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ProShares VIX Short-Term Futures ETF VIXY

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Market dataready · fetched 2026-10-15T20:03:54.956Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:02:39.420658675Z

FundamentalsAlpha Vantage · ready

Share price$16.40
1D-2.1%
AH$16.21$16.42$16.63$16.85$17.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVIXY
Sold putSold callAH

ProShares VIX Short-Term Futures ETF options

Live interpolated VIXY call and put midpoint premiums by absolute delta.ProShares VIX Short-Term Futures ETF$0.00$0.97$1.93$2.90$3.87$15.04$16.92$18.81$20.70$22.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $16.40OPTION PRICELive VIXY spot · $16.40VIXY PRICE$0.65$0.89$1.14$1.38$1.63$1.87$2.12$2.36$2.61$2.85$3.09$3.34$3.58$0.06$0.12$0.17$0.23$0.29$0.34$0.40$0.45$0.51$0.57$0.62$0.68$0.73
PutsExpensive1.20×
CallsExpensive13.88×
SkewBullish-563.36 pp
Implied moveBullish±$2.51
TiltBullish68.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.42752.0%58.9%16.0255.6%2.7%
25Δ24.45732.9%54.5%16.1058.6%2.5%
30Δ23.49713.7%50.2%16.1961.7%2.3%
35Δ22.52694.6%45.8%16.2864.7%2.2%
40Δ21.56675.5%41.4%16.3667.8%2.0%
45Δ20.60656.3%37.0%16.4570.8%1.8%
50Δ19.63637.2%32.6%16.5473.8%1.6%
55Δ18.67618.1%28.2%16.6276.9%1.4%
60Δ17.71598.9%23.8%16.7179.9%1.2%
65Δ16.74579.8%19.5%16.7983.0%1.0%
70Δ15.78560.7%15.1%16.8886.0%0.9%
75Δ14.81541.5%10.7%16.9789.1%0.7%
80Δ13.85522.4%6.3%17.0592.1%0.5%

20Δ

Calls
Pseudo strike
25.42
IV
752.0%
B/E move
58.9%
Puts
Pseudo strike
16.02
IV
55.6%
B/E move
2.7%

25Δ

Calls
Pseudo strike
24.45
IV
732.9%
B/E move
54.5%
Puts
Pseudo strike
16.10
IV
58.6%
B/E move
2.5%

30Δ

Calls
Pseudo strike
23.49
IV
713.7%
B/E move
50.2%
Puts
Pseudo strike
16.19
IV
61.7%
B/E move
2.3%

35Δ

Calls
Pseudo strike
22.52
IV
694.6%
B/E move
45.8%
Puts
Pseudo strike
16.28
IV
64.7%
B/E move
2.2%

40Δ

Calls
Pseudo strike
21.56
IV
675.5%
B/E move
41.4%
Puts
Pseudo strike
16.36
IV
67.8%
B/E move
2.0%

45Δ

Calls
Pseudo strike
20.60
IV
656.3%
B/E move
37.0%
Puts
Pseudo strike
16.45
IV
70.8%
B/E move
1.8%

50Δ

Calls
Pseudo strike
19.63
IV
637.2%
B/E move
32.6%
Puts
Pseudo strike
16.54
IV
73.8%
B/E move
1.6%

55Δ

Calls
Pseudo strike
18.67
IV
618.1%
B/E move
28.2%
Puts
Pseudo strike
16.62
IV
76.9%
B/E move
1.4%

60Δ

Calls
Pseudo strike
17.71
IV
598.9%
B/E move
23.8%
Puts
Pseudo strike
16.71
IV
79.9%
B/E move
1.2%

65Δ

Calls
Pseudo strike
16.74
IV
579.8%
B/E move
19.5%
Puts
Pseudo strike
16.79
IV
83.0%
B/E move
1.0%

70Δ

Calls
Pseudo strike
15.78
IV
560.7%
B/E move
15.1%
Puts
Pseudo strike
16.88
IV
86.0%
B/E move
0.9%

75Δ

Calls
Pseudo strike
14.81
IV
541.5%
B/E move
10.7%
Puts
Pseudo strike
16.97
IV
89.1%
B/E move
0.7%

80Δ

Calls
Pseudo strike
13.85
IV
522.4%
B/E move
6.3%
Puts
Pseudo strike
17.05
IV
92.1%
B/E move
0.5%