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 ±14.8% (14.50–19.52) · ATM IV 105.8% · P/C open interest 0.08
| 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 | |
| 5.45 | 9.05 | 19 | 235.2% | 0.99 | 0.0046 | -0.002 | 10 | 0 | 2.12 | 387.6% | -0.01 | 0.0044 | -0.002 | |||
| 5.00 | 7.50 | 2 | 200.6% | 0.99 | 0.0067 | -0.002 | 11 | 0 | 2.13 | 338.8% | -0.01 | 0.0065 | -0.003 | |||
| 3.60 | 5.45 | 1 | 0.99 | 0.0101 | -0.002 | 12 | 0 | 0.0200 | 127 | 89.6% | -0.01 | 0.0100 | -0.003 | |||
| 3.25 | 6.05 | 51 | 198.2% | 0.98 | 0.0178 | -0.003 | 13 | 0 | 0.0200 | 30 | 205 | 71.2% | -0.02 | 0.0178 | -0.003 | |
| 1.97 | 5.55 | 14 | 125.8% | 0.97 | 0.0302 | -0.005 | 13.5 | 0 | 0.0300 | 4 | 160 | 66.3% | -0.03 | 0.0302 | -0.006 | |
| 1.51 | 4.75 | 9 | 84 | 89.0% | 0.94 | 0.0546 | -0.012 | 14 | 0 | 0.2200 | 128 | 86.7% | -0.06 | 0.0546 | -0.012 | |
| 2.48 | 3.40 | 2 | 40 | 120.8% | 0.88 | 0.0808 | -0.020 | 14.5 | 0 | 0.2600 | 92 | 78.5% | -0.12 | 0.0808 | -0.021 | |
| 2.13 | 2.56 | 2 | 296 | 93.9% | 0.82 | 0.1032 | -0.029 | 15 | 0.0100 | 0.3100 | 2 | 240 | 70.9% | -0.18 | 0.1032 | -0.029 |
| 1.84 | 2.11 | 3 | 4,866 | 92.8% | 0.75 | 0.1199 | -0.037 | 15.5 | 0.1900 | 0.4400 | 17 | 121 | 76.8% | -0.25 | 0.1201 | -0.038 |
| 1.46 | 1.75 | 165 | 877 | 88.6% | 0.68 | 0.1290 | -0.045 | 16 | 0.5300 | 0.6800 | 68 | 112 | 89.8% | -0.32 | 0.1292 | -0.045 |
| 1.28 | 1.59 | 17 | 385 | 99.3% | 0.60 | 0.1312 | -0.051 | 16.5 | 0.7900 | 1.13 | 39 | 93 | 102.6% | -0.40 | 0.1315 | -0.051 |
| 1.18 | 1.34 | 226 | 1,605 | 105.6% | 0.54 | 0.1287 | -0.056 | 17 | 1.07 | 1.43 | 56 | 225 | 106.0% | -0.46 | 0.1289 | -0.056 |
| 1.00 | 1.11 | 29 | 985 | 106.6% | 0.48 | 0.1231 | -0.058 | 17.5 | 1.35 | 1.66 | 11 | 35 | 103.6% | -0.52 | 0.1234 | -0.058 |
| 0.8600 | 1.00 | 14 | 663 | 111.9% | 0.43 | 0.1159 | -0.060 | 18 | 1.45 | 2.31 | 107 | 108.9% | -0.57 | 0.1161 | -0.060 | |
| 0.6200 | 0.9600 | 140 | 368 | 113.9% | 0.38 | 0.1079 | -0.061 | 18.5 | 1.96 | 2.41 | 10 | 20 | 105.9% | -0.62 | 0.1081 | -0.061 |
| 0.6200 | 0.8200 | 92 | 366 | 120.3% | 0.34 | 0.0999 | -0.061 | 19 | 2.50 | 2.86 | 24 | 41 | 118.0% | -0.66 | 0.1001 | -0.061 |
| 0.6100 | 0.7700 | 109 | 105 | 129.2% | 0.31 | 0.0921 | -0.061 | 19.5 | 2.90 | 3.45 | 5 | 12 | 129.2% | -0.69 | 0.0923 | -0.061 |
| 0.5600 | 0.6500 | 2,726 | 2,713 | 131.7% | 0.28 | 0.0849 | -0.060 | 20 | 3.00 | 3.95 | 6 | 120.0% | -0.72 | 0.0851 | -0.060 | |
| 0.4900 | 0.6300 | 2 | 76 | 137.2% | 0.26 | 0.0783 | -0.060 | 20.5 | 2.57 | 4.95 | 10 | 104.7% | -0.74 | 0.0785 | -0.060 | |
| 0.4400 | 0.5300 | 3 | 495 | 138.4% | 0.24 | 0.0724 | -0.059 | 21 | 2.94 | 5.60 | 114.5% | -0.76 | 0.0726 | -0.059 | ||
| 0.4100 | 0.5800 | 3 | 112 | 148.3% | 0.22 | 0.0670 | -0.058 | 21.5 | 3.15 | 5.90 | 75.3% | -0.78 | 0.0672 | -0.058 | ||
| 0.3700 | 0.5700 | 6 | 624 | 153.7% | 0.21 | 0.0623 | -0.058 | 22 | 4.85 | 6.40 | 3 | 173.0% | -0.79 | 0.0624 | -0.057 | |
| 0.3400 | 1.07 | 5 | 188.1% | 0.19 | 0.0580 | -0.057 | 22.5 | 5.05 | 6.90 | 1 | 164.4% | -0.81 | 0.0582 | -0.056 | ||
| 0.3700 | 0.6500 | 4 | 425 | 174.2% | 0.18 | 0.0542 | -0.056 | 23 | 4.70 | 7.45 | 108.7% | -0.82 | 0.0544 | -0.056 | ||
| 0.2500 | 1.07 | 81 | 199.0% | 0.17 | 0.0507 | -0.055 | 23.5 | 5.30 | 8.05 | 136.2% | -0.83 | 0.0509 | -0.055 | |||
| 0.2700 | 0.9200 | 2 | 2,128 | 199.0% | 0.16 | 0.0476 | -0.054 | 24 | 5.80 | 8.00 | 2 | -0.84 | 0.0478 | -0.054 | ||
| 0.2300 | 0.5100 | 7 | 15 | 177.1% | 0.15 | 0.0448 | -0.054 | 24.5 | 5.80 | 9.45 | 138.4% | -0.85 | 0.0450 | -0.053 | ||
| 0.2700 | 0.3400 | 85 | 1,399 | 173.8% | 0.14 | 0.0423 | -0.053 | 25 | 6.25 | 9.80 | 2 | 113.1% | -0.86 | 0.0425 | -0.052 | |
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 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.