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 ±17.7% (14.81–21.18) · ATM IV 77.6% · P/C open interest 0.21
| 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 | |
| 6.15 | 10.05 | 6 | 130.5% | 0.99 | 0.0068 | -0.002 | 10 | 0 | 2.13 | 249.5% | -0.01 | 0.0068 | -0.003 | |||
| 5.10 | 9.10 | 111.6% | 0.98 | 0.0100 | -0.002 | 11 | 0 | 2.14 | 220.2% | -0.02 | 0.0100 | -0.003 | ||||
| 4.10 | 8.10 | 94.3% | 0.97 | 0.0155 | -0.003 | 12 | 0 | 2.14 | 192.9% | -0.03 | 0.0155 | -0.004 | ||||
| 4.40 | 7.10 | 143.9% | 0.95 | 0.0256 | -0.005 | 13 | 0 | 0.1900 | 75.5% | -0.04 | 0.0257 | -0.005 | ||||
| 3.75 | 4.50 | 10 | 66.6% | 0.92 | 0.0431 | -0.008 | 14 | 0 | 0.4800 | 3 | 79.1% | -0.08 | 0.0433 | -0.009 | ||
| 2.80 | 3.80 | 2 | 98 | 68.4% | 0.85 | 0.0668 | -0.013 | 15 | 0.2000 | 0.4300 | 3 | 1 | 69.3% | -0.15 | 0.0671 | -0.013 |
| 2.60 | 3.45 | 1 | 75.9% | 0.81 | 0.0784 | -0.015 | 15.5 | 0.0400 | 0.6000 | 4 | 61.3% | -0.19 | 0.0787 | -0.016 | ||
| 2.29 | 2.84 | 3 | 68.9% | 0.76 | 0.0880 | -0.018 | 16 | 0.1600 | 0.7700 | 4 | 114 | 62.6% | -0.24 | 0.0883 | -0.018 | |
| 2.10 | 3.30 | 1 | 94.5% | 0.70 | 0.0943 | -0.021 | 16.5 | 0.0600 | 1.00 | 226 | 57.2% | -0.30 | 0.0947 | -0.021 | ||
| 1.87 | 2.25 | 1 | 3 | 75.6% | 0.65 | 0.0973 | -0.023 | 17 | 0.4800 | 1.19 | 1 | 16 | 63.9% | -0.35 | 0.0978 | -0.024 |
| 1.70 | 1.95 | 28 | 454 | 77.2% | 0.59 | 0.0979 | -0.025 | 17.5 | 1.07 | 1.52 | 307 | 75.8% | -0.41 | 0.0984 | -0.026 | |
| 1.19 | 2.01 | 31 | 486 | 77.9% | 0.55 | 0.0967 | -0.027 | 18 | 1.47 | 1.70 | 8 | 381 | 77.4% | -0.45 | 0.0972 | -0.027 |
| 1.28 | 1.77 | 3 | 40 | 84.7% | 0.50 | 0.0943 | -0.028 | 18.5 | 1.60 | 2.19 | 2 | 9 | 78.7% | -0.50 | 0.0949 | -0.028 |
| 1.20 | 1.47 | 17 | 520 | 84.9% | 0.46 | 0.0911 | -0.029 | 19 | 2.06 | 2.47 | 123 | 81.7% | -0.54 | 0.0917 | -0.029 | |
| 0.9100 | 1.51 | 31 | 87.2% | 0.42 | 0.0874 | -0.029 | 19.5 | 1.95 | 2.83 | 27 | 71.5% | -0.58 | 0.0880 | -0.029 | ||
| 0.9100 | 1.29 | 79 | 271 | 89.5% | 0.39 | 0.0835 | -0.029 | 20 | 2.95 | 3.20 | 70 | 55 | 88.6% | -0.61 | 0.0841 | -0.029 |
| 0.8500 | 1.55 | 21 | 47 | 101.8% | 0.36 | 0.0794 | -0.029 | 20.5 | 2.50 | 4.25 | 85.4% | -0.64 | 0.0800 | -0.029 | ||
| 0.6800 | 1.15 | 5 | 72 | 93.7% | 0.33 | 0.0753 | -0.029 | 21 | 3.45 | 4.25 | 90.7% | -0.67 | 0.0759 | -0.029 | ||
| 0.5700 | 1.08 | 13 | 95.0% | 0.31 | 0.0712 | -0.029 | 21.5 | 3.70 | 4.45 | 16 | 81.1% | -0.70 | 0.0719 | -0.028 | ||
| 0.7200 | 0.9700 | 15 | 48 | 102.0% | 0.28 | 0.0673 | -0.028 | 22 | 4.35 | 5.35 | 1 | 102.8% | -0.72 | 0.0680 | -0.028 | |
| 0.5000 | 1.23 | 9 | 108.7% | 0.26 | 0.0635 | -0.028 | 22.5 | 4.15 | 5.35 | 10 | 68.7% | -0.74 | 0.0642 | -0.027 | ||
| 0.5200 | 0.7700 | 1 | 143 | 100.8% | 0.24 | 0.0599 | -0.027 | 23 | 5.20 | 5.80 | 92.1% | -0.76 | 0.0606 | -0.027 | ||
| 0.4700 | 0.7300 | 1 | 43 | 102.8% | 0.23 | 0.0566 | -0.026 | 23.5 | 5.50 | 6.35 | 91.6% | -0.77 | 0.0573 | -0.026 | ||
| 0.3200 | 0.6800 | 138 | 100.7% | 0.21 | 0.0534 | -0.026 | 24 | 6.00 | 6.90 | 2 | 97.9% | -0.79 | 0.0542 | -0.026 | ||
| 0.0100 | 0.9900 | 131 | 105.1% | 0.20 | 0.0505 | -0.025 | 24.5 | 6.20 | 7.20 | 80.6% | -0.80 | 0.0512 | -0.025 | |||
| 0.2400 | 0.6500 | 25 | 962 | 105.2% | 0.19 | 0.0477 | -0.025 | 25 | 7.15 | 8.25 | 2 | 123.9% | -0.82 | 0.0485 | -0.024 | |
| 0.1500 | 0.6700 | 65 | 106.5% | 0.18 | 0.0452 | -0.024 | 25.5 | 7.45 | 8.10 | 95.8% | -0.83 | 0.0459 | -0.024 | |||
| 0.1500 | 0.5500 | 589 | 147 | 105.3% | 0.17 | 0.0428 | -0.024 | 26 | 8.15 | 8.65 | 110.6% | -0.84 | 0.0436 | -0.023 | ||
| 0.2700 | 0.5700 | 10 | 118.4% | 0.15 | 0.0386 | -0.023 | 27 | 8.15 | 9.55 | -0.85 | 0.0394 | -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 — Oct 02, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs