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ProShares VIX Short-Term Futures ETF VIXY

i

Market dataready · fetched 2026-11-07T06:52:21.217Z

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: 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 · 2026-11-07T01:00:08.004084449Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T06:52:19.713066+00:00

Share price$21.03
1D+1.5%
AH$19.60$20.01$20.42$20.83$21.245:30 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$0.31$3.05$5.80$8.54$11.29$15.24$17.99$20.74$23.49$26.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive VIXY spot · $21.03VIXY PRICE$1.13$1.50$1.89$1.85$2.27$2.23$2.52$2.79$2.97$0.60$0.76$1.04$1.45$1.80$2.14$2.90$3.69$4.58$6.00$7.41$10.49
Puts——
Calls——
Skew——
Implied moveBearish±$4.75
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.91118.3%17.7%
25Δ18.61114.5%15.1%
30Δ19.26117.2%13.3%
35Δ24.11138.6%20.0%19.78131.3%12.8%
40Δ23.54151.7%19.0%20.39135.8%11.6%
45Δ23.02167.0%18.4%21.08134.9%10.0%
50Δ21.73135.2%12.2%21.94150.8%9.5%
55Δ21.11145.4%11.2%22.92161.1%8.5%
60Δ24.03169.3%7.5%
65Δ19.91103.0%5.3%25.62182.4%6.7%
70Δ19.40101.3%4.2%27.27189.0%5.6%
75Δ18.9298.1%3.2%30.49216.8%4.9%
80Δ18.5689.6%2.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.91
IV
118.3%
B/E move
17.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.61
IV
114.5%
B/E move
15.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.26
IV
117.2%
B/E move
13.3%

35Δ

Calls
Pseudo strike
24.11
IV
138.6%
B/E move
20.0%
Puts
Pseudo strike
19.78
IV
131.3%
B/E move
12.8%

40Δ

Calls
Pseudo strike
23.54
IV
151.7%
B/E move
19.0%
Puts
Pseudo strike
20.39
IV
135.8%
B/E move
11.6%

45Δ

Calls
Pseudo strike
23.02
IV
167.0%
B/E move
18.4%
Puts
Pseudo strike
21.08
IV
134.9%
B/E move
10.0%

50Δ

Calls
Pseudo strike
21.73
IV
135.2%
B/E move
12.2%
Puts
Pseudo strike
21.94
IV
150.8%
B/E move
9.5%

55Δ

Calls
Pseudo strike
21.11
IV
145.4%
B/E move
11.2%
Puts
Pseudo strike
22.92
IV
161.1%
B/E move
8.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.03
IV
169.3%
B/E move
7.5%

65Δ

Calls
Pseudo strike
19.91
IV
103.0%
B/E move
5.3%
Puts
Pseudo strike
25.62
IV
182.4%
B/E move
6.7%

70Δ

Calls
Pseudo strike
19.40
IV
101.3%
B/E move
4.2%
Puts
Pseudo strike
27.27
IV
189.0%
B/E move
5.6%

75Δ

Calls
Pseudo strike
18.92
IV
98.1%
B/E move
3.2%
Puts
Pseudo strike
30.49
IV
216.8%
B/E move
4.9%

80Δ

Calls
Pseudo strike
18.56
IV
89.6%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend92.63%
Daily close
VIXY56.9%76.1%95.3%2026-08-10: 64.98%2026-08-11: 65.58%2026-08-12: 62.13%2026-08-13: 61.70%2026-08-17: 64.10%2026-08-18: 67.18%2026-08-21: 68.37%2026-08-24: 64.73%2026-08-25: 68.00%2026-08-26: 67.16%2026-08-27: 66.89%2026-08-28: 65.82%2026-08-31: 68.41%2026-09-01: 66.43%2026-09-02: 64.10%2026-09-03: 64.58%2026-09-04: 60.91%2026-09-08: 68.15%2026-09-09: 68.03%2026-09-10: 72.91%2026-09-11: 66.55%2026-09-14: 66.29%2026-09-15: 66.77%2026-09-16: 87.77%2026-09-17: 90.52%2026-09-18: 65.68%2026-09-21: 64.72%2026-09-22: 63.85%2026-09-23: 66.07%2026-09-24: 65.60%2026-09-25: 64.47%2026-09-28: 64.71%2026-09-29: 64.28%2026-09-30: 62.33%2026-10-01: 68.53%2026-10-02: 64.31%2026-10-05: 64.38%2026-10-06: 59.53%2026-10-07: 62.31%2026-10-08: 67.01%2026-10-12: 63.48%2026-10-13: 73.94%2026-10-16: 87.32%2026-10-19: 83.21%2026-10-20: 80.90%2026-10-21: 84.50%2026-10-22: 84.59%2026-10-23: 85.38%2026-10-26: 79.03%2026-10-27: 78.89%2026-10-28: 77.90%2026-10-29: 78.19%2026-10-30: 92.63%Aug 10Sep 21Oct 30
53 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
64.98%
65.58%
62.13%
61.70%
64.10%
67.18%
68.37%
64.73%
68.00%
67.16%
66.89%
65.82%
68.41%
66.43%
64.10%
64.58%
60.91%
68.15%
68.03%
72.91%
66.55%
66.29%
66.77%
87.77%
90.52%
65.68%
64.72%
63.85%
66.07%
65.60%
64.47%
64.71%
64.28%
62.33%
68.53%
64.31%
64.38%
59.53%
62.31%
67.01%
63.48%
73.94%
87.32%
83.21%
80.90%
84.50%
84.59%
85.38%
79.03%
78.89%
77.90%
78.19%
92.63%