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2x Long VIX Futures ETF UVIX

i

Market dataready · fetched 2026-11-10T22:30:05.759Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, 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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-10T22:24:46.492198326Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-10T22:30:04.863670+00:00

Share price$37.47
1D-5.8%
AH$37$38$39$40$415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUVIX
Sold putSold callAH

2x Long VIX Futures ETF options

Live interpolated UVIX call and put midpoint premiums by absolute delta.2x Long VIX Futures ETF$0.34$2.43$4.52$6.61$8.70$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEUVIX PRICE$0.82$1.03$1.56$1.74$1.93$3.05$3.34$3.61$4.62$0.57$0.73$0.98$1.25$1.52$2.65$3.20$3.62$4.13$4.78$8.10
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.05241.4%25.1%33.95140.2%10.9%
25Δ43.81224.9%19.7%34.75135.8%9.2%
30Δ35.34141.0%8.3%
35Δ41.20215.6%14.1%35.94145.0%7.4%
40Δ39.85197.6%11.0%36.57145.2%6.5%
45Δ38.81184.2%8.7%
50Δ37.96175.9%5.7%
55Δ38.78181.1%5.0%
60Δ36.43186.4%5.4%39.54176.4%4.1%
65Δ35.70176.6%4.2%40.33174.2%3.4%
70Δ35.04165.9%3.1%41.23174.1%2.7%
75Δ
80Δ33.52160.4%1.8%44.85213.4%1.9%

20Δ

Calls
Pseudo strike
46.05
IV
241.4%
B/E move
25.1%
Puts
Pseudo strike
33.95
IV
140.2%
B/E move
10.9%

25Δ

Calls
Pseudo strike
43.81
IV
224.9%
B/E move
19.7%
Puts
Pseudo strike
34.75
IV
135.8%
B/E move
9.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.34
IV
141.0%
B/E move
8.3%

35Δ

Calls
Pseudo strike
41.20
IV
215.6%
B/E move
14.1%
Puts
Pseudo strike
35.94
IV
145.0%
B/E move
7.4%

40Δ

Calls
Pseudo strike
39.85
IV
197.6%
B/E move
11.0%
Puts
Pseudo strike
36.57
IV
145.2%
B/E move
6.5%

45Δ

Calls
Pseudo strike
38.81
IV
184.2%
B/E move
8.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.96
IV
175.9%
B/E move
5.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.78
IV
181.1%
B/E move
5.0%

60Δ

Calls
Pseudo strike
36.43
IV
186.4%
B/E move
5.4%
Puts
Pseudo strike
39.54
IV
176.4%
B/E move
4.1%

65Δ

Calls
Pseudo strike
35.70
IV
176.6%
B/E move
4.2%
Puts
Pseudo strike
40.33
IV
174.2%
B/E move
3.4%

70Δ

Calls
Pseudo strike
35.04
IV
165.9%
B/E move
3.1%
Puts
Pseudo strike
41.23
IV
174.1%
B/E move
2.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
33.52
IV
160.4%
B/E move
1.8%
Puts
Pseudo strike
44.85
IV
213.4%
B/E move
1.9%

Options history

IV · four-Friday blend211.59%
Daily close
UVIX64.0%143.3%222.5%2026-08-12: 83.47%2026-08-13: 85.30%2026-08-14: 81.70%2026-08-17: 90.73%2026-08-18: 93.03%2026-08-19: 82.73%2026-08-20: 86.07%2026-08-21: 91.29%2026-08-24: 95.80%2026-08-25: 88.04%2026-08-26: 85.83%2026-08-27: 78.74%2026-08-28: 91.72%2026-08-31: 86.63%2026-09-01: 94.76%2026-09-02: 89.79%2026-09-03: 84.55%2026-09-04: 95.64%2026-09-08: 103.16%2026-09-09: 103.67%2026-09-10: 132.37%2026-09-11: 100.48%2026-09-14: 107.06%2026-09-15: 106.67%2026-09-16: 123.21%2026-09-17: 93.03%2026-09-18: 94.63%2026-09-21: 96.09%2026-09-22: 83.81%2026-09-23: 97.63%2026-09-24: 94.12%2026-09-25: 90.10%2026-09-28: 96.56%2026-09-29: 92.53%2026-09-30: 90.63%2026-10-01: 96.79%2026-10-02: 88.75%2026-10-05: 87.73%2026-10-06: 74.97%2026-10-07: 75.28%2026-10-08: 86.91%2026-10-09: 86.23%2026-10-12: 82.10%2026-10-13: 84.51%2026-10-14: 105.86%2026-10-15: 100.40%2026-10-16: 208.62%2026-10-19: 157.11%2026-10-20: 146.17%2026-10-21: 135.39%2026-10-22: 172.69%2026-10-23: 172.40%2026-10-26: 157.96%2026-10-27: 147.14%2026-10-28: 144.13%2026-10-29: 132.05%2026-10-30: 211.59%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
83.47%
85.30%
81.70%
90.73%
93.03%
82.73%
86.07%
91.29%
95.80%
88.04%
85.83%
78.74%
91.72%
86.63%
94.76%
89.79%
84.55%
95.64%
103.16%
103.67%
132.37%
100.48%
107.06%
106.67%
123.21%
93.03%
94.63%
96.09%
83.81%
97.63%
94.12%
90.10%
96.56%
92.53%
90.63%
96.79%
88.75%
87.73%
74.97%
75.28%
86.91%
86.23%
82.10%
84.51%
105.86%
100.40%
208.62%
157.11%
146.17%
135.39%
172.69%
172.40%
157.96%
147.14%
144.13%
132.05%
211.59%