UVXY option chain ProShares - Ultra VIX Short-Term Futures ETF
Cboe delayed options data · as of 00:39 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 ±3.8% (17.32–18.68) · ATM IV 63.8% · P/C open interest 0.20
| 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 | |
| 7.80 | 8.40 | 1 | 2 | 515.0% | 1.00 | 0.0022 | -0.003 | 10 | 0 | 0.0100 | 1 | 309.2% | -0.00 | 0.0022 | -0.004 | |
| 3.85 | 4.35 | 2 | 227 | 256.9% | 0.99 | 0.0116 | -0.004 | 14 | 0 | 0.0700 | 1 | 48 | 191.0% | -0.01 | 0.0116 | -0.005 |
| 2.80 | 3.20 | 2 | 6 | 144.8% | 0.99 | 0.0203 | -0.005 | 15 | 0 | 0.0100 | 147 | 106.9% | -0.01 | 0.0203 | -0.005 | |
| 1.71 | 2.23 | 27 | 144 | 67.7% | 0.98 | 0.0420 | -0.005 | 16 | 0 | 0.0100 | 601 | 72.6% | -0.02 | 0.0420 | -0.006 | |
| 1.31 | 1.66 | 2 | 2 | 69.2% | 0.98 | 0.0719 | -0.006 | 16.5 | 0 | 0.0100 | 1 | 572 | 55.7% | -0.02 | 0.0719 | -0.006 |
| 0.7500 | 1.20 | 182 | 1,857 | 41.2% | 0.92 | 0.2077 | -0.021 | 17 | 0 | 0.0500 | 69 | 1,081 | 53.2% | -0.08 | 0.2079 | -0.022 |
| 0.5600 | 0.6300 | 251 | 718 | 50.0% | 0.74 | 0.4203 | -0.068 | 17.5 | 0.1000 | 0.1300 | 597 | 640 | 55.5% | -0.26 | 0.4216 | -0.068 |
| 0.3000 | 0.3300 | 1,057 | 2,514 | 62.1% | 0.49 | 0.4660 | -0.099 | 18 | 0.3600 | 0.3700 | 1,553 | 1,863 | 65.4% | -0.51 | 0.4689 | -0.099 |
| 0.1600 | 0.1900 | 789 | 1,994 | 71.1% | 0.30 | 0.3657 | -0.090 | 18.5 | 0.4600 | 0.9600 | 825 | 796 | 44.1% | -0.70 | 0.3684 | -0.091 |
| 0.0900 | 0.1200 | 561 | 4,073 | 80.8% | 0.18 | 0.2473 | -0.069 | 19 | 1.03 | 1.26 | 436 | 582 | 82.6% | -0.82 | 0.2487 | -0.069 |
| 0.0600 | 0.1700 | 601 | 3,477 | 106.5% | 0.12 | 0.1644 | -0.052 | 19.5 | 1.47 | 1.78 | 61 | 80 | 98.8% | -0.88 | 0.1649 | -0.052 |
| 0.0400 | 0.0500 | 954 | 4,261 | 99.2% | 0.08 | 0.1133 | -0.041 | 20 | 1.88 | 2.18 | 141 | 595 | -0.92 | 0.1134 | -0.040 | |
| 0 | 0.0500 | 180 | 1,864 | 103.0% | 0.06 | 0.0812 | -0.033 | 20.5 | 2.41 | 2.70 | 4 | 84 | 97.7% | -0.94 | 0.0812 | -0.032 |
| 0 | 0.0400 | 56 | 2,295 | 113.2% | 0.05 | 0.0600 | -0.027 | 21 | 2.80 | 3.20 | 53 | 222 | -0.96 | 0.0600 | -0.025 | |
| 0.0200 | 0.1200 | 14 | 2,035 | 162.0% | 0.04 | 0.0454 | -0.022 | 21.5 | 3.00 | 3.70 | 36 | -0.97 | 0.0455 | -0.020 | ||
| 0 | 0.1000 | 20 | 2,157 | 165.4% | 0.03 | 0.0351 | -0.018 | 22 | 3.90 | 4.20 | 20 | 47 | 131.6% | -0.97 | 0.0351 | -0.017 |
| 0 | 0.0200 | 15 | 1,416 | 138.1% | 0.02 | 0.0275 | -0.015 | 22.5 | 4.40 | 4.70 | 20 | 64 | 143.8% | -0.98 | 0.0275 | -0.013 |
| 0 | 0.1000 | 3 | 1,336 | 193.2% | 0.02 | 0.0219 | -0.012 | 23 | 4.95 | 5.20 | 45 | 21 | 185.2% | -0.98 | 0.0219 | -0.011 |
| 0 | 0.4400 | 1 | 1,050 | 288.7% | 0.02 | 0.0176 | -0.010 | 23.5 | 4.40 | 5.70 | 1 | 2 | -0.99 | 0.0175 | -0.009 | |
| 0 | 0.1000 | 1,021 | 1,391 | 219.1% | 0.01 | 0.0143 | -0.009 | 24 | 5.75 | 6.20 | 20 | 45 | -0.99 | 0.0142 | -0.008 | |
| 0 | 0.2800 | 278 | 285.4% | 0.01 | 0.0117 | -0.007 | 24.5 | 6.30 | 6.70 | 1 | -0.99 | 0.0116 | -0.006 | |||
| 0.0100 | 0.0200 | 12 | 1,156 | 201.9% | 0.01 | 0.0097 | -0.006 | 25 | 6.95 | 7.20 | 56 | 177 | 234.0% | -0.99 | 0.0095 | -0.006 |
| 0 | 0.1000 | 94 | 254.8% | 0.01 | 0.0081 | -0.005 | 25.5 | 7.20 | 7.70 | 1 | 5 | -0.99 | 0.0078 | -0.005 | ||
| 0 | 0.0600 | 55 | 245.0% | 0.01 | 0.0068 | -0.005 | 26 | 7.65 | 8.20 | 1 | 30 | -1.00 | 0.0065 | -0.004 | ||
| 0 | 0.0400 | 231 | 240.8% | 0.01 | 0.0057 | -0.004 | 26.5 | 8.10 | 8.70 | 3 | 1 | -1.00 | 0.0054 | -0.004 | ||
| 0 | 0.7400 | 98 | 442.8% | 0.00 | 0.0048 | -0.004 | 27 | 8.55 | 9.20 | 3 | 9 | -1.00 | 0.0044 | -0.003 | ||
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 — Sep 04, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs