UVXY option chain ProShares - Ultra VIX Short-Term Futures ETF

Expiration 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 ±7.5% (16.66–19.34) · ATM IV 59.6% · P/C open interest 0.10

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	9.50			382.6%	1.00	0.0024	-0.001	10	0	0.0100		20	146.2%	-0.00	0.0024	-0.002
3.85	4.45			131.1%	0.99	0.0123	-0.002	14	0	0.0300	17	1	78.4%	-0.01	0.0124	-0.002
2.80	4.15		44	151.5%	0.98	0.0246	-0.002	15	0	0.0100		53	50.6%	-0.01	0.0247	-0.003
1.95	2.13	60	24	56.0%	0.93	0.0892	-0.009	16	0	0.0800	5	51	49.9%	-0.07	0.0895	-0.009
1.49	1.86		1	65.3%	0.87	0.1496	-0.017	16.5	0.0100	0.3200	10	61	60.7%	-0.13	0.1501	-0.017
1.13	1.27	145	158	53.6%	0.76	0.2070	-0.026	17	0.2000	0.2500	170	64	53.8%	-0.24	0.2077	-0.026
0.8600	1.04	153	129	61.7%	0.64	0.2336	-0.034	17.5	0.1800	0.4800	187	132	48.1%	-0.37	0.2345	-0.034
0.6500	0.6900	440	338	60.5%	0.51	0.2315	-0.039	18	0.6200	0.7300	67	144	58.8%	-0.49	0.2323	-0.039
0.4500	0.5700	193	302	65.0%	0.41	0.2122	-0.040	18.5	0.9100	1.10	522	630	62.3%	-0.59	0.2129	-0.040
0.3700	0.4200	1,088	841	69.5%	0.32	0.1852	-0.039	19	1.20	1.68	384	496	71.6%	-0.68	0.1858	-0.039
0.2200	0.3600	190	260	71.7%	0.26	0.1570	-0.037	19.5	1.55	1.94	4	27	63.7%	-0.74	0.1574	-0.037
0.1500	0.3100	414	1,015	76.0%	0.21	0.1312	-0.034	20	1.98	2.34	10	89	63.0%	-0.79	0.1316	-0.034
0.0500	0.2500	11	117	74.9%	0.17	0.1094	-0.032	20.5	2.51	2.88	2	52	78.0%	-0.83	0.1097	-0.032
0.1000	0.2600	35	359	88.8%	0.14	0.0917	-0.029	21	3.05	3.30		15	84.0%	-0.86	0.0920	-0.029
0.0300	0.3600	5	71	82.1%	0.12	0.0776	-0.028	21.5	3.50	3.80		25	88.1%	-0.88	0.0780	-0.027
0.1200	0.1300	1,023	416	96.0%	0.10	0.0664	-0.026	22	4.00	4.25		17	90.8%	-0.90	0.0668	-0.026
0.1000	0.2100	102	1,083	109.5%	0.09	0.0574	-0.025	22.5	4.45	4.75		4	91.9%	-0.91	0.0579	-0.024
0.0100	0.1100	32	2,694	94.4%	0.08	0.0501	-0.023	23	4.80	5.25		14		-0.92	0.0507	-0.023
0.0800	0.1600	10	1,050	116.8%	0.07	0.0441	-0.022	23.5	5.25	5.75		1		-0.93	0.0448	-0.022
0.0700	0.0800	77	372	111.7%	0.07	0.0392	-0.021	24	5.80	6.25		12		-0.94	0.0399	-0.021
0	0.1100	30	57	111.0%	0.06	0.0351	-0.020	24.5	6.35	6.75		12	95.0%	-0.94	0.0358	-0.020
0.0700	0.1000	10	113	126.8%	0.05	0.0316	-0.020	25	6.95	7.25		7	123.9%	-0.95	0.0324	-0.019
0	0.2300	15	262	141.1%	0.05	0.0286	-0.019	25.5	7.25	7.75				-0.95	0.0294	-0.019
0	0.0900	12	325	123.3%	0.05	0.0261	-0.018	26	7.85	8.25			110.3%	-0.96	0.0269	-0.018
0	0.1700		83	143.7%	0.04	0.0238	-0.018	26.5	8.35	8.75		6	115.1%	-0.96	0.0248	-0.017
0	0.2900	1	63	166.0%	0.04	0.0219	-0.017	27	8.95	9.25	2	1	146.2%	-0.96	0.0228	-0.017

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 11, 2026

Volatility page →

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

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UVXY option chain ProShares - Ultra VIX Short-Term Futures ETF

Volatility smile — Sep 11, 2026

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