YCL ProShares Ultra Yen
ARCX 18.69 DelayedStock quote, options chain, IV rank, technicals, AI analysis, and institutional ownership. Iron condor setups Expected move IV rank history Fibonacci levels Insider trading
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.
- 52-Week Range
- $16.99 – $21.94
- YTD
- -1.79%
- IV Rank (30D)
- 100
- Straddle Price
- $7.97
- P/C Vol Ratio
- 0.39
- Industry (SIC)
- COMMODITY CONTRACTS BROKERS & DEALERS (6221)
- Exchange
- ARCX
Each spoke is this symbol's rank within its sector (0–100; the dotted ring marks the sector median at 50). Higher is more constructive for a long. One spoke — News sentiment — is an absolute reading, not a sector rank. Grayed spokes have no data. A fuller shape is a summary, not a recommendation.
| Month | Avg Return | Years of Data |
|---|---|---|
| Jan | +0.63% | 18 |
| Feb | -1.59% | 18 |
| Mar | -2.13% | 18 |
| Apr | -0.12% | 18 |
| May | -0.21% | 18 |
| Jun | -0.86% | 18 |
| Jul | +1.97% | 18 |
| Aug | +0.20% | 18 |
| Sep | -0.92% | 18 |
| Oct | -2.55% | 18 |
| Nov | -1.02% | 18 |
| Dec | -0.37% | 18 |
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
Here is my response in the format of a structured report:
Executive Summary
Overall assessment: NEUTRAL with confidence level (6/10)
Key drivers and primary risks:
- The stock's recent price action has been influenced by the market's sentiment, with the Fed's interest rate hikes driving volatility.
- YCL's beta is low, indicating that it moves less than the broader market, which could be a positive factor for investors.
Primary risks include:
- The stock's neutral RSI reading may indicate a lack of momentum, making it susceptible to further price fluctuations.
- The options market is pricing in a significant move by expiration, which could lead to increased volatility and potential trading opportunities.
2-3 sentence investment thesis:
YCL's recent price action has been driven by broader market sentiment. As the Fed continues to raise interest rates, YCL's low beta may provide some insulation from market volatility. However, the stock's neutral RSI reading and options market pricing in a significant move suggest that investors should exercise caution.
Recent news sentiment impact:
The recent news headlines have had a NEUTRAL impact on the stock price, with no specific events or developments driving significant moves. However, the overall tone of the news has been positive, highlighting the potential for a sustained uptrend if the market continues to improve.
Technical Analysis
Trend Direction: Short-term (1-4 weeks): NEUTRAL Medium-term (1-3 months): BULLISH Long-term (3-12 months): NEUTRAL
Support/Resistance Levels:
- Upper resistance level: $18.34 (Bollinger Band upper)
- Middle support level: $17.48 (SMA 20)
- Lower support level: $16.62 (Bollinger Band lower)
Momentum Signals:
- RSI interpretation: Neutral (68.01), suggesting a lack of momentum.
- MACD signal: Bearish, indicating a potential downtrend.
- Bollinger Bands position: Squeeze, suggesting that the price is approaching the upper band.
Volume Analysis:
- Volume trend: Downward, indicating decreased trading activity.
- Institutional interest signals: Low institutional participation, suggesting that institutional investors are not actively buying or selling the stock.
News & Sentiment Analysis
Recent Headlines Summary:
The recent news headlines have been neutral in terms of their impact on the stock price. The news has primarily focused on market sentiment and Fed policy, with no specific events or developments driving significant moves.
Sentiment Assessment: NEUTRAL
Catalyst Identification:
- Upcoming events: None
- Earnings announcements: Not available for this stock
- Regulatory changes: None
Market Narrative:
The recent news headlines have had a neutral impact on the stock price. The market narrative has been driven by broader sentiment, with no specific events or developments driving significant moves.
Risk & Volatility Assessment
Beta Interpretation: Low risk relative to market (beta <0.8)
Volatility Regime: Current vs historical volatility levels:
- Historical volatility: 20.5% (HV20), 18.6% (HV30), and 13.7% (HV60)
- Current volatility: 16.1%
Options Market Signals:
- IV rank: High (100.0%), indicating historically high volatility
- Put/call ratios: 0.39 (Bullish sentiment)
Downside Protection:
Support levels: $17.48 (SMA 20) and $16.62 (Bollinger Band lower) Risk management considerations: Investors should consider stop-loss levels and position sizing to manage risk.
Market Context & Positioning
Sector Performance:
- Relative strength vs sector/market: Neutral
Institutional Activity:
- Volume patterns suggesting institutional interest: Low institutional participation, indicating that institutions are not actively buying or selling the stock.
Correlation Analysis:
- How stock moves relative to market (R-squared interpretation): 0.19, indicating a low correlation between YCL and the broader market.
Relative Valuation:
Position within trading range: Neutral
Key Levels & Action Items
Critical Price Levels:
Support levels: $17.48 (SMA 20) and $16.62 (Bollinger Band lower) Resistance levels: $18.34 (Bollinger Band upper)
Breakout/Breakdown Levels:
- Breakout level: $18.68 (SMA 200)
- Breakdown level: $16.12 (lower Bollinger Band)
Time-Sensitive Catalysts:
None
Risk Management:
Stop-loss levels: Investors should consider setting stop-losses around the support and resistance levels mentioned above. Position sizing: Investors should consider position sizing based on their risk tolerance and market conditions.
Please note that this analysis is purely based on the provided data, and it's not a buy/sell recommendation.
- IV Rank (30D)
- 100
- IV Rank (7D)
- 100
- Avg IV
- 64.4%
- Straddle (30D)
- $7.97
- Straddle (7D)
- $7.97
- P/C Volume
- 0.39
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)
- 0.25
- Correlation (SPY)
- 19.6%
- R²
- 0.04
- Ann. Volatility
- 16.9%
- SPY Volatility
- 13.0%
Low volatility - stock moves less than market
Institutional 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 |
|---|---|---|---|---|
| 1 | JANE STREET GROUP, LLC Custodian | $229.36K | 100.00% | 2026-06-30 |
| # | Filer | Notional Value | % of Total | Period |
|---|
| # | ETF | Provider | Weight | $ Exposure | ETF AUM | As Of |
|---|
Quarterly filings sourced from SEC 10-Q / 10-K reports. TTM tiles aggregate the most recent four quarters; bars show the last ~12 quarters oldest → newest.
- Revenue — top-line sales. Look for consistent YoY growth; seasonal businesses need same-quarter comparisons (Q4 '24 vs Q4 '23).
- Net Income — bottom-line profit after all expenses. Can be volatile from one-time items; red bars = net loss.
- Diluted EPS — net income per share assuming options/converts are exercised. Direct input to the P/E ratio.
- Operating Cash Flow — cash generated from core operations, before capex and financing. Harder to manipulate than net income; growing OCF is a quality signal.
- Sequential growth — quarter-over-quarter trend. Accelerating bars are a momentum signal.
- YoY growth — compare to the same quarter a year earlier to remove seasonality.
- Quality — OCF should roughly track Net Income over time. Large divergence (net income ≫ OCF) flags accruals risk.
- Margins — scan the bar ratios: Net Income / Revenue tells you margin trend without needing a separate chart.
TTM (trailing-twelve-month) smooths seasonality and is used for the P/E calculation. Filings appear 30–90 days after the period closes.