UVXY option chain ProShares - Ultra VIX Short-Term Futures ETF

Expiration Cboe delayed options data · as of 22:05 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 ±25.4% (13.00–21.85) · ATM IV 122.0% · P/C open interest 0.20

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
4.10	9.00		5		0.99	0.0060	-0.001	10	0	5.00			402.6%	-0.01	0.0056	-0.002
3.90	8.80				0.98	0.0103	-0.002	11	0	2.13			232.9%	-0.02	0.0099	-0.003
3.65	6.60				0.97	0.0200	-0.005	12	0	0.0800	3	1	78.6%	-0.03	0.0197	-0.005
3.15	5.60				0.95	0.0274	-0.007	12.5	0	0.6600			118.8%	-0.05	0.0271	-0.007
3.25	5.70			65.0%	0.93	0.0366	-0.010	13	0.0200	0.2500	14	12	83.5%	-0.07	0.0364	-0.010
2.80	5.05				0.89	0.0467	-0.014	13.5	0.2000	0.5100	11	10	101.0%	-0.11	0.0466	-0.014
2.42	5.05		7	85.6%	0.85	0.0558	-0.019	14	0.1400	0.4600	14	690	85.6%	-0.15	0.0557	-0.019
2.40	4.35		5	88.2%	0.80	0.0630	-0.023	14.5	0.4200	0.8200		6	102.7%	-0.19	0.0629	-0.024
2.80	3.45		234	96.5%	0.76	0.0681	-0.028	15	0.4600	1.10	1	150	103.0%	-0.24	0.0681	-0.028
2.49	3.15	5	44	97.9%	0.71	0.0716	-0.032	15.5	0.6800	1.30		23	105.0%	-0.28	0.0716	-0.032
2.25	2.79	10	181	98.1%	0.67	0.0737	-0.035	16	1.01	1.45	4	702	107.2%	-0.33	0.0737	-0.035
2.17	2.63	20	421	107.3%	0.63	0.0746	-0.038	16.5	1.25	1.80		4	111.2%	-0.37	0.0747	-0.038
1.80	2.68	11	916	112.4%	0.59	0.0747	-0.040	17	1.52	1.98	5	4	109.7%	-0.41	0.0748	-0.040
1.80	2.25	7	140	113.1%	0.56	0.0741	-0.042	17.5	1.75	3.05			130.8%	-0.44	0.0742	-0.042
1.58	2.27		813	119.1%	0.52	0.0729	-0.043	18	2.22	2.56		4	114.1%	-0.48	0.0730	-0.043
1.57	2.07	11	107	123.8%	0.49	0.0714	-0.044	18.5	2.24	3.35	2	12	119.5%	-0.51	0.0715	-0.044
1.47	1.89	1	81	125.7%	0.46	0.0695	-0.045	19	2.85	3.50	10	3	122.5%	-0.54	0.0697	-0.045
1.32	1.82	5	178	128.5%	0.43	0.0674	-0.045	19.5	3.35	3.90		2	128.7%	-0.56	0.0676	-0.045
1.28	1.67	19	875	131.5%	0.41	0.0653	-0.046	20	3.75	4.55		1	138.5%	-0.59	0.0655	-0.045
1.21	1.61	1	84	135.5%	0.39	0.0630	-0.046	20.5	4.10	5.00	3		140.7%	-0.61	0.0633	-0.046
1.10	1.51		116	136.8%	0.36	0.0608	-0.046	21	4.55	5.15		9	136.6%	-0.63	0.0610	-0.046
1.01	1.36		59	136.5%	0.35	0.0585	-0.046	21.5	4.95	5.55			137.6%	-0.65	0.0588	-0.045
0.9700	1.36	7	360	141.8%	0.33	0.0563	-0.046	22	5.30	6.00			138.1%	-0.67	0.0566	-0.045
0.9100	1.26	1	31	143.0%	0.31	0.0542	-0.045	22.5	5.80	6.50			144.3%	-0.69	0.0544	-0.045
0.8300	1.24	2	808	145.8%	0.30	0.0521	-0.045	23	6.25	7.50		1	164.1%	-0.70	0.0524	-0.045
0.6500	1.02		1,900	143.4%	0.27	0.0482	-0.044	24	7.10	8.50			170.9%	-0.73	0.0485	-0.044
0.6700	0.9600	58	237	151.9%	0.25	0.0446	-0.044	25	7.95	9.40			173.4%	-0.75	0.0449	-0.043
0.1700	1.42		5	159.6%	0.23	0.0414	-0.043	26	8.60	10.30			168.0%	-0.77	0.0418	-0.042

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 13, 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 — Nov 13, 2026

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