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JPMorgan Chase Financial Company LLC's Inverse VIX Short-Term Futures ETNs (the "ETNs") provide investors a way to gain exposure to the daily returns of the S&P 500 VIX Short-Term Futures Points-Change Inverse Daily Index TR, which we refer to as the Index. The Index is designed such that its level on a given day will increase or decrease by 1% from its closing level on the prior day if the weighted average price of the front- and the second-month VIX futures contracts decreases or increases, as applicable, by one point on that day. The Index implements this by tracking the daily "points-change" return from a rolling synthetic short position in the front- and the second-month VIX futures contracts (the "Underlying Futures Contracts"), which are futures contracts based on the Cboe Volatility Index. The Cboe Volatility Index is a benchmark index designed to measure the market price of volatility in large-capitalization U.S. stocks over 30 days in the future and calculated based on the real-time prices of certain put and call options on the S&P 500 Index.
Inverse Vix Short-Term Futures ETN trades on the ARCA stock market under the symbol VYLD.
As of January 16, 2026, VYLD stock price declined to $28.36 with 505 million shares trading.
VYLD has a market cap of $2.72 million. This is considered a Sub-Micro Cap stock.
VYLD support price is $27.58 and resistance is $29.18 (based on 1 day standard deviation move). This means that using the most recent 20 day stock volatility and applying a one standard deviation move around the stock's closing price, stastically there is a 67% probability that VYLD shares will trade within this expected range on the day.
