PGIM S&P 500 Buffer 20 ETF - March(PBMR · 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 20 ETF - March (PBMR) ETF
- Exchange
- BATS
- Inception
- 2024-02-29
- Has Options
- No
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | X-CHANGE FINANCIAL ACCESS LLC | 101.24% | Derivative (equity) | US |
| — | X-CHANGE FINANCIAL ACCESS LLC | 4.22% | Derivative (equity) | US |
| — | (PIPA070) PGIM Core Government Money Market Fund | 0.54% | Short-term investment | US |
| — | X-CHANGE FINANCIAL ACCESS LLC | 0.10% | Derivative (equity) | US |
| — | X-CHANGE FINANCIAL ACCESS LLC | 0.00% | Derivative (equity) | US |
| — | X-CHANGE FINANCIAL ACCESS LLC | -0.00% | Derivative (equity) | US |
| — | X-CHANGE FINANCIAL ACCESS LLC | -0.02% | Derivative (equity) | US |
| — | X-CHANGE FINANCIAL ACCESS LLC | -0.24% | Derivative (equity) | US |
| — | X-CHANGE FINANCIAL ACCESS LLC | -5.80% | Derivative (equity) | US |
| Category | Weight | Value | Positions |
|---|---|---|---|
| Derivative (equity) | 99.50% | $16.2M | 8 |
| Short-term investment | 0.54% | $87909 | 1 |
| Month | Avg Return | Years of Data |
|---|---|---|
| Jan | +1.08% | 2 |
| Feb | +0.62% | 2 |
| Mar | -0.86% | 3 |
| Apr | +1.53% | 3 |
| May | +2.05% | 3 |
| Jun | +1.18% | 3 |
| Jul | +0.60% | 3 |
| Aug | +0.89% | 3 |
| Sep | +1.42% | 3 |
| Oct | +0.73% | 2 |
| Nov | +1.32% | 2 |
| Dec | +0.46% | 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: PBMR
Executive Summary
Overall Assessment: NEUTRAL (Confidence Level: 6/10)
Key Drivers: Stable trend, low volatility, and positive momentum signals
Primary Risks: Lack of recent news headlines and limited options activity
Investment Thesis: PBMR appears to be in a stable uptrend, supported by positive momentum signals. The stock's low volatility and relatively high beta compared to the market suggest that it may be a good candidate for traders looking to capture medium-term gains.
Recent News Sentiment Impact: No recent news headlines available, which reduces the impact 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:
- SMA 20: $32.22
- Upper Bollinger Band: $32.51
- Middle Bollinger Band: $32.22
- Lower Bollinger Band: $31.92
Momentum Signals:
- RSI (14): 65.26 (neutral)
- MACD: Bullish signal above the signal line
- Bollinger Bands: Neutral, price is currently trading within the middle band
Volume Analysis: Volume trends and institutional interest signals:
- Volume SMA 20: 3386.00
- On-Balance Volume (OBV): 80522.62
- Volume Rate of Change: -88.57%
News & Sentiment Analysis
Recent Headlines Summary: No recent news headlines available
Sentiment Assessment: Neutral, no significant news sentiment impact
Catalyst Identification: No upcoming events or announcements mentioned
Market Narrative: Stable trend with low volatility suggests a neutral market narrative
Risk & Volatility Assessment
Beta Interpretation: Low risk (beta 0.32 vs SPY)
Volatility Regime: Low volatility, stock moves less than the market
Options Market Signals: No options data available
Downside Protection: Support levels: SMA 20, Middle Bollinger Band
Market Context & Positioning
Sector Performance: Not provided
Institutional Activity: Not significant enough to impact analysis
Correlation Analysis: Stock moves less than the market (R-squared interpretation)
Relative Valuation: PBMR is trading within its historical range
Key Levels & Action Items
Critical Price Levels: SMA 20, Upper Bollinger Band, Middle Bollinger Band
Breakout/Breakdown Levels: Lower Bollinger Band, historical support levels
Time-Sensitive Catalysts: No upcoming events or announcements mentioned
Risk Management: Consider stop-loss levels at the Lower Bollinger Band and SMA 20 for medium-term traders.
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)
- 0.31
- Correlation (SPY)
- 90.4%
- R²
- 0.82
- Ann. Volatility
- 4.4%
- 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 |
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