SVXY option chain ProShares - Short VIX Short-Term Futures ETF

Expiration Cboe delayed options data · as of 00:38 UTC

Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.

This expiration prices a move of about ±19.4% (50.82–75.32) · ATM IV 33.7% · P/C open interest 1.35

CALLS								Strike	PUTS
Bid	Ask	Vol	OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated.	IV	ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money).	Γ	Θ		Bid	Ask	Vol	OI	IV	Δ	Γ	Θ
26.50	30.20			49.6%	0.94	0.0045	-0.003	35	0	1.90		1	62.3%	-0.05	0.0040	-0.007
21.60	25.20		1	40.1%	0.91	0.0066	-0.005	40	0	2.90		1	57.6%	-0.08	0.0061	-0.008
17.20	21.40			43.6%	0.87	0.0096	-0.007	45	0	3.30		1	48.4%	-0.12	0.0092	-0.010
16.50	19.90			40.3%	0.86	0.0103	-0.008	46	0	3.40		2	46.7%	-0.13	0.0099	-0.011
15.60	19.70			42.9%	0.85	0.0110	-0.008	47	0	3.80		1	46.5%	-0.14	0.0107	-0.011
15.20	18.30			41.6%	0.84	0.0118	-0.009	48	0.0500	4.10		1	45.8%	-0.15	0.0115	-0.011
14.00	18.00			41.6%	0.83	0.0126	-0.009	49	0.1000	4.30		2	44.7%	-0.16	0.0123	-0.012
13.10	17.10			40.2%	0.81	0.0134	-0.010	50	0.5000	4.40			44.5%	-0.18	0.0132	-0.012
12.80	15.90			40.0%	0.80	0.0143	-0.011	51	0.7000	4.50			43.4%	-0.19	0.0141	-0.013
11.60	15.20			38.0%	0.78	0.0152	-0.011	52	0.9500	4.60			42.4%	-0.21	0.0150	-0.013
11.30	14.40			39.1%	0.76	0.0161	-0.012	53	0.5000	4.80			39.2%	-0.22	0.0159	-0.013
10.60	13.70			38.8%	0.75	0.0170	-0.012	54	1.35	4.40			38.5%	-0.24	0.0168	-0.014
9.90	13.00			38.4%	0.73	0.0179	-0.013	55	1.60	4.70		18	38.0%	-0.26	0.0178	-0.014
8.60	12.20			35.6%	0.71	0.0188	-0.013	56	1.35	5.50			37.5%	-0.28	0.0188	-0.014
7.90	11.50			35.0%	0.69	0.0198	-0.013	57	2.15	5.80			38.5%	-0.30	0.0198	-0.015
7.30	10.90			34.9%	0.67	0.0207	-0.014	58	2.95	5.60		4	37.8%	-0.32	0.0208	-0.015
7.30	10.30			36.5%	0.65	0.0216	-0.014	59	2.75	5.90			35.6%	-0.34	0.0217	-0.015
6.40	9.70		23	35.2%	0.62	0.0225	-0.014	60	4.00	6.70	100	100	38.9%	-0.36	0.0227	-0.015
5.70	9.00		3	34.1%	0.60	0.0234	-0.014	61	3.40	7.10			35.6%	-0.39	0.0237	-0.015
4.70	8.40		70	32.4%	0.58	0.0242	-0.014	62	3.70	7.40		10	34.5%	-0.41	0.0246	-0.015
4.80	7.80			33.6%	0.55	0.0250	-0.014	63	4.10	7.80			33.8%	-0.44	0.0254	-0.014
3.90	7.70			33.2%	0.53	0.0257	-0.014	64	4.50	8.20			33.0%	-0.46	0.0262	-0.014
3.40	6.60			31.1%	0.50	0.0263	-0.014	65	4.90	8.70			32.4%	-0.49	0.0270	-0.014
2.45	6.10			29.3%	0.47	0.0268	-0.014	66	5.40	9.10			31.6%	-0.52	0.0276	-0.013
1.90	5.60			28.4%	0.44	0.0273	-0.013	67	5.90	9.60			30.9%	-0.55	0.0282	-0.013
1.95	4.90			28.5%	0.41	0.0276	-0.013	68	6.50	10.10			30.4%	-0.58	0.0286	-0.013
1.50	4.60			28.1%	0.38	0.0277	-0.012	69	7.00	10.70			29.7%	-0.61	0.0289	-0.012
1.10	4.20			27.4%	0.35	0.0277	-0.012	70	7.60	11.30			29.2%	-0.64	0.0291	-0.011
0	3.20			27.8%	0.21	0.0240	-0.008	75	11.10	14.80			26.9%	-0.80	0.0267	-0.007
0	2.50		10	30.8%	0.14	0.0176	-0.007	80	15.20	19.10			25.0%	-0.88	0.0208	-0.005

Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.

Volatility smile — Mar 19, 2027

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

callsputs

SVXY option chain ProShares - Short VIX Short-Term Futures ETF

Volatility smile — Mar 19, 2027

Consumer Cyclical

ETF

Technology

Financial Services

Industrials

Energy