VYLD - Inverse VIX Short-Term Futures ETNs due March 22, 2045
This investment product is engineered to reflect the daily performance of the S&P500 VIX Short-Term Futures Points-Change Inverse Daily Index. The benchmark itself measures the day-to-day value changes resulting from maintaining a continuously updated short position in VIX futures contracts, which are traded on the Cboe Futures Exchange. Consequently, these notes are intended for investors who anticipate the value of this particular inverse index to rise during their ownership period, thereby generating a positive return.
- Sector
- Financial Services
- Industry
- Asset Management - Leveraged
- Market Cap
- $2.9M
- Beta
- 0.64
- 52-Week Range
- 25.005-29.9
- IPO Date
- Mar 20, 2025
- Exchange
- AMEX
VYLD Options Snapshot
Options pricing data for VYLD is refreshed daily after the close. When listed contracts exist, this page surfaces the latest at-the-money implied volatility, max pain strike, dealer gamma exposure (GEX), and 25-delta skew. Listed contracts and live snapshots appear once the options chain has been published by the exchange for the most recent session.
What This Page Covers
The VYLD overview links into per-metric analysis views: max pain, gamma exposure, volatility skew, expected move, options chain, open interest history, and aggregate Greeks. Microstructure data is available on short interest, short volume, fail-to-deliver, and market structure.
Frequently asked VYLD overview questions
- What is VYLD?
- VYLD is the ticker symbol for Inverse VIX Short-Term Futures ETNs due March 22, 2045, an listed exchange-traded fund. This investment product is engineered to reflect the daily performance of the S&P500 VIX Short-Term Futures Points-Change Inverse Daily Index. The benchmark itself measures the day-to-day value changes resulting from maintaining a continuously updated short position in VIX futures contracts, which are traded on the Cboe Futures Exchange. Listed on AMEX. VYLD is the ETF ticker shown on this page; ETF traders use the fund for diversified exposure to its underlying basket, for sector and factor rotation, and for hedging or replication strategies via the listed options chain.
- What are VYLD's key statistics?
- Inverse VIX Short-Term Futures ETNs due March 22, 2045 (VYLD) carries a market capitalization of $2.9M, 52-week range of 25.005-29.9. Full holdings disclosure, expense ratio, and tracking-error history live on the per-ticker fundamentals page or the sponsor's site; daily NAV and premium/discount-to-NAV are accessible from the same view. These structural inputs frame how the ETF options market prices implied volatility relative to its constituents.
- What sector or industry does VYLD belong to?
- Inverse VIX Short-Term Futures ETNs due March 22, 2045 operates in the Financial Services sector, in the Asset Management - Leveraged industry. Sector classification affects how the ticker correlates with sector ETFs, how it reacts to macro factors like rate moves and commodity prices, and how its options pricing compares to sector peers. Compare VYLD's implied volatility and skew against sector benchmarks to gauge whether the options market is pricing single-name or systemic risk relative to the broader peer group.
- How current is the VYLD data on this page?
- Options snapshots refresh after each trading session; if no snapshot is currently posted for VYLD, it usually reflects low options liquidity or a recently listed name. Fund-level fields (sponsor, expense ratio, holdings concentration where available) refresh from the vendor feed nightly. ETF-specific filings (N-CSR, N-PX, N-CEN) update on the SEC EDGAR cadence. FINRA microstructure data refreshes on the source's cadence; for ETFs the off-exchange volume signal is dominated by authorized-participant creation and redemption rather than directional flow.