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 ±61.0% (7.03–28.98) · ATM IV 108.2% · P/C open interest 3.19
| 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 | 11.10 | 10 | 104.0% | 0.88 | 0.0154 | -0.005 | 10 | 0 | 2.90 | 10 | 113.0% | -0.12 | 0.0152 | -0.006 | ||
| 6.30 | 9.25 | 14 | 97.2% | 0.82 | 0.0196 | -0.007 | 12 | 0.0300 | 3.90 | 10 | 103.6% | -0.17 | 0.0195 | -0.008 | ||
| 5.90 | 9.55 | 2 | 110.7% | 0.79 | 0.0211 | -0.008 | 13 | 1.05 | 4.40 | 93 | 111.9% | -0.20 | 0.0211 | -0.009 | ||
| 5.50 | 9.15 | 1 | 112.5% | 0.76 | 0.0223 | -0.009 | 14 | 2.78 | 3.00 | 100 | 108 | 103.3% | -0.23 | 0.0224 | -0.010 | |
| 4.70 | 8.00 | 7 | 99.8% | 0.73 | 0.0232 | -0.010 | 15 | 3.00 | 4.95 | 368 | 116.5% | -0.26 | 0.0233 | -0.011 | ||
| 4.40 | 8.40 | 2 | 110.5% | 0.71 | 0.0238 | -0.011 | 16 | 3.60 | 6.25 | 10 | 124.8% | -0.29 | 0.0240 | -0.012 | ||
| 4.50 | 7.35 | 108.4% | 0.68 | 0.0243 | -0.012 | 17 | 4.35 | 6.25 | 22 | 119.2% | -0.31 | 0.0246 | -0.012 | |||
| 5.25 | 5.95 | 43 | 18 | 109.1% | 0.66 | 0.0246 | -0.012 | 18 | 5.20 | 5.55 | 115 | 31 | 107.3% | -0.33 | 0.0250 | -0.013 |
| 4.00 | 5.80 | 10 | 101.6% | 0.64 | 0.0248 | -0.013 | 19 | 5.50 | 7.70 | 14 | 119.0% | -0.36 | 0.0253 | -0.013 | ||
| 5.00 | 7.30 | 204 | 133.1% | 0.62 | 0.0250 | -0.013 | 20 | 6.70 | 7.55 | 202 | 184 | 115.7% | -0.38 | 0.0255 | -0.013 | |
| 3.30 | 7.05 | 32 | 118.8% | 0.60 | 0.0250 | -0.014 | 21 | 6.40 | 9.45 | 1 | 26 | 117.6% | -0.40 | 0.0256 | -0.014 | |
| 3.25 | 6.10 | 13 | 114.1% | 0.58 | 0.0250 | -0.014 | 22 | 6.40 | 10.00 | 16 | 108.9% | -0.42 | 0.0257 | -0.014 | ||
| 2.45 | 6.55 | 7 | 115.4% | 0.56 | 0.0250 | -0.015 | 23 | 7.20 | 10.80 | 5 | 110.1% | -0.43 | 0.0257 | -0.014 | ||
| 2.65 | 6.35 | 29 | 119.8% | 0.54 | 0.0249 | -0.015 | 24 | 7.95 | 12.00 | 3 | 114.3% | -0.45 | 0.0257 | -0.014 | ||
| 2.49 | 5.60 | 43 | 115.2% | 0.53 | 0.0248 | -0.015 | 25 | 9.45 | 12.85 | 10 | 78 | 122.1% | -0.47 | 0.0256 | -0.014 | |
| 2.54 | 6.00 | 3 | 123.3% | 0.51 | 0.0247 | -0.015 | 26 | 9.60 | 13.30 | 7 | 112.8% | -0.48 | 0.0256 | -0.014 | ||
| 1.89 | 5.85 | 4 | 119.3% | 0.50 | 0.0245 | -0.015 | 27 | 10.45 | 14.65 | 2 | 118.6% | -0.50 | 0.0255 | -0.014 | ||
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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs