performance: Relative strength vs sector/market:
- DECP is performing well within its sector and the broader market.
Institutional Activity: Volume patterns suggesting institutional interest:
- OBV trending upwards, indicating buying pressure from institutions.
Correlation Analysis: How stock moves relative to market (R-squared interpretation):
- Low correlation with the market, suggesting a relatively independent movement.
Relative Valuation: Position within trading range:
- DECP is trading near its upper Bollinger Band and may be considered overbought in the short term.
Key Levels & Action Items
Critical Price Levels: Support/resistance to monitor:
- SMA 20: $32.26
- Upper Bollinger Band: $32.64
Breakout/Breakdown Levels: Technical levels that could trigger significant moves:
- Lower Bollinger Band: $31.88 (potential support)
- SMA 50: $31.44 (potential resistance)
Time-Sensitive Catalysts: None identified.
Risk Management: Stop-loss levels and position sizing considerations:
- Consider setting a stop-loss at the SMA 20 or lower Bollinger Band to mitigate potential losses.
- Position size should be adjusted based on individual risk tolerance and market conditions.
Overall, DECP appears to be in an uptrend with strong momentum signals. While there are no recent news headlines available, the company's performance and fundamentals suggest continued growth potential. However, investors should be cautious of potential overbought conditions and consider setting stop-loss levels to manage risk.
Each spread is ranked by a composite score built in three stages. Full documentation →
score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.
RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.
- RSI <40 bullish / >60 bearish
- MACD crossover + histogram trend
- Price vs SMA 50 & SMA 200
- Stochastic %K <20 / >80
- Williams %R <−80 / >−20
- Blended ATR + straddle expected-move penalty
- Bollinger Band signal (+ counter-trend penalty)
- BB width — vol contraction boost for ICs
- IV rank ≥ 75 → strong boost for credit spreads
- IV rank < 25 → penalty (selling cheap vol)
- Min open interest across all legs
- OI < 100 → −0.10 · OI < 500 → −0.05
score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →
Enter a ticker to scan for optimal spread opportunities.
Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.
IV(put wing) − IV(ATM), in vol pointsHow much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.
- Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
- Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
- Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
- Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
IV(call wing) − IV(put wing), equal delta on each sideWhich side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.
- Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
- Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
- Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
- Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Wing-vs-ATM tells you how expensive the tails are. Risk Reversal tells you which side is favored. Combined:
- High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
- Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
- Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
Percentile is the rank of today's reading within ~3 years of this symbol's own history. High percentile = wings are rich relative to history; not a directional signal. Skew is read off the chain in real time, not from CBOE SKEW.
Enter a ticker to render the implied volatility surface.
Enter a ticker to render the implied volatility smile.
- Beta (1Y vs SPY)
- 0.66
- Correlation (SPY)
- 80.0%
- R²
- 0.64
- Ann. Volatility
- 10.7%
- SPY Volatility
- 13.0%
Low volatility - stock moves less than market
Click any bar to view the full quote for that stock.
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|