UVXY option chain ProShares - Ultra VIX Short-Term Futures ETF
Cboe delayed options data · as of 12:42 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 ±43.3% (10.03–25.33) · ATM IV 128.8% · P/C open interest 0.35
| 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 | |
| 8.20 | 10.85 | 20 | 109.2% | 0.98 | 0.0079 | -0.003 | 9 | 0 | 1.08 | 155.8% | -0.02 | 0.0073 | -0.003 | |||
| 7.20 | 9.95 | 2 | 101.8% | 0.95 | 0.0128 | -0.006 | 10 | 0 | 0.9500 | 320 | 131.6% | -0.04 | 0.0123 | -0.005 | ||
| 6.70 | 8.75 | 1 | 103.2% | 0.92 | 0.0185 | -0.008 | 11 | 0 | 0.9700 | 25 | 116.0% | -0.07 | 0.0181 | -0.008 | ||
| 5.85 | 7.95 | 4 | 9 | 102.1% | 0.89 | 0.0244 | -0.012 | 12 | 0.1600 | 0.5800 | 15 | 48 | 92.4% | -0.11 | 0.0240 | -0.011 |
| 4.85 | 7.40 | 14 | 101.0% | 0.84 | 0.0295 | -0.015 | 13 | 0.5000 | 0.9100 | 17 | 105 | 100.0% | -0.16 | 0.0293 | -0.015 | |
| 4.30 | 6.60 | 7 | 102.1% | 0.79 | 0.0331 | -0.019 | 14 | 1.06 | 1.39 | 130 | 110.7% | -0.20 | 0.0330 | -0.019 | ||
| 4.70 | 5.30 | 166 | 241 | 109.8% | 0.74 | 0.0355 | -0.023 | 15 | 1.51 | 1.93 | 20 | 235 | 115.4% | -0.25 | 0.0355 | -0.023 |
| 4.50 | 5.50 | 12 | 50 | 131.0% | 0.70 | 0.0370 | -0.025 | 16 | 2.07 | 2.41 | 88 | 304 | 118.1% | -0.29 | 0.0370 | -0.025 |
| 4.05 | 4.45 | 682 | 1,868 | 120.9% | 0.66 | 0.0379 | -0.028 | 17 | 2.58 | 3.15 | 11 | 244 | 122.4% | -0.34 | 0.0379 | -0.028 |
| 3.75 | 4.35 | 719 | 944 | 129.1% | 0.62 | 0.0382 | -0.030 | 18 | 3.50 | 3.70 | 17 | 235 | 128.5% | -0.37 | 0.0383 | -0.030 |
| 3.45 | 4.00 | 259 | 857 | 131.3% | 0.59 | 0.0382 | -0.031 | 19 | 4.10 | 4.55 | 10 | 132.6% | -0.41 | 0.0383 | -0.031 | |
| 3.25 | 3.75 | 931 | 1,597 | 135.5% | 0.55 | 0.0378 | -0.032 | 20 | 4.60 | 5.25 | 80 | 1,406 | 131.1% | -0.44 | 0.0380 | -0.033 |
| 3.05 | 3.90 | 156 | 553 | 145.1% | 0.52 | 0.0373 | -0.033 | 21 | 5.35 | 5.95 | 1 | 17 | 132.8% | -0.47 | 0.0375 | -0.034 |
| 2.80 | 3.40 | 38 | 64 | 142.3% | 0.50 | 0.0367 | -0.034 | 22 | 5.35 | 7.95 | 22 | 142.4% | -0.50 | 0.0369 | -0.034 | |
| 2.75 | 3.50 | 2 | 235 | 151.7% | 0.47 | 0.0359 | -0.035 | 23 | 6.35 | 8.60 | 263 | 145.5% | -0.53 | 0.0362 | -0.035 | |
| 2.45 | 3.10 | 23 | 1,485 | 148.1% | 0.45 | 0.0351 | -0.035 | 24 | 7.20 | 9.40 | 70 | 147.8% | -0.55 | 0.0354 | -0.035 | |
| 2.38 | 2.74 | 41 | 885 | 148.2% | 0.43 | 0.0342 | -0.035 | 25 | 7.90 | 10.30 | 1 | 150 | 148.6% | -0.57 | 0.0346 | -0.035 |
| 2.18 | 2.72 | 33 | 130 | 151.3% | 0.41 | 0.0334 | -0.035 | 26 | 8.90 | 11.35 | 46 | 156.4% | -0.59 | 0.0337 | -0.036 | |
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