UVXY option chain ProShares - Ultra VIX Short-Term Futures ETF
Cboe delayed options data · as of 09:39 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 ±103.4% (-0.585–35.47) · ATM IV 127.1% · P/C open interest 1.61
| 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 | |
| 8.55 | 13.50 | 2 | 111.1% | 0.86 | 0.0085 | -0.003 | 9 | 2.20 | 5.00 | 22 | 134.1% | -0.11 | 0.0079 | -0.004 | ||
| 9.65 | 11.55 | 4 | 250 | 111.0% | 0.85 | 0.0091 | -0.004 | 10 | 2.90 | 3.90 | 1,559 | 114.6% | -0.13 | 0.0087 | -0.005 | |
| 8.05 | 13.00 | 1 | 117.7% | 0.83 | 0.0097 | -0.004 | 11 | 1.50 | 6.50 | 6 | 114.9% | -0.14 | 0.0094 | -0.005 | ||
| 7.50 | 12.50 | 114.0% | 0.82 | 0.0102 | -0.005 | 12 | 2.00 | 7.00 | 92 | 112.7% | -0.16 | 0.0100 | -0.005 | |||
| 7.50 | 11.45 | 2 | 6 | 110.4% | 0.80 | 0.0106 | -0.005 | 13 | 4.70 | 8.00 | 9 | 136.7% | -0.17 | 0.0105 | -0.006 | |
| 7.50 | 12.00 | 121.1% | 0.79 | 0.0110 | -0.005 | 14 | 3.50 | 8.50 | 14 | 116.7% | -0.19 | 0.0110 | -0.006 | |||
| 7.05 | 12.00 | 75 | 122.0% | 0.78 | 0.0114 | -0.006 | 15 | 6.50 | 7.15 | 4 | 736 | 119.3% | -0.20 | 0.0114 | -0.006 | |
| 7.00 | 11.50 | 1 | 121.7% | 0.76 | 0.0117 | -0.006 | 16 | 6.10 | 8.75 | 10 | 3 | 117.7% | -0.21 | 0.0118 | -0.006 | |
| 8.50 | 10.00 | 1 | 125.8% | 0.75 | 0.0119 | -0.006 | 17 | 8.35 | 9.20 | 60 | 60 | 128.3% | -0.22 | 0.0122 | -0.006 | |
| 6.50 | 11.50 | 31 | 125.3% | 0.74 | 0.0122 | -0.006 | 18 | 6.50 | 10.00 | 11 | 108.2% | -0.23 | 0.0125 | -0.007 | ||
| 6.00 | 11.00 | 4 | 120.8% | 0.73 | 0.0124 | -0.007 | 19 | 9.75 | 12.50 | 1 | 142.6% | -0.25 | 0.0128 | -0.007 | ||
| 6.20 | 10.05 | 4 | 132 | 118.3% | 0.72 | 0.0126 | -0.007 | 20 | 10.50 | 11.60 | 5 | 1,338 | 128.6% | -0.26 | 0.0131 | -0.007 |
| 6.00 | 11.00 | 283 | 127.0% | 0.71 | 0.0128 | -0.007 | 21 | 9.00 | 14.00 | 118 | 123.6% | -0.27 | 0.0134 | -0.007 | ||
| 5.50 | 10.50 | 15 | 122.3% | 0.70 | 0.0130 | -0.007 | 22 | 10.00 | 15.00 | 2 | 127.0% | -0.28 | 0.0137 | -0.007 | ||
| 5.50 | 10.50 | 3 | 124.9% | 0.69 | 0.0131 | -0.007 | 23 | 10.50 | 15.50 | 6 | 122.7% | -0.29 | 0.0139 | -0.007 | ||
| 5.50 | 10.50 | 28 | 127.4% | 0.68 | 0.0132 | -0.008 | 24 | 11.50 | 16.50 | 15 | 125.7% | -0.30 | 0.0141 | -0.007 | ||
| 5.50 | 8.55 | 591 | 119.7% | 0.67 | 0.0134 | -0.008 | 25 | 12.55 | 17.50 | 661 | 128.9% | -0.31 | 0.0144 | -0.007 | ||
| 5.00 | 10.00 | 1 | 124.7% | 0.66 | 0.0135 | -0.008 | 26 | 13.00 | 18.00 | 6 | 124.1% | -0.32 | 0.0146 | -0.007 | ||
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 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs