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ProShares Ultra VIX Short-Term Futures ETF UVXY

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Market dataready · fetched 2026-10-21T17:48:52.030Z

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 · 2026-10-21T17:48:49.755333213Z

FundamentalsAlpha Vantage · ready

Share price$16.88
1D-0.2%
$16.71$16.89$17.08$17.26$17.445:30 AM6:30 AM9:00 AM1:00 PMUVXY
Sold putSold call

ProShares Ultra VIX Short-Term Futures ETF options

Live interpolated UVXY call and put midpoint premiums by absolute delta.ProShares Ultra VIX Short-Term Futures ETF$0.13$0.52$0.91$1.31$1.70$15.11$15.97$16.83$17.68$18.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UVXY spot · $16.88UVXY PRICE$0.17$0.21$0.26$0.31$0.35$0.40$0.46$0.54$0.62$0.70$0.85$1.00$1.17$0.27$0.26$0.24$0.25$0.33$0.41$0.49$0.59$0.71$0.82$0.98$1.18$1.59
PutsExpensive1.19×
CallsExpensive1.22×
SkewBearish+8.21 pp
Implied moveBearish±$0.96
TiltBearish7.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.37127.1%9.8%14.67215.2%14.7%
25Δ17.99118.9%7.8%15.34164.8%10.6%
30Δ17.73113.8%6.6%16.02114.4%6.5%
35Δ17.48108.6%5.3%16.5479.8%3.5%
40Δ17.29103.7%4.5%16.6784.1%3.2%
45Δ17.1098.7%3.7%16.8088.4%2.9%
50Δ16.9395.9%3.0%16.9392.7%2.6%
55Δ16.7895.2%2.6%17.0895.8%2.3%
60Δ16.6394.6%2.1%17.2597.6%2.0%
65Δ16.4794.5%1.7%17.4299.4%1.7%
70Δ16.2897.9%1.5%17.63102.4%1.4%
75Δ16.08101.3%1.2%17.88106.4%1.1%
80Δ15.86102.9%0.9%18.31118.7%0.9%

20Δ

Calls
Pseudo strike
18.37
IV
127.1%
B/E move
9.8%
Puts
Pseudo strike
14.67
IV
215.2%
B/E move
14.7%

25Δ

Calls
Pseudo strike
17.99
IV
118.9%
B/E move
7.8%
Puts
Pseudo strike
15.34
IV
164.8%
B/E move
10.6%

30Δ

Calls
Pseudo strike
17.73
IV
113.8%
B/E move
6.6%
Puts
Pseudo strike
16.02
IV
114.4%
B/E move
6.5%

35Δ

Calls
Pseudo strike
17.48
IV
108.6%
B/E move
5.3%
Puts
Pseudo strike
16.54
IV
79.8%
B/E move
3.5%

40Δ

Calls
Pseudo strike
17.29
IV
103.7%
B/E move
4.5%
Puts
Pseudo strike
16.67
IV
84.1%
B/E move
3.2%

45Δ

Calls
Pseudo strike
17.10
IV
98.7%
B/E move
3.7%
Puts
Pseudo strike
16.80
IV
88.4%
B/E move
2.9%

50Δ

Calls
Pseudo strike
16.93
IV
95.9%
B/E move
3.0%
Puts
Pseudo strike
16.93
IV
92.7%
B/E move
2.6%

55Δ

Calls
Pseudo strike
16.78
IV
95.2%
B/E move
2.6%
Puts
Pseudo strike
17.08
IV
95.8%
B/E move
2.3%

60Δ

Calls
Pseudo strike
16.63
IV
94.6%
B/E move
2.1%
Puts
Pseudo strike
17.25
IV
97.6%
B/E move
2.0%

65Δ

Calls
Pseudo strike
16.47
IV
94.5%
B/E move
1.7%
Puts
Pseudo strike
17.42
IV
99.4%
B/E move
1.7%

70Δ

Calls
Pseudo strike
16.28
IV
97.9%
B/E move
1.5%
Puts
Pseudo strike
17.63
IV
102.4%
B/E move
1.4%

75Δ

Calls
Pseudo strike
16.08
IV
101.3%
B/E move
1.2%
Puts
Pseudo strike
17.88
IV
106.4%
B/E move
1.1%

80Δ

Calls
Pseudo strike
15.86
IV
102.9%
B/E move
0.9%
Puts
Pseudo strike
18.31
IV
118.7%
B/E move
0.9%

Options history

UVXY106.91112.29117.662026-10-19: 116.92%2026-10-20: 107.65%Oct 19Oct 20
Table
DateIV
116.92%
107.65%