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.120.1%
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.60.2%
HV6056.8%
IV − HV20 spread
+59.9pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
100
Own-history percentileWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 days recorded
Cboe delayed options data · as of 09:45 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 117.1% | -51.2pt | ±9.9% |
| Oct 30, 2026 | 10 | 108.2% | -51.5pt | ±15.0% |
| Nov 06, 2026 | 17 | 113.4% | -53.0pt | ±20.1% |
| Nov 13, 2026 | 24 | 122.0% | -47.3pt | ±25.5% |
| Nov 20, 2026 | 31 | 119.9% | -51.3pt | ±28.3% |
| Nov 27, 2026 | 38 | 111.2% | -54.5pt | ±28.9% |
| Dec 18, 2026 | 59 | 110.2% | -40.9pt | ±34.9% |
| Jan 15, 2027 | 87 | 114.6% | -50.6pt | ±43.6% |
| Mar 19, 2027 | 150 | 116.2% | — | ±57.0% |
| Jun 17, 2027 | 240 | 107.9% | — | ±65.6% |
| Nov 19, 2027 | 395 | 119.4% | — | ±88.5% |
| Jan 21, 2028 | 458 | 85.2% | — | ±70.1% |
Volatility smile — Nov 20, 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