UVXY option chain ProShares - Ultra VIX Short-Term Futures ETF
Cboe delayed options data · as of 22:05 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 ±88.2% (2.05–32.80) · ATM IV 119.1% · P/C open interest 20.00
| 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 | |
| 8.35 | 11.40 | 95.6% | 0.86 | 0.0112 | -0.004 | 9 | 0.7600 | 3.85 | 112.8% | -0.12 | 0.0100 | -0.005 | ||||
| 8.00 | 11.05 | 100.5% | 0.83 | 0.0119 | -0.005 | 10 | 1.42 | 4.20 | 112.8% | -0.14 | 0.0110 | -0.005 | ||||
| 9.05 | 10.15 | 113.3% | 0.81 | 0.0126 | -0.005 | 11 | 2.09 | 4.85 | 115.6% | -0.16 | 0.0118 | -0.006 | ||||
| 7.40 | 10.40 | 106.8% | 0.80 | 0.0131 | -0.006 | 12 | 2.78 | 5.55 | 118.1% | -0.17 | 0.0125 | -0.006 | ||||
| 7.15 | 10.15 | 109.7% | 0.78 | 0.0136 | -0.006 | 13 | 3.45 | 6.25 | 119.7% | -0.19 | 0.0131 | -0.007 | ||||
| 6.90 | 9.85 | 111.3% | 0.76 | 0.0141 | -0.007 | 14 | 4.15 | 6.95 | 120.9% | -0.21 | 0.0137 | -0.007 | ||||
| 6.65 | 9.65 | 113.2% | 0.75 | 0.0144 | -0.007 | 15 | 4.85 | 7.65 | 121.6% | -0.22 | 0.0142 | -0.007 | ||||
| 6.40 | 9.40 | 114.2% | 0.73 | 0.0148 | -0.008 | 16 | 5.55 | 8.35 | 25 | 122.0% | -0.24 | 0.0146 | -0.008 | |||
| 6.20 | 9.15 | 115.2% | 0.72 | 0.0151 | -0.008 | 17 | 6.30 | 9.10 | 122.9% | -0.25 | 0.0150 | -0.008 | ||||
| 5.95 | 8.95 | 115.9% | 0.70 | 0.0153 | -0.008 | 18 | 7.00 | 9.85 | 123.1% | -0.27 | 0.0154 | -0.008 | ||||
| 5.75 | 8.70 | 116.3% | 0.69 | 0.0156 | -0.009 | 19 | 7.75 | 10.55 | 123.0% | -0.28 | 0.0157 | -0.008 | ||||
| 5.50 | 8.00 | 112.5% | 0.67 | 0.0158 | -0.009 | 20 | 8.50 | 11.30 | 123.2% | -0.29 | 0.0160 | -0.009 | ||||
| 5.30 | 8.25 | 116.5% | 0.66 | 0.0159 | -0.009 | 21 | 9.25 | 12.05 | 123.1% | -0.31 | 0.0163 | -0.009 | ||||
| 5.10 | 8.05 | 116.6% | 0.65 | 0.0161 | -0.009 | 22 | 10.05 | 12.95 | 35 | 124.5% | -0.32 | 0.0166 | -0.009 | |||
| 4.90 | 7.85 | 116.6% | 0.64 | 0.0162 | -0.009 | 23 | 10.85 | 13.75 | 124.9% | -0.33 | 0.0168 | -0.009 | ||||
| 4.70 | 7.70 | 116.9% | 0.63 | 0.0163 | -0.009 | 24 | 11.65 | 14.55 | 125.1% | -0.34 | 0.0170 | -0.009 | ||||
| 4.55 | 7.55 | 117.3% | 0.62 | 0.0164 | -0.010 | 25 | 12.45 | 15.35 | 125.1% | -0.35 | 0.0172 | -0.009 | ||||
| 4.40 | 7.40 | 117.7% | 0.61 | 0.0165 | -0.010 | 26 | 13.25 | 16.20 | 125.5% | -0.36 | 0.0174 | -0.009 | ||||
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 — Nov 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