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 ±47.6% (9.14–25.74) · ATM IV 102.0% · P/C open interest 0.91
| 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 | |
| 7.30 | 10.05 | 2 | 78.3% | 0.93 | 0.0135 | -0.002 | 9 | 0.0200 | 1.00 | 1 | 101.1% | -0.06 | 0.0134 | -0.004 | ||
| 7.15 | 9.25 | 2 | 277 | 99.3% | 0.91 | 0.0178 | -0.004 | 10 | 0.0200 | 0.5000 | 2 | 104 | 72.2% | -0.09 | 0.0177 | -0.005 |
| 5.95 | 9.20 | 6 | 102.5% | 0.87 | 0.0222 | -0.005 | 11 | 0 | 2.41 | 108.0% | -0.12 | 0.0223 | -0.007 | |||
| 5.45 | 7.80 | 3 | 90.8% | 0.83 | 0.0263 | -0.007 | 12 | 0.8300 | 1.04 | 51 | 161 | 84.0% | -0.16 | 0.0264 | -0.008 | |
| 4.50 | 7.20 | 58 | 85.7% | 0.79 | 0.0294 | -0.009 | 13 | 0.0600 | 3.15 | 15 | 95.3% | -0.20 | 0.0296 | -0.010 | ||
| 4.10 | 6.70 | 2 | 90.0% | 0.75 | 0.0316 | -0.010 | 14 | 1.64 | 2.00 | 44 | 88.9% | -0.25 | 0.0319 | -0.011 | ||
| 4.70 | 5.55 | 3 | 32 | 97.0% | 0.71 | 0.0330 | -0.012 | 15 | 2.24 | 2.64 | 5 | 2,214 | 93.4% | -0.28 | 0.0333 | -0.013 |
| 3.25 | 5.95 | 3 | 95.3% | 0.67 | 0.0338 | -0.013 | 16 | 1.75 | 4.40 | 49 | 96.5% | -0.32 | 0.0342 | -0.013 | ||
| 3.25 | 5.65 | 49 | 102.2% | 0.64 | 0.0342 | -0.014 | 17 | 3.55 | 4.15 | 7 | 70 | 101.8% | -0.36 | 0.0347 | -0.014 | |
| 3.15 | 5.35 | 5 | 61 | 106.6% | 0.61 | 0.0343 | -0.015 | 18 | 3.10 | 4.60 | 1 | 129 | 86.8% | -0.39 | 0.0349 | -0.015 |
| 3.15 | 5.15 | 69 | 112.5% | 0.58 | 0.0342 | -0.015 | 19 | 4.55 | 5.90 | 38 | 104.7% | -0.42 | 0.0348 | -0.015 | ||
| 3.40 | 4.00 | 7 | 707 | 109.0% | 0.55 | 0.0340 | -0.016 | 20 | 5.25 | 6.55 | 8 | 1,017 | 104.6% | -0.44 | 0.0346 | -0.016 |
| 2.07 | 4.80 | 57 | 109.5% | 0.53 | 0.0336 | -0.017 | 21 | 4.50 | 7.00 | 1,214 | 84.2% | -0.47 | 0.0343 | -0.016 | ||
| 2.20 | 4.00 | 29 | 107.7% | 0.51 | 0.0332 | -0.017 | 22 | 6.35 | 9.25 | 76 | 115.7% | -0.49 | 0.0340 | -0.016 | ||
| 1.76 | 4.45 | 34 | 113.5% | 0.48 | 0.0327 | -0.017 | 23 | 7.20 | 9.15 | 73 | 106.7% | -0.52 | 0.0335 | -0.016 | ||
| 2.45 | 4.05 | 1 | 28 | 122.2% | 0.46 | 0.0322 | -0.017 | 24 | 8.10 | 10.00 | 135 | 109.2% | -0.54 | 0.0330 | -0.017 | |
| 2.70 | 3.45 | 1 | 169 | 122.9% | 0.45 | 0.0316 | -0.018 | 25 | 9.90 | 10.50 | 1 | 454 | 117.9% | -0.56 | 0.0325 | -0.016 |
| 1.38 | 4.05 | 22 | 118.8% | 0.43 | 0.0310 | -0.018 | 26 | 9.75 | 12.35 | 44 | 119.0% | -0.57 | 0.0320 | -0.016 | ||
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