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 ±19.2% (13.74–20.27) · ATM IV 108.0% · P/C open interest 0.12
| 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 | |
| 5.80 | 9.10 | 13 | 220.0% | 0.99 | 0.0052 | -0.001 | 10 | 0 | 2.13 | 304.5% | -0.01 | 0.0049 | -0.002 | |||
| 4.10 | 8.10 | 124.7% | 0.99 | 0.0080 | -0.001 | 11 | 0 | 2.13 | 265.7% | -0.01 | 0.0076 | -0.002 | ||||
| 3.50 | 6.15 | 35 | 22 | 0.98 | 0.0153 | -0.003 | 12 | 0 | 0.0200 | 68 | 70.3% | -0.02 | 0.0150 | -0.003 | ||
| 2.99 | 6.20 | 92.1% | 0.97 | 0.0234 | -0.005 | 12.5 | 0 | 0.0400 | 1 | 232 | 69.7% | -0.03 | 0.0232 | -0.005 | ||
| 3.90 | 5.45 | 3 | 2 | 157.9% | 0.95 | 0.0352 | -0.007 | 13 | 0 | 0.5900 | 12 | 115.9% | -0.05 | 0.0350 | -0.008 | |
| 2.85 | 4.70 | 100.4% | 0.92 | 0.0503 | -0.012 | 13.5 | 0 | 0.4900 | 15 | 97.8% | -0.08 | 0.0502 | -0.012 | |||
| 1.80 | 4.95 | 12 | 100.2% | 0.87 | 0.0658 | -0.018 | 14 | 0.1600 | 0.4500 | 5 | 37 | 93.8% | -0.13 | 0.0657 | -0.018 | |
| 2.77 | 3.30 | 32 | 28 | 103.5% | 0.82 | 0.0786 | -0.024 | 14.5 | 0.2100 | 0.4500 | 11 | 31 | 84.9% | -0.18 | 0.0786 | -0.024 |
| 2.50 | 3.45 | 30 | 106 | 126.3% | 0.76 | 0.0876 | -0.030 | 15 | 0.4500 | 0.7800 | 223 | 702 | 98.3% | -0.24 | 0.0876 | -0.030 |
| 2.11 | 2.77 | 6 | 167 | 108.7% | 0.70 | 0.0930 | -0.035 | 15.5 | 0.1200 | 1.98 | 167 | 117.9% | -0.30 | 0.0931 | -0.035 | |
| 1.95 | 3.25 | 15 | 548 | 140.3% | 0.65 | 0.0954 | -0.039 | 16 | 0.9900 | 1.21 | 63 | 534 | 106.1% | -0.35 | 0.0956 | -0.039 |
| 1.69 | 2.25 | 1 | 238 | 114.2% | 0.60 | 0.0957 | -0.043 | 16.5 | 1.12 | 1.50 | 3 | 23 | 104.4% | -0.40 | 0.0958 | -0.043 |
| 1.58 | 1.78 | 35 | 294 | 110.6% | 0.55 | 0.0943 | -0.045 | 17 | 1.45 | 1.72 | 3 | 18 | 105.5% | -0.45 | 0.0944 | -0.045 |
| 1.43 | 1.91 | 12 | 72 | 124.1% | 0.51 | 0.0918 | -0.048 | 17.5 | 1.71 | 2.21 | 4 | 111.4% | -0.49 | 0.0919 | -0.048 | |
| 1.29 | 1.42 | 32 | 379 | 116.0% | 0.47 | 0.0885 | -0.049 | 18 | 2.10 | 2.50 | 1 | 22 | 113.6% | -0.53 | 0.0887 | -0.049 |
| 1.06 | 1.40 | 2 | 402 | 119.2% | 0.43 | 0.0848 | -0.050 | 18.5 | 2.11 | 3.00 | 1 | 6 | 108.7% | -0.57 | 0.0850 | -0.050 |
| 1.06 | 1.30 | 71 | 138 | 126.3% | 0.40 | 0.0809 | -0.051 | 19 | 2.90 | 3.20 | 2 | 118.8% | -0.60 | 0.0812 | -0.050 | |
| 0.9800 | 1.17 | 21 | 36 | 128.8% | 0.37 | 0.0770 | -0.051 | 19.5 | 3.20 | 3.90 | 5 | 128.6% | -0.63 | 0.0772 | -0.051 | |
| 0.9100 | 1.06 | 196 | 2,578 | 131.5% | 0.35 | 0.0730 | -0.051 | 20 | 3.70 | 4.15 | 1 | 128.7% | -0.65 | 0.0733 | -0.051 | |
| 0.8400 | 1.02 | 130 | 135.9% | 0.32 | 0.0692 | -0.051 | 20.5 | 3.60 | 4.90 | 20 | 124.2% | -0.68 | 0.0695 | -0.051 | ||
| 0.6900 | 1.04 | 2 | 174 | 138.9% | 0.30 | 0.0656 | -0.051 | 21 | 4.05 | 5.65 | 1 | 139.6% | -0.70 | 0.0659 | -0.050 | |
| 0.6800 | 0.9600 | 2 | 104 | 142.9% | 0.29 | 0.0622 | -0.050 | 21.5 | 4.60 | 5.65 | 6 | 129.3% | -0.71 | 0.0625 | -0.050 | |
| 0.5000 | 0.9200 | 302 | 141.2% | 0.27 | 0.0590 | -0.050 | 22 | 4.20 | 6.70 | 120.8% | -0.73 | 0.0593 | -0.050 | |||
| 0.6000 | 0.8100 | 1 | 188 | 147.4% | 0.25 | 0.0560 | -0.050 | 22.5 | 5.00 | 6.60 | 112.1% | -0.75 | 0.0563 | -0.049 | ||
| 0.5300 | 0.7400 | 2 | 5,664 | 147.7% | 0.24 | 0.0532 | -0.049 | 23 | 6.30 | 6.95 | 10 | 149.1% | -0.76 | 0.0535 | -0.049 | |
| 0.4700 | 1.13 | 2,236 | 173.8% | 0.22 | 0.0482 | -0.049 | 24 | 6.80 | 8.65 | 2 | 169.8% | -0.78 | 0.0485 | -0.048 | ||
| 0.4400 | 0.6400 | 33 | 724 | 161.5% | 0.20 | 0.0440 | -0.048 | 25 | 6.90 | 9.75 | 141.8% | -0.80 | 0.0443 | -0.047 | ||
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 — Nov 06, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.