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2x Long VIX Futures ETF UVIX

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Market dataready · fetched 2026-10-21T17:52:01.669Z

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

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T17:51:47.401051256Z

FundamentalsAlpha Vantage · ready

Share price$35.39
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$0.21$1.37$2.53$3.69$4.85$31.27$33.43$35.60$37.77$39.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UVIX spot · $35.39UVIX PRICE$0.45$0.56$0.70$0.82$0.96$1.15$1.34$1.50$1.67$1.89$2.25$2.61$2.85$0.33$0.44$0.56$0.73$0.88$1.05$1.23$1.45$1.95$2.32$2.48$3.12$4.51
PutsFair0.98×
CallsExpensive1.21×
SkewBullish-16.16 pp
Implied moveBullish±$2.57
TiltBearish5.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.49163.7%12.9%33.19108.4%7.2%
25Δ38.41150.8%10.1%33.64108.3%6.2%
30Δ37.75149.3%8.6%34.07106.8%5.3%
35Δ37.05140.5%7.0%34.41111.9%4.8%
40Δ36.49135.7%5.8%34.78112.3%4.2%
45Δ36.03136.7%5.1%35.15111.5%3.6%
50Δ35.58136.4%4.3%35.52111.7%3.1%
55Δ35.14131.1%3.5%35.90112.6%2.7%
60Δ34.73125.7%2.8%36.43128.6%2.5%
65Δ34.31123.5%2.3%36.94132.5%2.2%
70Δ33.82128.4%1.9%37.28123.6%1.7%
75Δ33.33130.2%1.6%38.03133.6%1.4%
80Δ32.93122.6%1.1%39.46162.6%1.2%

20Δ

Calls
Pseudo strike
39.49
IV
163.7%
B/E move
12.9%
Puts
Pseudo strike
33.19
IV
108.4%
B/E move
7.2%

25Δ

Calls
Pseudo strike
38.41
IV
150.8%
B/E move
10.1%
Puts
Pseudo strike
33.64
IV
108.3%
B/E move
6.2%

30Δ

Calls
Pseudo strike
37.75
IV
149.3%
B/E move
8.6%
Puts
Pseudo strike
34.07
IV
106.8%
B/E move
5.3%

35Δ

Calls
Pseudo strike
37.05
IV
140.5%
B/E move
7.0%
Puts
Pseudo strike
34.41
IV
111.9%
B/E move
4.8%

40Δ

Calls
Pseudo strike
36.49
IV
135.7%
B/E move
5.8%
Puts
Pseudo strike
34.78
IV
112.3%
B/E move
4.2%

45Δ

Calls
Pseudo strike
36.03
IV
136.7%
B/E move
5.1%
Puts
Pseudo strike
35.15
IV
111.5%
B/E move
3.6%

50Δ

Calls
Pseudo strike
35.58
IV
136.4%
B/E move
4.3%
Puts
Pseudo strike
35.52
IV
111.7%
B/E move
3.1%

55Δ

Calls
Pseudo strike
35.14
IV
131.1%
B/E move
3.5%
Puts
Pseudo strike
35.90
IV
112.6%
B/E move
2.7%

60Δ

Calls
Pseudo strike
34.73
IV
125.7%
B/E move
2.8%
Puts
Pseudo strike
36.43
IV
128.6%
B/E move
2.5%

65Δ

Calls
Pseudo strike
34.31
IV
123.5%
B/E move
2.3%
Puts
Pseudo strike
36.94
IV
132.5%
B/E move
2.2%

70Δ

Calls
Pseudo strike
33.82
IV
128.4%
B/E move
1.9%
Puts
Pseudo strike
37.28
IV
123.6%
B/E move
1.7%

75Δ

Calls
Pseudo strike
33.33
IV
130.2%
B/E move
1.6%
Puts
Pseudo strike
38.03
IV
133.6%
B/E move
1.4%

80Δ

Calls
Pseudo strike
32.93
IV
122.6%
B/E move
1.1%
Puts
Pseudo strike
39.46
IV
162.6%
B/E move
1.2%

Options history

UVIX143.91150.54157.172026-10-19: 156.26%2026-10-20: 144.83%Oct 19Oct 20
Table
DateIV
156.26%
144.83%