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2x Long VIX Futures ETF UVIX

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Market dataready · fetched 2026-10-21T17:02:26.630Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T17:02:07.286142076Z

FundamentalsAlpha Vantage · ready

Share price$35.68
1D-0.2%
$34.93$35.44$35.95$36.46$36.975:30 AM6:30 AM9:00 AM1:00 PMUVIX
Sold putSold call

2x Long VIX Futures ETF options

Live interpolated UVIX call and put midpoint premiums by absolute delta.2x Long VIX Futures ETF$0.20$1.69$3.18$4.67$6.16$30.82$33.11$35.40$37.70$39.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UVIX spot · $35.68UVIX PRICE$0.44$0.56$0.67$0.77$0.88$1.03$1.18$1.32$1.45$1.59$1.81$2.23$2.28$0.36$0.50$0.67$0.85$1.04$1.23$1.57$2.05$2.42$2.65$3.82$4.11$5.73
PutsExpensive1.20×
CallsExpensive1.07×
SkewBearish+25.46 pp
Implied moveBearish±$2.75
TiltBearish25.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.59151.3%12.2%33.30116.9%7.7%
25Δ38.73150.8%10.1%33.73121.0%6.9%
30Δ37.90140.6%8.1%34.13126.0%6.2%
35Δ37.24131.3%6.5%34.56128.7%5.5%
40Δ36.68122.9%5.3%34.99130.5%4.9%
45Δ36.24120.6%4.4%35.42129.8%4.2%
50Δ35.83118.2%3.7%35.88138.5%3.8%
55Δ35.44113.6%3.0%36.45154.5%3.6%
60Δ35.09107.7%2.4%37.00156.9%3.1%
65Δ34.77102.3%1.9%37.46149.1%2.4%
70Δ34.40101.0%1.5%38.66181.7%2.4%
75Δ33.92109.6%1.3%39.16170.8%1.8%
80Δ33.7396.8%0.9%40.88193.2%1.5%

20Δ

Calls
Pseudo strike
39.59
IV
151.3%
B/E move
12.2%
Puts
Pseudo strike
33.30
IV
116.9%
B/E move
7.7%

25Δ

Calls
Pseudo strike
38.73
IV
150.8%
B/E move
10.1%
Puts
Pseudo strike
33.73
IV
121.0%
B/E move
6.9%

30Δ

Calls
Pseudo strike
37.90
IV
140.6%
B/E move
8.1%
Puts
Pseudo strike
34.13
IV
126.0%
B/E move
6.2%

35Δ

Calls
Pseudo strike
37.24
IV
131.3%
B/E move
6.5%
Puts
Pseudo strike
34.56
IV
128.7%
B/E move
5.5%

40Δ

Calls
Pseudo strike
36.68
IV
122.9%
B/E move
5.3%
Puts
Pseudo strike
34.99
IV
130.5%
B/E move
4.9%

45Δ

Calls
Pseudo strike
36.24
IV
120.6%
B/E move
4.4%
Puts
Pseudo strike
35.42
IV
129.8%
B/E move
4.2%

50Δ

Calls
Pseudo strike
35.83
IV
118.2%
B/E move
3.7%
Puts
Pseudo strike
35.88
IV
138.5%
B/E move
3.8%

55Δ

Calls
Pseudo strike
35.44
IV
113.6%
B/E move
3.0%
Puts
Pseudo strike
36.45
IV
154.5%
B/E move
3.6%

60Δ

Calls
Pseudo strike
35.09
IV
107.7%
B/E move
2.4%
Puts
Pseudo strike
37.00
IV
156.9%
B/E move
3.1%

65Δ

Calls
Pseudo strike
34.77
IV
102.3%
B/E move
1.9%
Puts
Pseudo strike
37.46
IV
149.1%
B/E move
2.4%

70Δ

Calls
Pseudo strike
34.40
IV
101.0%
B/E move
1.5%
Puts
Pseudo strike
38.66
IV
181.7%
B/E move
2.4%

75Δ

Calls
Pseudo strike
33.92
IV
109.6%
B/E move
1.3%
Puts
Pseudo strike
39.16
IV
170.8%
B/E move
1.8%

80Δ

Calls
Pseudo strike
33.73
IV
96.8%
B/E move
0.9%
Puts
Pseudo strike
40.88
IV
193.2%
B/E move
1.5%

Options history

No recorded observations