UVXY option chain ProShares - Ultra VIX Short-Term Futures ETF
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 ±28.8% (12.41–22.44) · ATM IV 111.2% · P/C open interest 0.47
| 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 | |
| 3.90 | 8.80 | 15 | 0.98 | 0.0102 | -0.003 | 10 | 0 | 1.36 | 178.9% | -0.02 | 0.0096 | -0.003 | ||||
| 4.65 | 8.10 | 0.96 | 0.0178 | -0.005 | 11 | 0 | 2.16 | 188.2% | -0.04 | 0.0174 | -0.005 | |||||
| 4.50 | 7.25 | 0.94 | 0.0226 | -0.006 | 11.5 | 0 | 0.3500 | 16 | 94.5% | -0.06 | 0.0222 | -0.007 | ||||
| 4.10 | 6.65 | 0.93 | 0.0280 | -0.008 | 12 | 0 | 0.9700 | 1 | 118.3% | -0.07 | 0.0277 | -0.009 | ||||
| 4.40 | 5.65 | 68.1% | 0.90 | 0.0341 | -0.010 | 12.5 | 0 | 0.5400 | 51 | 89.6% | -0.09 | 0.0338 | -0.010 | |||
| 4.30 | 5.25 | 88.3% | 0.88 | 0.0404 | -0.012 | 13 | 0.0600 | 1.57 | 4 | 123.8% | -0.12 | 0.0402 | -0.013 | |||
| 4.00 | 4.85 | 91.5% | 0.84 | 0.0463 | -0.015 | 13.5 | 0.3200 | 0.6400 | 2 | 14 | 90.7% | -0.15 | 0.0461 | -0.016 | ||
| 2.80 | 4.70 | 145 | 69.9% | 0.81 | 0.0510 | -0.018 | 14 | 0.5200 | 0.8300 | 147 | 95.1% | -0.19 | 0.0509 | -0.019 | ||
| 3.50 | 3.95 | 2 | 92.6% | 0.77 | 0.0546 | -0.021 | 14.5 | 0.7000 | 1.23 | 1 | 103.0% | -0.23 | 0.0545 | -0.021 | ||
| 3.00 | 3.95 | 8 | 96.8% | 0.73 | 0.0571 | -0.024 | 15 | 0.9600 | 1.60 | 9 | 109.9% | -0.27 | 0.0571 | -0.024 | ||
| 2.95 | 3.60 | 29 | 102.0% | 0.70 | 0.0588 | -0.026 | 15.5 | 1.17 | 1.58 | 571 | 104.1% | -0.30 | 0.0588 | -0.026 | ||
| 2.75 | 3.85 | 10 | 116.5% | 0.66 | 0.0598 | -0.028 | 16 | 1.41 | 1.88 | 6 | 106.3% | -0.33 | 0.0599 | -0.028 | ||
| 2.48 | 3.80 | 8 | 120.7% | 0.63 | 0.0603 | -0.030 | 16.5 | 1.53 | 2.10 | 3 | 103.0% | -0.37 | 0.0604 | -0.030 | ||
| 2.38 | 2.93 | 2 | 17 | 109.0% | 0.60 | 0.0603 | -0.031 | 17 | 2.06 | 2.43 | 1 | 110.8% | -0.40 | 0.0604 | -0.032 | |
| 2.19 | 2.75 | 5 | 110.6% | 0.57 | 0.0600 | -0.033 | 17.5 | 2.18 | 2.91 | 1 | 4 | 111.7% | -0.43 | 0.0601 | -0.033 | |
| 2.05 | 3.00 | 79 | 122.1% | 0.54 | 0.0594 | -0.034 | 18 | 2.61 | 3.90 | 2 | 130.2% | -0.45 | 0.0595 | -0.034 | ||
| 1.80 | 2.80 | 780 | 120.5% | 0.52 | 0.0586 | -0.035 | 18.5 | 3.05 | 3.75 | 1 | 5 | 122.9% | -0.48 | 0.0587 | -0.035 | |
| 1.49 | 2.44 | 3 | 96 | 113.4% | 0.49 | 0.0576 | -0.035 | 19 | 3.40 | 4.25 | 15 | 127.4% | -0.50 | 0.0578 | -0.035 | |
| 1.64 | 2.22 | 4 | 119.1% | 0.47 | 0.0564 | -0.036 | 19.5 | 3.65 | 4.50 | 40 | 123.6% | -0.53 | 0.0566 | -0.036 | ||
| 1.60 | 2.15 | 10 | 91 | 123.4% | 0.45 | 0.0552 | -0.036 | 20 | 4.00 | 5.40 | 136.0% | -0.55 | 0.0554 | -0.036 | ||
| 1.46 | 2.10 | 1 | 129 | 125.5% | 0.43 | 0.0539 | -0.036 | 20.5 | 4.35 | 5.25 | 570 | 124.6% | -0.57 | 0.0542 | -0.036 | |
| 1.39 | 1.82 | 591 | 123.6% | 0.41 | 0.0526 | -0.037 | 21 | 4.75 | 5.85 | 2 | 130.7% | -0.59 | 0.0529 | -0.036 | ||
| 1.19 | 1.85 | 32 | 125.3% | 0.39 | 0.0512 | -0.037 | 21.5 | 5.05 | 6.00 | 123.8% | -0.61 | 0.0515 | -0.036 | |||
| 1.11 | 1.91 | 80 | 28 | 130.2% | 0.38 | 0.0499 | -0.037 | 22 | 5.55 | 6.40 | 126.9% | -0.62 | 0.0502 | -0.036 | ||
| 1.13 | 1.57 | 20 | 127.7% | 0.36 | 0.0486 | -0.037 | 22.5 | 5.95 | 6.80 | 127.3% | -0.64 | 0.0489 | -0.036 | |||
| 1.09 | 1.52 | 56 | 130.3% | 0.35 | 0.0472 | -0.037 | 23 | 6.40 | 7.40 | 133.4% | -0.65 | 0.0476 | -0.036 | |||
| 1.05 | 1.69 | 2 | 142.6% | 0.32 | 0.0446 | -0.036 | 24 | 7.40 | 8.75 | 1 | 151.1% | -0.68 | 0.0450 | -0.036 | ||
| 1.00 | 1.31 | 64 | 277 | 140.1% | 0.30 | 0.0422 | -0.036 | 25 | 8.25 | 9.95 | 161.1% | -0.70 | 0.0426 | -0.036 | ||
| 0.7000 | 2.59 | 172.4% | 0.28 | 0.0399 | -0.036 | 26 | 8.50 | 10.65 | 142.4% | -0.72 | 0.0403 | -0.035 | ||||
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 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs