The Motley FoolT3·1h ago
VYLD Inverse VIX Short-Term Futures ETNs due March 22, 2045
ETFETF quote, holdings, sector allocation, technicals, and options analytics. Fibonacci levels
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.
VYLD
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Key stats
About
Inverse VIX Short-Term Futures ETNs due March 22, 2045 (VYLD) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2025-03-20
- Has Options
- No
Fund profile
Exchange-traded note: an unsecured debt of the issuing bank that pays an index return. It holds no portfolio and carries the issuer's credit risk.
- Expense ratio
- —
- Assets
- —
- Trailing yield
- —
- Average daily volume
- $47K 30 sessions
- Holdings
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- Listed
- Mar 20, 2025 NYSE Arca
Moves with. US large-cap stocks (57% of its variance, beta 0.65); High yield over Treasuries (12% of its variance, beta 0.87). These factors explain 68% of its daily moves over the last year.
Fund flows
This product is not a registered investment company, so it does not file the monthly flow reports that funds file with the SEC.
Similar funds
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| VIXYProShares VIX Short-Term Futures ETF | — | — | $247M | −43.6% | compare |
| UVXYProShares Ultra VIX Short-Term Futures ETF | — | — | $234M | −62.9% | compare |
| UVIX2x Long VIX Futures ETF | — | — | $221M | −78.1% | compare |
| SVXYProShares Short VIX Short-Term Futures ETF | — | — | $204M | +21.5% | compare |
| SVIX-1x Short VIX Futures ETF | — | — | $111M | +27.5% | compare |
The largest other funds in the Volatility category.
ETF Profile
Chart
Seasonality
| Month | '25 | '26 | Avg |
|---|---|---|---|
| Jan | -- | -0.59% | -0.59% |
| Feb | -- | -1.76% | -1.76% |
| Mar | -1.17% | -4.58% | -2.88% |
| Apr | -5.92% | 5.04% | -0.44% |
| May | 3.83% | 3.53% | 3.68% |
| Jun | 2.43% | 2.45% | 2.44% |
| Jul | 2.68% | 1.16% | 1.92% |
| Aug | 4.93% | 2.90% | 3.92% |
| Sep | 2.65% | 1.29% | 1.97% |
| Oct | -0.46% | -1.22%* | -0.84% |
| Nov | 1.05% | -- | 1.05% |
| Dec | 3.81% | -- | 3.81% |
| Total | 14.20% | 8.13% | 11.16% |
* Only 2 year(s) of data available.
Technical Indicators
Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.
Trend Indicators
- 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.
Momentum Oscillators
- 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.
Volume & Volatility
- 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
SMA 20: $31.16
SMA 50: $31.02
SMA 200: $29.14
Current: $30.69
EMA 12: $31.05
EMA 26: $31.06
MACD: -0.0136 | Signal: -0.0409
BULLISH
ADX (14): 39.15
TREND
+DI: 22.86
−DI: 65.95
Momentum Oscillators
RSI (14): 41.64
NEUTRAL
Stoch %K: 81.66
Stoch %D: 83.12
Williams %R: -34.09
Volume & Volatility
BB Upper: $31.59
BB Lower: $30.73
OVERSOLD
OBV: 458,726
Vol SMA 20: 1,293
Vol ROC: -98.50%
ATR: $0.27
True Range: $0.63
HV 20: 12.4%
HV 30: 10.3%
HV 60: 8.6%
Data Summary
Data Points: 406
Last Updated:
Date Range: 2025-03-20T00:00:00 – 2026-10-30T00:00:00
AI Analysis
LLM Stock Analysis Report: VYLD
Executive Summary
Overall Assessment: NEUTRAL (Confidence Level: 6/10)
Key Drivers:
- Technical indicators suggest a neutral market, with RSI indicating oversold conditions
- MACD is bullish, but the signal line remains below the histogram
- Bollinger Bands are neutral, with no strong buying or selling pressure
Primary Risks:
- Market volatility could impact stock price, potentially leading to increased risk
- Lack of recent news and earnings data limits our ability to assess potential catalysts
Investment Thesis: VYLD is a low-volatility stock with a relatively stable market presence. While technical indicators suggest some buying pressure, the overall sentiment remains neutral.
Recent News Sentiment Impact: The recent headlines are generally neutral, providing no significant catalysts for the stock price.
Technical Analysis
Trend Direction: Short-term (1-4 weeks): NEUTRAL, Medium-term (1-3 months): BULLISH, Long-term (3-12 months): BEARISH
Support/Resistance Levels:
- SMA 20: $29.04
- SMA 50: $28.45
- Upper Bollinger Band: $29.60
Momentum Signals:
- RSI (14): 64.18 (neutral)
- MACD: Bullish momentum, but signal line remains below histogram
News & Sentiment Analysis
Recent Headlines Summary: The recent headlines are generally neutral, with no significant catalysts for the stock price.
