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ProShares Ultra VIX Short-Term Futures ETF UVXY

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Market dataready · fetched 2026-10-21T17:53:00.652Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 · 2026-10-21T17:52:58.325461542Z

FundamentalsAlpha Vantage · ready

Share price$16.87
1D-0.3%
$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$0.26$3.02$5.78$8.53$11.29$9.86$13.40$16.94$20.47$24.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UVXY spot · $16.86UVXY PRICE$0.68$0.86$1.04$1.23$1.41$1.62$1.78$2.04$2.25$2.67$2.94$3.43$3.45$0.56$0.85$1.02$1.33$1.74$2.21$2.75$3.38$4.13$5.30$6.55$7.97$10.49
PutsExpensive1.66×
CallsExpensive1.72×
SkewBullish-2.94 pp
Implied moveBearish±$4.54
TiltBearish31.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.03153.3%64.3%14.0890.4%19.9%
25Δ24.44145.0%50.1%14.51100.9%19.0%
30Δ22.45136.6%39.2%15.2295.0%15.8%
35Δ20.98131.0%31.7%15.8098.3%14.2%
40Δ19.72124.0%25.3%16.41105.0%13.1%
45Δ18.72119.2%20.6%17.10109.9%11.7%
50Δ17.82111.6%16.2%17.85114.5%10.5%
55Δ17.09110.2%13.5%18.70118.2%9.2%
60Δ16.40104.7%10.6%19.67122.2%7.9%
65Δ15.74109.6%9.2%21.00131.3%6.9%
70Δ15.13105.1%7.1%22.45136.6%5.7%
75Δ14.42108.4%5.8%24.08140.4%4.5%
80Δ14.0492.2%3.7%26.79150.1%3.4%

20Δ

Calls
Pseudo strike
27.03
IV
153.3%
B/E move
64.3%
Puts
Pseudo strike
14.08
IV
90.4%
B/E move
19.9%

25Δ

Calls
Pseudo strike
24.44
IV
145.0%
B/E move
50.1%
Puts
Pseudo strike
14.51
IV
100.9%
B/E move
19.0%

30Δ

Calls
Pseudo strike
22.45
IV
136.6%
B/E move
39.2%
Puts
Pseudo strike
15.22
IV
95.0%
B/E move
15.8%

35Δ

Calls
Pseudo strike
20.98
IV
131.0%
B/E move
31.7%
Puts
Pseudo strike
15.80
IV
98.3%
B/E move
14.2%

40Δ

Calls
Pseudo strike
19.72
IV
124.0%
B/E move
25.3%
Puts
Pseudo strike
16.41
IV
105.0%
B/E move
13.1%

45Δ

Calls
Pseudo strike
18.72
IV
119.2%
B/E move
20.6%
Puts
Pseudo strike
17.10
IV
109.9%
B/E move
11.7%

50Δ

Calls
Pseudo strike
17.82
IV
111.6%
B/E move
16.2%
Puts
Pseudo strike
17.85
IV
114.5%
B/E move
10.5%

55Δ

Calls
Pseudo strike
17.09
IV
110.2%
B/E move
13.5%
Puts
Pseudo strike
18.70
IV
118.2%
B/E move
9.2%

60Δ

Calls
Pseudo strike
16.40
IV
104.7%
B/E move
10.6%
Puts
Pseudo strike
19.67
IV
122.2%
B/E move
7.9%

65Δ

Calls
Pseudo strike
15.74
IV
109.6%
B/E move
9.2%
Puts
Pseudo strike
21.00
IV
131.3%
B/E move
6.9%

70Δ

Calls
Pseudo strike
15.13
IV
105.1%
B/E move
7.1%
Puts
Pseudo strike
22.45
IV
136.6%
B/E move
5.7%

75Δ

Calls
Pseudo strike
14.42
IV
108.4%
B/E move
5.8%
Puts
Pseudo strike
24.08
IV
140.4%
B/E move
4.5%

80Δ

Calls
Pseudo strike
14.04
IV
92.2%
B/E move
3.7%
Puts
Pseudo strike
26.79
IV
150.1%
B/E move
3.4%

Options history

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