UVXY Optionskette ProShares - Ultra VIX Short-Term Futures ETF
Jede Zeile entspricht einem Strike. Die linke Hälfte zeigt den Call, die rechte den Put. Geld-/Briefkurs sind die aktuellen Quotes von Käufern und Verkäufern; Volumen sind die in dieser Sitzung gehandelten Kontrakte; Open Interest sind die offenen Kontrakte. Die hervorgehobene Zeile liegt dem Aktienkurs am nächsten.
Dieser Verfallstermin preist einen Move von etwa ±28.1% (12.59–22.41) · ATM IV 119.5% · P/C Open Interest 0.20
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Geldkurs | Fragen | 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 | Geldkurs | Fragen | Vol | OI | IV | Δ | Γ | Θ | |
| 6.60 | 10.10 | 0.99 | 0.0044 | -0.001 | 9 | 0 | 2.13 | 267.8% | -0.01 | 0.0038 | -0.001 | |||||
| 5.95 | 7.85 | 39 | 69 | 0.99 | 0.0078 | -0.002 | 10 | 0 | 0.0500 | 49 | 91.5% | -0.01 | 0.0072 | -0.002 | ||
| 6.25 | 6.85 | 89.6% | 0.97 | 0.0146 | -0.004 | 11 | 0 | 0.1200 | 14 | 90.0% | -0.03 | 0.0142 | -0.004 | |||
| 4.90 | 6.20 | 1 | 96 | 74.6% | 0.94 | 0.0252 | -0.007 | 12 | 0.0300 | 0.3100 | 378 | 95.3% | -0.06 | 0.0248 | -0.008 | |
| 4.25 | 5.10 | 296 | 80.2% | 0.90 | 0.0391 | -0.012 | 13 | 0.1500 | 0.3100 | 2 | 86 | 86.2% | -0.10 | 0.0388 | -0.012 | |
| 2.42 | 5.70 | 55.9% | 0.86 | 0.0463 | -0.015 | 13.5 | 0.2200 | 0.4900 | 90.0% | -0.13 | 0.0461 | -0.016 | ||||
| 3.90 | 4.20 | 17 | 964 | 96.5% | 0.83 | 0.0526 | -0.019 | 14 | 0.4100 | 0.6500 | 1 | 380 | 94.9% | -0.17 | 0.0524 | -0.019 |
| 2.41 | 4.95 | 95.7% | 0.79 | 0.0575 | -0.022 | 14.5 | 0.3200 | 1.35 | 105.9% | -0.21 | 0.0574 | -0.023 | ||||
| 3.25 | 3.60 | 20 | 715 | 100.7% | 0.75 | 0.0611 | -0.025 | 15 | 0.8600 | 1.00 | 40 | 1,734 | 101.2% | -0.25 | 0.0610 | -0.026 |
| 1.88 | 4.85 | 114.8% | 0.71 | 0.0636 | -0.028 | 15.5 | 0.6500 | 2.11 | 115.8% | -0.29 | 0.0636 | -0.029 | ||||
| 2.70 | 3.20 | 8 | 1,360 | 107.4% | 0.67 | 0.0651 | -0.031 | 16 | 1.30 | 1.50 | 3 | 281 | 105.0% | -0.33 | 0.0652 | -0.031 |
| 2.00 | 3.70 | 115.8% | 0.63 | 0.0659 | -0.033 | 16.5 | 1.55 | 2.53 | 126.0% | -0.36 | 0.0660 | -0.033 | ||||
| 2.43 | 2.71 | 24 | 1,024 | 113.9% | 0.60 | 0.0660 | -0.035 | 17 | 1.85 | 2.10 | 22 | 248 | 109.5% | -0.40 | 0.0661 | -0.035 |
| 2.08 | 2.54 | 4 | 112.1% | 0.57 | 0.0657 | -0.036 | 17.5 | 2.10 | 3.10 | 126.9% | -0.43 | 0.0658 | -0.036 | |||
| 2.10 | 2.40 | 59 | 1,418 | 119.3% | 0.54 | 0.0649 | -0.037 | 18 | 2.51 | 2.84 | 1 | 314 | 116.3% | -0.46 | 0.0650 | -0.037 |
| 1.85 | 2.37 | 8 | 121.8% | 0.51 | 0.0638 | -0.038 | 18.5 | 2.78 | 4.30 | 143.3% | -0.49 | 0.0640 | -0.038 | |||
| 1.90 | 2.10 | 9 | 965 | 125.1% | 0.48 | 0.0625 | -0.039 | 19 | 3.10 | 3.55 | 1 | 61 | 117.3% | -0.52 | 0.0627 | -0.039 |
| 1.58 | 2.00 | 4 | 122.9% | 0.46 | 0.0610 | -0.040 | 19.5 | 2.13 | 5.85 | 133.4% | -0.54 | 0.0612 | -0.040 | |||
| 1.60 | 1.95 | 142 | 1,679 | 129.6% | 0.44 | 0.0594 | -0.040 | 20 | 4.00 | 4.35 | 23 | 93 | 125.6% | -0.56 | 0.0596 | -0.040 |
| 1.46 | 1.89 | 131.6% | 0.41 | 0.0578 | -0.041 | 20.5 | 4.40 | 6.40 | 168.1% | -0.58 | 0.0580 | -0.040 | ||||
| 1.35 | 1.83 | 16 | 344 | 134.0% | 0.39 | 0.0561 | -0.041 | 21 | 4.80 | 5.50 | 11 | 138.0% | -0.60 | 0.0563 | -0.041 | |
| 0.3400 | 2.88 | 141.2% | 0.38 | 0.0544 | -0.041 | 21.5 | 4.35 | 7.45 | 156.8% | -0.62 | 0.0546 | -0.041 | ||||
| 1.35 | 1.51 | 165 | 808 | 138.0% | 0.36 | 0.0526 | -0.041 | 22 | 5.60 | 6.25 | 65 | 138.9% | -0.64 | 0.0529 | -0.041 | |
| 1.16 | 1.45 | 379 | 142.3% | 0.33 | 0.0493 | -0.041 | 23 | 6.50 | 6.90 | 7 | 138.1% | -0.67 | 0.0496 | -0.040 | ||
| 1.00 | 1.28 | 14 | 2,484 | 143.3% | 0.30 | 0.0462 | -0.041 | 24 | 7.30 | 8.35 | 14 | 155.0% | -0.70 | 0.0465 | -0.040 | |
| 0.9300 | 1.23 | 20 | 566 | 148.9% | 0.28 | 0.0433 | -0.040 | 25 | 8.20 | 8.80 | 42 | 146.1% | -0.72 | 0.0437 | -0.040 | |
| 0.8000 | 1.12 | 4 | 622 | 150.3% | 0.26 | 0.0407 | -0.040 | 26 | 9.10 | 10.65 | 12 | 176.0% | -0.74 | 0.0411 | -0.039 | |
Angezeigte Strikes: innerhalb von ±50 % des Basiswertpreises. Innerer Wert = max(0, Kurs − Strike) bei Calls, max(0, Strike − Kurs) bei Puts; Zeitwert = Optionspreis − innerer Wert. Greeks und IV gemäß Berechnung des Börsendatenfeeds.
Volatility Smile — Nov 20, 2026
Volatilitätsseite →Implizite Volatilität je Strike für diesen Verfallstermin. Out-of-the-money-Puts werden in der Regel mit höherer IV bepreist als Calls — der Skew.