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 ±43.6% (10.15–25.85) · ATM IV 103.0% · P/C open interest 0.53
| 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 | |
| 7.90 | 8.80 | 89.4% | 0.93 | 0.0156 | -0.003 | 10 | 0 | 0.6000 | 114 | 86.8% | -0.07 | 0.0156 | -0.005 | |||
| 4.85 | 5.30 | 2 | 35 | 95.0% | 0.73 | 0.0349 | -0.013 | 15 | 1.87 | 2.19 | 52 | 66 | 95.9% | -0.27 | 0.0352 | -0.014 |
| 4.15 | 4.55 | 102.0% | 0.65 | 0.0370 | -0.015 | 17 | 3.05 | 3.45 | 21 | 101.8% | -0.35 | 0.0374 | -0.016 | |||
| 3.85 | 4.20 | 50 | 33 | 104.3% | 0.61 | 0.0374 | -0.017 | 18 | 3.55 | 4.10 | 13 | 101.7% | -0.38 | 0.0378 | -0.017 | |
| 3.55 | 4.00 | 1 | 15 | 107.4% | 0.58 | 0.0374 | -0.018 | 19 | 3.40 | 4.95 | 12 | 94.7% | -0.42 | 0.0378 | -0.018 | |
| 3.40 | 3.60 | 36 | 1,265 | 109.0% | 0.55 | 0.0371 | -0.018 | 20 | 5.25 | 5.60 | 1 | 1,381 | 110.3% | -0.45 | 0.0377 | -0.018 |
| 2.95 | 4.15 | 2 | 118.1% | 0.52 | 0.0367 | -0.019 | 21 | 5.05 | 6.40 | 2 | 100.2% | -0.48 | 0.0373 | -0.018 | ||
| 2.70 | 3.20 | 10 | 109.7% | 0.49 | 0.0362 | -0.019 | 22 | 5.60 | 8.25 | 112.8% | -0.51 | 0.0368 | -0.018 | |||
| 2.60 | 3.35 | 199 | 116.9% | 0.47 | 0.0355 | -0.020 | 23 | 6.85 | 8.05 | 251 | 107.1% | -0.53 | 0.0362 | -0.018 | ||
| 2.48 | 3.75 | 1,311 | 126.6% | 0.45 | 0.0348 | -0.020 | 24 | 6.80 | 9.85 | 65 | 110.0% | -0.55 | 0.0356 | -0.018 | ||
| 2.45 | 2.69 | 14 | 621 | 117.9% | 0.43 | 0.0341 | -0.020 | 25 | 8.75 | 9.55 | 1 | 151 | 111.1% | -0.58 | 0.0349 | -0.018 |
| 2.21 | 2.54 | 5 | 128 | 117.9% | 0.41 | 0.0333 | -0.020 | 26 | 9.55 | 10.55 | 41 | 113.7% | -0.60 | 0.0342 | -0.018 | |
| 2.16 | 2.49 | 607 | 121.3% | 0.39 | 0.0325 | -0.020 | 27 | 10.35 | 11.90 | 42 | 120.8% | -0.61 | 0.0334 | -0.018 | ||
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs