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 ±20.7% (14.28–21.73) · ATM IV 81.9% · P/C open interest 0.43

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
6.10	10.10			116.5%	0.98	0.0078	-0.002	10	0	0.7500			156.0%	-0.02	0.0078	-0.003
6.55	7.40				0.98	0.0116	-0.003	11	0	0.0700			80.0%	-0.02	0.0116	-0.003
5.65	6.35			53.7%	0.96	0.0180	-0.004	12	0	0.6700			112.8%	-0.04	0.0180	-0.004
4.70	5.85			90.3%	0.94	0.0291	-0.006	13	0	0.1900			68.1%	-0.06	0.0292	-0.006
3.75	4.50	1	1	59.0%	0.89	0.0459	-0.009	14	0	0.4900		5	71.8%	-0.11	0.0461	-0.010
3.60	4.60			90.2%	0.86	0.0552	-0.011	14.5	0	0.7500		1	74.8%	-0.14	0.0554	-0.012
3.00	3.80	3	7	68.2%	0.82	0.0642	-0.014	15	0.2600	0.6000	40	16	70.7%	-0.18	0.0645	-0.014
2.80	3.45		1	73.9%	0.78	0.0720	-0.016	15.5	0.3800	0.9100	80	35	75.5%	-0.22	0.0723	-0.016
2.54	2.99	1	20	72.6%	0.73	0.0779	-0.018	16	0.5600	1.11		10	76.8%	-0.27	0.0783	-0.019
2.35	2.85	10		80.0%	0.69	0.0816	-0.021	16.5	0.7000	1.30		1	75.5%	-0.31	0.0820	-0.021
1.99	2.53	7	140	77.2%	0.64	0.0834	-0.022	17	1.05	1.63	1	143	81.5%	-0.36	0.0838	-0.023
1.91	2.26	7	457	81.0%	0.60	0.0837	-0.024	17.5	1.37	1.85	40	337	82.7%	-0.40	0.0842	-0.024
1.60	2.17		31	82.5%	0.55	0.0830	-0.025	18	1.65	2.03		22	81.2%	-0.45	0.0834	-0.025
1.50	2.45		2	95.9%	0.52	0.0814	-0.026	18.5	1.55	2.50		6	76.8%	-0.48	0.0820	-0.026
1.38	1.72	300	244	85.7%	0.48	0.0794	-0.027	19	2.36	2.73		105	86.2%	-0.52	0.0799	-0.027
1.28	1.68			90.4%	0.45	0.0769	-0.027	19.5	2.59	3.10		1	85.2%	-0.55	0.0775	-0.027
1.16	1.46	2	11	89.9%	0.42	0.0743	-0.028	20	2.50	3.45		2	75.6%	-0.58	0.0749	-0.028
0.9800	1.70			97.9%	0.39	0.0714	-0.028	20.5	2.75	4.15			80.9%	-0.61	0.0721	-0.028
0.8200	1.30	2	7	91.2%	0.36	0.0686	-0.028	21	3.70	4.35		6	90.5%	-0.64	0.0692	-0.028
0.7000	1.30			94.0%	0.34	0.0657	-0.027	21.5	4.00	4.75			89.0%	-0.66	0.0663	-0.027
0.9200	1.14		18	100.9%	0.32	0.0628	-0.027	22	4.50	5.20			93.1%	-0.68	0.0635	-0.027
0.4800	1.12		57	94.4%	0.30	0.0600	-0.027	22.5	4.90	6.15		1	107.0%	-0.70	0.0607	-0.027
0.6400	1.07		61	102.0%	0.28	0.0573	-0.027	23	5.25	6.10			93.6%	-0.72	0.0580	-0.026
0.5900	1.15	50	4	107.4%	0.26	0.0547	-0.026	23.5	5.60	7.00			105.1%	-0.74	0.0554	-0.026
0.6700	0.9900	2	71	109.7%	0.25	0.0522	-0.026	24	6.00	7.00		1	92.0%	-0.75	0.0529	-0.025
0.5000	1.22		60	115.5%	0.24	0.0498	-0.025	24.5	6.20	7.45			83.9%	-0.77	0.0506	-0.025
0.5400	0.9100		53	112.0%	0.22	0.0476	-0.025	25	7.15	8.05			106.3%	-0.78	0.0483	-0.025
0.2800	0.8700		3	110.4%	0.20	0.0434	-0.024	26	7.75	8.85			92.5%	-0.80	0.0442	-0.024
0.3500	0.7000	40	84	114.0%	0.18	0.0398	-0.023	27	8.80	9.75			96.9%	-0.82	0.0406	-0.023

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 09, 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 — Oct 09, 2026

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