UVXY volatility ProShares - Ultra VIX Short-Term Futures ETF
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.77.6%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.39.2%
HV6068.1%
IV − HV20 spread
+38.5pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
98
Own-history percentileWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 days recorded
Cboe delayed options data · as of 03:39 UTC · How these are computed
IV term structure
At-the-money implied volatility for each listed expiration, plotted by days remaining.
| Expires | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implied move |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 63.8% | -20.0pt | ±3.8% |
| Sep 11, 2026 | 9 | 59.6% | -19.1pt | ±7.5% |
| Sep 18, 2026 | 16 | 68.1% | -17.8pt | ±11.4% |
| Sep 25, 2026 | 23 | 75.4% | -27.9pt | ±15.1% |
| Oct 02, 2026 | 30 | 77.6% | -41.1pt | ±17.7% |
| Oct 09, 2026 | 37 | 81.9% | -33.3pt | ±20.7% |
| Oct 16, 2026 | 44 | 85.8% | -31.5pt | ±23.6% |
| Nov 20, 2026 | 79 | 101.0% | -45.2pt | ±36.9% |
| Dec 18, 2026 | 107 | 103.0% | -46.1pt | ±43.6% |
| Jan 15, 2027 | 135 | 104.0% | -39.6pt | ±49.2% |
| Mar 19, 2027 | 198 | 108.2% | — | ±61.0% |
| Jun 17, 2027 | 288 | 114.4% | — | ±75.8% |
| Jan 21, 2028 | 506 | 118.5% | — | ±98.6% |
Volatility smile — Sep 18, 2026
Implied volatility by strike. The tilt toward puts (left side higher) is the skew: downside protection priced richer than upside.
callsputs
Implied vs realized, daily record
IV30HV20