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 ±23.6% (13.75–22.25) · ATM IV 85.8% · 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 | |
| 7.30 | 11.05 | 137.6% | 0.98 | 0.0060 | -0.001 | 9 | 0 | 2.13 | 233.8% | -0.01 | 0.0060 | -0.003 | ||||
| 6.65 | 10.05 | 8 | 141.7% | 0.98 | 0.0086 | -0.002 | 10 | 0 | 2.13 | 206.4% | -0.02 | 0.0086 | -0.003 | |||
| 5.10 | 9.10 | 90.2% | 0.97 | 0.0128 | -0.002 | 11 | 0 | 1.81 | 1 | 169.8% | -0.03 | 0.0129 | -0.004 | |||
| 5.90 | 6.25 | 42 | 20 | 71.4% | 0.96 | 0.0199 | -0.004 | 12 | 0.0300 | 0.0700 | 13 | 66.0% | -0.04 | 0.0200 | -0.005 | |
| 4.30 | 6.00 | 42 | 180 | 69.2% | 0.93 | 0.0315 | -0.006 | 13 | 0.0700 | 0.1900 | 31 | 67.3% | -0.07 | 0.0316 | -0.007 | |
| 4.15 | 4.50 | 13 | 105 | 71.6% | 0.87 | 0.0465 | -0.010 | 14 | 0.0400 | 0.5000 | 50 | 68.0% | -0.13 | 0.0467 | -0.010 | |
| 3.45 | 4.10 | 15 | 64 | 83.9% | 0.80 | 0.0608 | -0.014 | 15 | 0.3500 | 0.8100 | 31 | 242 | 73.9% | -0.20 | 0.0611 | -0.014 |
| 2.90 | 3.15 | 21 | 353 | 78.8% | 0.72 | 0.0701 | -0.018 | 16 | 0.9300 | 1.21 | 12 | 3,075 | 81.8% | -0.28 | 0.0705 | -0.018 |
| 2.28 | 2.65 | 15 | 229 | 79.3% | 0.64 | 0.0736 | -0.021 | 17 | 1.45 | 1.75 | 277 | 304 | 86.0% | -0.36 | 0.0740 | -0.021 |
| 1.95 | 2.46 | 330 | 523 | 88.5% | 0.56 | 0.0732 | -0.024 | 18 | 1.89 | 2.20 | 70 | 292 | 83.0% | -0.44 | 0.0737 | -0.024 |
| 1.70 | 1.92 | 40 | 405 | 88.9% | 0.50 | 0.0707 | -0.025 | 19 | 2.74 | 2.98 | 369 | 92.1% | -0.50 | 0.0713 | -0.025 | |
| 1.50 | 1.60 | 1,580 | 1,875 | 92.2% | 0.44 | 0.0671 | -0.026 | 20 | 3.45 | 3.65 | 14 | 1,129 | 93.5% | -0.56 | 0.0677 | -0.026 |
| 1.32 | 1.47 | 225 | 1,963 | 97.7% | 0.39 | 0.0629 | -0.026 | 21 | 4.15 | 4.50 | 75 | 96.2% | -0.61 | 0.0636 | -0.026 | |
| 1.07 | 1.45 | 110 | 1,937 | 102.5% | 0.35 | 0.0586 | -0.026 | 22 | 5.00 | 5.30 | 53 | 99.3% | -0.65 | 0.0593 | -0.026 | |
| 0.8300 | 1.19 | 12 | 391 | 100.7% | 0.31 | 0.0544 | -0.026 | 23 | 5.85 | 6.20 | 17 | 103.2% | -0.69 | 0.0551 | -0.025 | |
| 0.9000 | 1.11 | 6 | 404 | 108.9% | 0.28 | 0.0504 | -0.025 | 24 | 6.80 | 7.05 | 19 | 107.1% | -0.72 | 0.0511 | -0.025 | |
| 0.6400 | 1.01 | 62 | 1,823 | 107.8% | 0.25 | 0.0466 | -0.025 | 25 | 7.65 | 8.00 | 180 | 110.0% | -0.75 | 0.0474 | -0.024 | |
| 0.5700 | 1.30 | 10 | 130 | 120.5% | 0.23 | 0.0432 | -0.024 | 26 | 8.50 | 9.00 | 26 | 113.3% | -0.77 | 0.0440 | -0.023 | |
| 0.6600 | 0.8800 | 12 | 148 | 118.5% | 0.21 | 0.0400 | -0.023 | 27 | 9.45 | 9.80 | 133 | 113.1% | -0.79 | 0.0408 | -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 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs