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 ±11.5% (15.73–19.83) · ATM IV 70.1% · P/C Open Interest 0.46
| 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 | |
| 8.05 | 9.55 | 1 | 132.4% | 1.00 | 0.0024 | 0.000 | 9 | 0 | 0.0300 | 31 | 147.5% | -0.00 | 0.0024 | -0.002 | ||
| 6.85 | 8.75 | 27 | 108.5% | 0.99 | 0.0034 | 0.000 | 10 | 0 | 0.0400 | 97 | 131.7% | -0.00 | 0.0034 | -0.002 | ||
| 6.05 | 7.55 | 85.6% | 0.99 | 0.0049 | 0.000 | 11 | 0 | 0.7500 | 1 | 207.9% | -0.01 | 0.0049 | -0.002 | |||
| 5.05 | 6.55 | 51.1% | 0.99 | 0.0072 | 0.000 | 12 | 0 | 0.9500 | 1 | 193.3% | -0.01 | 0.0072 | -0.002 | |||
| 4.20 | 5.40 | 2 | 0.99 | 0.0114 | 0.000 | 13 | 0 | 0.7500 | 151.3% | -0.01 | 0.0115 | -0.002 | ||||
| 3.20 | 4.40 | 1 | 0.98 | 0.0233 | -0.002 | 14 | 0 | 0.0200 | 1 | 83 | 55.0% | -0.02 | 0.0234 | -0.003 | ||
| 2.20 | 3.40 | 656 | 0.93 | 0.0617 | -0.008 | 15 | 0 | 0.1300 | 390 | 58.3% | -0.07 | 0.0618 | -0.009 | |||
| 1.85 | 2.18 | 70 | 74 | 58.9% | 0.82 | 0.1180 | -0.018 | 16 | 0 | 0.9500 | 96 | 84.5% | -0.18 | 0.1184 | -0.018 | |
| 1.30 | 2.05 | 22 | 62.2% | 0.75 | 0.1427 | -0.022 | 16.5 | 0 | 0.9500 | 75 | 71.3% | -0.25 | 0.1432 | -0.023 | ||
| 1.20 | 1.63 | 191 | 67.5% | 0.66 | 0.1572 | -0.027 | 17 | 0.4900 | 0.5700 | 8 | 1,319 | 61.8% | -0.34 | 0.1578 | -0.028 | |
| 1.09 | 1.24 | 11 | 55 | 69.7% | 0.58 | 0.1606 | -0.031 | 17.5 | 0.4500 | 1.10 | 38 | 64.0% | -0.42 | 0.1612 | -0.031 | |
| 0.8700 | 0.9900 | 14 | 864 | 70.1% | 0.50 | 0.1561 | -0.033 | 18 | 1.07 | 1.17 | 3 | 595 | 70.0% | -0.50 | 0.1567 | -0.033 |
| 0.7500 | 0.8400 | 27 | 383 | 74.8% | 0.43 | 0.1469 | -0.034 | 18.5 | 1.16 | 1.50 | 12 | 93 | 63.9% | -0.57 | 0.1476 | -0.034 |
| 0.6300 | 0.6900 | 21 | 869 | 77.3% | 0.37 | 0.1353 | -0.034 | 19 | 1.74 | 1.85 | 77 | 2,157 | 76.2% | -0.63 | 0.1360 | -0.034 |
| 0.1900 | 0.9500 | 86 | 81.4% | 0.32 | 0.1228 | -0.034 | 19.5 | 1.88 | 2.63 | 3 | 6 | 81.0% | -0.68 | 0.1235 | -0.033 | |
| 0.4500 | 0.5300 | 6 | 1,918 | 84.7% | 0.28 | 0.1105 | -0.033 | 20 | 2.42 | 2.78 | 2 | 2,475 | 78.0% | -0.73 | 0.1112 | -0.032 |
| 0 | 1.00 | 158 | 94.4% | 0.24 | 0.0989 | -0.032 | 20.5 | 2.50 | 3.70 | 51 | 86.6% | -0.76 | 0.0996 | -0.031 | ||
| 0.1900 | 0.6200 | 5 | 535 | 94.3% | 0.21 | 0.0884 | -0.030 | 21 | 3.35 | 3.95 | 328 | 99.3% | -0.79 | 0.0891 | -0.029 | |
| 0 | 0.7500 | 49 | 99.1% | 0.19 | 0.0791 | -0.029 | 21.5 | 3.45 | 4.65 | 97.6% | -0.82 | 0.0797 | -0.028 | |||
| 0.2500 | 0.3100 | 15 | 1,304 | 96.2% | 0.17 | 0.0710 | -0.028 | 22 | 3.95 | 5.20 | 120 | 107.3% | -0.84 | 0.0716 | -0.026 | |
| 0 | 0.9500 | 19 | 122.9% | 0.15 | 0.0639 | -0.027 | 22.5 | 4.35 | 5.55 | 100.5% | -0.85 | 0.0645 | -0.025 | |||
| 0.1000 | 0.5000 | 15 | 420 | 111.4% | 0.14 | 0.0578 | -0.026 | 23 | 5.20 | 6.05 | 118 | 126.0% | -0.87 | 0.0584 | -0.024 | |
| 0 | 0.9300 | 29 | 135.2% | 0.12 | 0.0526 | -0.025 | 23.5 | 5.20 | 6.65 | 109.5% | -0.88 | 0.0531 | -0.023 | |||
| 0.0500 | 0.3100 | 588 | 107.3% | 0.11 | 0.0480 | -0.025 | 24 | 6.00 | 6.95 | 113 | 121.6% | -0.89 | 0.0485 | -0.022 | ||
| 0.1300 | 0.7700 | 34 | 145.9% | 0.11 | 0.0441 | -0.024 | 24.5 | 6.35 | 7.65 | 130.4% | -0.90 | 0.0445 | -0.021 | |||
| 0.1400 | 0.2200 | 38 | 2,873 | 117.6% | 0.10 | 0.0406 | -0.024 | 25 | 7.10 | 7.50 | 1,428 | 104.8% | -0.90 | 0.0410 | -0.020 | |
| 0.1300 | 0.4200 | 3 | 771 | 141.4% | 0.09 | 0.0349 | -0.022 | 26 | 7.90 | 9.20 | 189 | 152.8% | -0.92 | 0.0353 | -0.019 | |
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 — Sep 18, 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.