UVXY option chain ProShares - Ultra VIX Short-Term Futures ETF
Cboe delayed options data · as of 09:45 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% (9.80–24.96) · ATM IV 114.6% · P/C open interest 0.60
| 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 | |
| 5.05 | 9.95 | 7 | 0.95 | 0.0129 | -0.003 | 9 | 0.0200 | 0.8800 | 1 | 119.0% | -0.05 | 0.0122 | -0.004 | |||
| 5.20 | 10.00 | 12 | 1,208 | 90.9% | 0.92 | 0.0180 | -0.005 | 10 | 0.0200 | 1.20 | 180 | 114.8% | -0.07 | 0.0174 | -0.006 | |
| 3.40 | 8.30 | 11 | 0.89 | 0.0235 | -0.007 | 11 | 0.0200 | 4.95 | 6 | 193.3% | -0.10 | 0.0230 | -0.008 | |||
| 3.05 | 7.95 | 27 | 47.6% | 0.85 | 0.0294 | -0.009 | 12 | 0 | 0.9900 | 243 | 79.5% | -0.14 | 0.0290 | -0.010 | ||
| 3.05 | 7.95 | 69 | 93.9% | 0.80 | 0.0342 | -0.011 | 13 | 0.7300 | 1.39 | 24 | 93.5% | -0.19 | 0.0339 | -0.012 | ||
| 2.46 | 7.40 | 26 | 95.9% | 0.75 | 0.0372 | -0.014 | 14 | 1.10 | 2.50 | 48 | 107.5% | -0.24 | 0.0370 | -0.015 | ||
| 2.00 | 6.95 | 75 | 98.0% | 0.71 | 0.0388 | -0.016 | 15 | 1.66 | 2.30 | 43 | 2,320 | 97.9% | -0.29 | 0.0388 | -0.017 | |
| 2.54 | 6.65 | 13 | 1,300 | 105.8% | 0.66 | 0.0396 | -0.018 | 16 | 0.8000 | 3.25 | 97 | 93.1% | -0.33 | 0.0396 | -0.018 | |
| 1.76 | 6.70 | 2 | 1,382 | 121.1% | 0.62 | 0.0397 | -0.020 | 17 | 2.65 | 4.05 | 12 | 96 | 108.2% | -0.37 | 0.0399 | -0.020 |
| 3.25 | 4.25 | 13 | 808 | 118.1% | 0.59 | 0.0395 | -0.021 | 18 | 2.06 | 7.00 | 147 | 125.7% | -0.41 | 0.0397 | -0.021 | |
| 0.9500 | 5.75 | 572 | 115.5% | 0.55 | 0.0390 | -0.022 | 19 | 2.85 | 7.00 | 40 | 120.3% | -0.44 | 0.0393 | -0.022 | ||
| 2.00 | 3.80 | 46 | 1,817 | 117.4% | 0.52 | 0.0384 | -0.023 | 20 | 2.35 | 6.00 | 4 | 975 | 88.4% | -0.47 | 0.0387 | -0.022 |
| 2.10 | 3.45 | 1 | 136 | 117.1% | 0.50 | 0.0376 | -0.023 | 21 | 5.85 | 10.45 | 1 | 1,209 | 171.1% | -0.50 | 0.0379 | -0.023 |
| 1.12 | 2.75 | 2 | 188 | 102.6% | 0.47 | 0.0367 | -0.024 | 22 | 5.00 | 8.90 | 1 | 186 | 115.1% | -0.52 | 0.0371 | -0.023 |
| 0.1600 | 3.95 | 75 | 112.5% | 0.45 | 0.0358 | -0.024 | 23 | 6.90 | 11.25 | 159 | 152.6% | -0.55 | 0.0363 | -0.023 | ||
| 1.65 | 2.84 | 4 | 62 | 125.2% | 0.43 | 0.0349 | -0.024 | 24 | 6.10 | 10.20 | 136 | 111.4% | -0.57 | 0.0354 | -0.023 | |
| 1.86 | 2.80 | 3 | 212 | 130.6% | 0.41 | 0.0340 | -0.024 | 25 | 7.40 | 12.00 | 5 | 441 | 131.2% | -0.59 | 0.0345 | -0.024 |
| 0.5100 | 4.25 | 65 | 138.4% | 0.39 | 0.0331 | -0.025 | 26 | 8.75 | 12.55 | 5 | 44 | 131.6% | -0.60 | 0.0337 | -0.024 | |
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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs