UVXY volatilità ProShares - Ultra VIX Short-Term Futures ETF
Cboe delayed options data · aggiornato al 09:39 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 63.8% | -20.0pt | ±3.8% |
| Sep 11, 2026 | 8 | 59.6% | -19.1pt | ±7.5% |
| Sep 18, 2026 | 15 | 68.1% | -17.8pt | ±11.4% |
| Sep 25, 2026 | 22 | 75.4% | -27.9pt | ±15.1% |
| Oct 02, 2026 | 29 | 77.6% | -41.1pt | ±17.7% |
| Oct 09, 2026 | 36 | 81.9% | -33.3pt | ±20.7% |
| Oct 16, 2026 | 43 | 85.8% | -31.5pt | ±23.6% |
| Nov 20, 2026 | 78 | 101.0% | -45.2pt | ±36.9% |
| Dec 18, 2026 | 106 | 103.0% | -46.1pt | ±43.6% |
| Jan 15, 2027 | 134 | 104.0% | -39.6pt | ±49.2% |
| Mar 19, 2027 | 197 | 108.2% | — | ±61.0% |
| Jun 17, 2027 | 287 | 114.4% | — | ±75.8% |
| Jan 21, 2028 | 505 | 118.5% | — | ±98.6% |
Volatility smile — Sep 18, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.