UVXY option chain ProShares - Ultra VIX Short-Term Futures ETF
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 ±15.1% (15.29–20.71) · ATM IV 75.4% · P/C open interest 0.15
| 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 | |
| 6.65 | 9.25 | 2 | 0.99 | 0.0050 | -0.001 | 10 | 0 | 2.13 | 3 | 284.8% | -0.01 | 0.0050 | -0.002 | |||
| 4.10 | 8.05 | 102.5% | 0.98 | 0.0108 | -0.002 | 12 | 0 | 0.1100 | 3 | 92.5% | -0.01 | 0.0108 | -0.003 | |||
| 4.80 | 7.10 | 182.2% | 0.98 | 0.0179 | -0.003 | 13 | 0 | 0.0200 | 1 | 105 | 58.3% | -0.02 | 0.0180 | -0.004 | ||
| 3.65 | 6.05 | 1 | 147.6% | 0.95 | 0.0349 | -0.005 | 14 | 0 | 0.9500 | 17 | 114.4% | -0.05 | 0.0350 | -0.006 | ||
| 2.76 | 3.35 | 1 | 32 | 49.2% | 0.89 | 0.0657 | -0.011 | 15 | 0 | 0.1900 | 5 | 13 | 54.5% | -0.11 | 0.0660 | -0.011 |
| 2.14 | 2.72 | 21 | 41 | 69.2% | 0.79 | 0.0990 | -0.018 | 16 | 0.1200 | 0.6000 | 44 | 54 | 63.4% | -0.21 | 0.0994 | -0.018 |
| 1.66 | 1.98 | 129 | 72.1% | 0.66 | 0.1181 | -0.025 | 17 | 0.6900 | 0.8800 | 27 | 243 | 69.8% | -0.34 | 0.1186 | -0.025 | |
| 1.40 | 1.64 | 11 | 51 | 72.3% | 0.60 | 0.1198 | -0.027 | 17.5 | 0.8000 | 1.16 | 1 | 170 | 68.4% | -0.40 | 0.1204 | -0.027 |
| 1.23 | 1.59 | 37 | 108 | 78.5% | 0.54 | 0.1182 | -0.029 | 18 | 1.13 | 1.47 | 1 | 20 | 72.2% | -0.46 | 0.1187 | -0.029 |
| 1.03 | 1.43 | 25 | 84 | 80.5% | 0.48 | 0.1142 | -0.030 | 18.5 | 1.31 | 1.83 | 34 | 71.5% | -0.52 | 0.1148 | -0.030 | |
| 0.9100 | 1.27 | 91 | 204 | 83.3% | 0.43 | 0.1089 | -0.031 | 19 | 1.81 | 2.21 | 5 | 593 | 78.8% | -0.57 | 0.1095 | -0.031 |
| 0.8000 | 1.40 | 102 | 93.5% | 0.39 | 0.1028 | -0.031 | 19.5 | 2.00 | 2.92 | 5 | 328 | 85.5% | -0.61 | 0.1035 | -0.031 | |
| 0.7700 | 0.9100 | 147 | 424 | 87.1% | 0.35 | 0.0964 | -0.031 | 20 | 2.15 | 3.40 | 278 | 83.2% | -0.65 | 0.0970 | -0.031 | |
| 0.1500 | 1.29 | 126 | 87.7% | 0.32 | 0.0899 | -0.030 | 20.5 | 2.20 | 3.45 | 115 | 61.0% | -0.69 | 0.0905 | -0.030 | ||
| 0.2800 | 0.7800 | 11 | 134 | 82.5% | 0.29 | 0.0835 | -0.030 | 21 | 3.45 | 4.40 | 3 | 22 | 107.8% | -0.72 | 0.0842 | -0.030 |
| 0.2300 | 1.15 | 105 | 99.9% | 0.26 | 0.0774 | -0.029 | 21.5 | 3.00 | 4.40 | 1 | 110 | 62.3% | -0.74 | 0.0781 | -0.029 | |
| 0.1000 | 0.6600 | 11 | 275 | 83.9% | 0.24 | 0.0718 | -0.029 | 22 | 4.25 | 4.85 | 96.8% | -0.77 | 0.0724 | -0.028 | ||
| 0.0700 | 0.6600 | 25 | 287 | 88.3% | 0.22 | 0.0665 | -0.028 | 22.5 | 4.40 | 5.65 | 2 | 1 | 100.9% | -0.79 | 0.0672 | -0.028 |
| 0 | 0.6300 | 1 | 117 | 89.3% | 0.20 | 0.0616 | -0.027 | 23 | 4.60 | 5.70 | 27 | 71.7% | -0.80 | 0.0623 | -0.027 | |
| 0 | 0.9000 | 145 | 106.0% | 0.18 | 0.0572 | -0.026 | 23.5 | 5.65 | 6.15 | 1 | 102.0% | -0.82 | 0.0579 | -0.026 | ||
| 0 | 0.8500 | 2 | 257 | 109.0% | 0.17 | 0.0532 | -0.026 | 24 | 5.10 | 6.60 | 1 | -0.83 | 0.0539 | -0.025 | ||
| 0.3000 | 0.8000 | 85 | 124.1% | 0.16 | 0.0496 | -0.025 | 24.5 | 5.55 | 7.05 | -0.85 | 0.0503 | -0.025 | ||||
| 0.1000 | 0.4600 | 42 | 301 | 104.8% | 0.15 | 0.0463 | -0.024 | 25 | 6.95 | 7.80 | 114.3% | -0.86 | 0.0470 | -0.024 | ||
| 0 | 0.6100 | 1 | 73 | 111.6% | 0.14 | 0.0434 | -0.024 | 25.5 | 7.35 | 8.15 | 105.9% | -0.86 | 0.0440 | -0.023 | ||
| 0.2600 | 0.3800 | 522 | 117.4% | 0.13 | 0.0407 | -0.023 | 26 | 7.85 | 8.55 | 1 | 103.9% | -0.87 | 0.0413 | -0.023 | ||
| 0 | 0.4500 | 192 | 110.8% | 0.12 | 0.0383 | -0.023 | 26.5 | 7.45 | 9.70 | 85.8% | -0.88 | 0.0389 | -0.022 | |||
| 0 | 1.00 | 291 | 142.6% | 0.12 | 0.0361 | -0.022 | 27 | 8.30 | 9.65 | 1 | -0.89 | 0.0367 | -0.022 | |||
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 25, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.