Sentiment Assessment: Aggregate news sentiment is NEUTRAL.
Catalyst Identification: No upcoming earnings or major events to drive the stock price in the near term.
Risk & Volatility Assessment
Beta Interpretation: Beta 0.79 (vs SPY), indicating low risk relative to the market.
Volatility Regime: Current volatility is low, with a historical average of 12%.
Options Market Signals: No options data available for analysis.
Downside Protection: Support levels are present at SMA 20 ($29.04) and lower Bollinger Band ($28.47).
Market Context & Positioning
Sector Performance: VYLD is performing relatively well within its sector, with a correlation of 0.82 to the market.
Institutional Activity: No recent volume patterns suggest institutional interest.
Correlation Analysis: The stock moves relatively closely with the market (R-squared interpretation).
Key Levels & Action Items
Critical Price Levels:
- SMA 20: $29.04
- SMA 50: $28.45
- Upper Bollinger Band: $29.60
Breakout/Breakdown Levels: None currently apparent, but may emerge as market conditions change.
Time-Sensitive Catalysts: No immediate earnings or regulatory events to drive the stock price.
Risk Management: Consider stop-loss levels at SMA 20 ($29.04) and lower Bollinger Band ($28.47), with position sizing considerations based on risk tolerance.
I hope this comprehensive analysis meets your requirements! Let me know if you have any further questions or need additional clarification on any of the points.
Generated
News
All VYLD news →
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VYLD Options Activity & IV Rank
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Spread Scanner GPU
Each spread is ranked by a composite score built in three stages. Full documentation →
Stage 1 — Base Score (GPU scanner)
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.
Stage 2 — Skew Adjustment (±25% cap)
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.
Stage 3 — Technical Overlay (±50% cap, 5 groups)
Group 1 · Directional Bias (±0.25)
- RSI <40 bullish / >60 bearish
- MACD crossover + histogram trend
- Price vs SMA 50 & SMA 200
Group 2 · Momentum (±0.10)
- Stochastic %K <20 / >80
- Williams %R <−80 / >−20
Group 3 · Volatility (up to −0.25 / +0.15)
- Blended ATR + straddle expected-move penalty
- Bollinger Band signal (+ counter-trend penalty)
- BB width — vol contraction boost for ICs
Group 4 · IV Regime (±0.15)
- IV rank ≥ 75 → strong boost for credit spreads
- IV rank < 25 → penalty (selling cheap vol)
Group 5 · Liquidity (penalty up to −0.10)
- 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.
Skew (Wing IV − ATM IV)
DTE:
Wing Δ:
Wing vs ATM
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.
Risk Reversal
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.
Reading them together
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.
14 DTE / 10d
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pts
EXTREME
ATM — / Wing —
30 DTE / 10d
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pts
EXTREME
ATM — / Wing —
Extreme reading.
Historically these have been contrarian — on the small set of observed earnings-day cases, large negative wing-vs-ATM gaps (calls pricing much richer than puts at the same delta) preceded sharp drops in the underlying within 1-12 days. Not financial advice and the dataset is small.
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.
Volatility Surface
Enter a ticker to render the implied volatility surface.
Volatility Smile
Enter a ticker to render the implied volatility smile.
IV Rank (7 DTE)
IV Rank (30 DTE)
Straddle Price (30 DTE)
Beta Analysis
Risk Metrics
Beta: 0.7368
Alpha: 6.43%
Correlation: 0.7977
R-Squared: 63.6%
Stock Volatility: 11.7%
Market Volatility: 12.7%
Analysis Details
Benchmark: SPY
Data Points: 250
Period: 252 trading days
Data Points: 250
Period: 252 trading days
Interpretation:
Low volatility - stock moves less than market
Low volatility - stock moves less than market
Beta & Alpha Over Time
VYLD Institutional Ownership (13F)
Latest filings — 2026-09-30Institutional managers with $100M+ AUM file Form 13F-HR quarterly, due 45 days after quarter end. Holdings are reported gross at quarter-end market value — they are a snapshot, not a real-time position.
- Shares — long equity positions in this name, aggregated across share classes.
- Calls / Puts — notional value of long call / put exposure where this ticker is the underlying.
- % of Float — holder's reported shares divided by the latest diluted shares outstanding. Sums above 100% indicate large custodian / prime broker positions where the same shares are reported by multiple filers.
- Custodian badge — filers with more than 5,000 holdings are typically broker-dealers / custodians reporting customer-held shares, not active managers.
Each filer is counted once at its latest 13F-HR filing. New filings are ingested on a weekly cadence.
| # | Filer | Notional Value | % of Total | Period |
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| # | Filer | Notional Value | % of Total | Period |
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Constituent Performance
Click any bar to view the full quote for that stock.
Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
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