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 ±36.9% (11.35–24.65) · ATM IV 101.0% · P/C open interest 0.07
| 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 | |
| 6.50 | 10.15 | 102.5% | 0.95 | 0.0130 | -0.003 | 10 | 0 | 0.7500 | 107.3% | -0.04 | 0.0130 | -0.004 | ||||
| 6.95 | 7.45 | 76.9% | 0.93 | 0.0188 | -0.005 | 11 | 0.0700 | 0.2100 | 2 | 6 | 72.0% | -0.06 | 0.0188 | -0.005 | ||
| 6.00 | 6.65 | 25 | 75.2% | 0.90 | 0.0259 | -0.006 | 12 | 0.2200 | 0.6600 | 36 | 84.8% | -0.10 | 0.0260 | -0.007 | ||
| 5.45 | 5.75 | 20 | 79.4% | 0.86 | 0.0335 | -0.009 | 13 | 0.3700 | 0.7000 | 77.8% | -0.14 | 0.0337 | -0.009 | |||
| 4.80 | 5.40 | 88.9% | 0.80 | 0.0399 | -0.011 | 14 | 0.8500 | 1.05 | 4 | 6 | 84.3% | -0.20 | 0.0401 | -0.012 | ||
| 4.30 | 5.50 | 306 | 104.5% | 0.75 | 0.0441 | -0.014 | 15 | 1.29 | 1.50 | 6 | 47 | 87.7% | -0.25 | 0.0444 | -0.015 | |
| 3.75 | 4.60 | 1 | 97.7% | 0.69 | 0.0464 | -0.016 | 16 | 1.63 | 2.22 | 4 | 91.2% | -0.31 | 0.0468 | -0.017 | ||
| 3.45 | 4.05 | 37 | 99.6% | 0.64 | 0.0474 | -0.018 | 17 | 2.25 | 3.20 | 22 | 100.9% | -0.36 | 0.0478 | -0.018 | ||
| 3.15 | 3.70 | 23 | 90 | 102.9% | 0.59 | 0.0475 | -0.020 | 18 | 3.10 | 3.35 | 15 | 44 | 99.0% | -0.41 | 0.0480 | -0.020 |
| 2.75 | 3.25 | 41 | 101.7% | 0.55 | 0.0470 | -0.021 | 19 | 3.10 | 4.30 | 43 | 95.0% | -0.45 | 0.0476 | -0.021 | ||
| 2.55 | 2.85 | 2 | 76 | 103.0% | 0.51 | 0.0461 | -0.021 | 20 | 3.80 | 5.00 | 25 | 96.5% | -0.49 | 0.0467 | -0.021 | |
| 2.28 | 3.25 | 33 | 114.1% | 0.48 | 0.0450 | -0.022 | 21 | 4.55 | 5.75 | 10 | 98.3% | -0.52 | 0.0456 | -0.022 | ||
| 2.16 | 3.10 | 221 | 118.3% | 0.45 | 0.0437 | -0.022 | 22 | 5.35 | 6.65 | 102.2% | -0.56 | 0.0443 | -0.022 | |||
| 1.99 | 2.68 | 4 | 286 | 116.9% | 0.42 | 0.0422 | -0.022 | 23 | 5.95 | 7.45 | 100.5% | -0.59 | 0.0430 | -0.022 | ||
| 1.74 | 2.64 | 1 | 361 | 119.3% | 0.39 | 0.0408 | -0.022 | 24 | 6.80 | 8.80 | 110.6% | -0.61 | 0.0415 | -0.022 | ||
| 1.55 | 1.93 | 2 | 191 | 111.5% | 0.37 | 0.0393 | -0.022 | 25 | 7.60 | 9.10 | 102.4% | -0.64 | 0.0401 | -0.022 | ||
| 1.29 | 2.10 | 38 | 115.8% | 0.34 | 0.0378 | -0.022 | 26 | 8.50 | 9.95 | 104.0% | -0.66 | 0.0387 | -0.022 | |||
| 1.45 | 2.20 | 34 | 125.5% | 0.32 | 0.0364 | -0.022 | 27 | 9.35 | 10.80 | 104.1% | -0.68 | 0.0373 | -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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs