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ProShares VIX Short-Term Futures ETF VIXY

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Market dataready · fetched 2026-10-15T21:55:43.855Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T21:50:37.944581081Z

FundamentalsAlpha Vantage · ready

Share price$16.47
1D-1.9%
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$0.94$1.87$2.81$3.75$15.19$16.16$17.13$18.10$19.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VIXY spot · $16.47VIXY PRICE$0.19$0.47$0.74$1.01$1.29$1.56$1.83$2.11$2.38$2.65$2.93$3.20$3.47$0.08$0.14$0.20$0.27$0.33$0.39$0.45$0.51$0.57$0.64$0.70$1.99$3.31
PutsExpensive1.72×
CallsExpensive6.45×
SkewBullish-160.25 pp
Implied moveBullish±$2.29
TiltBullish42.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.8582.2%3.5%16.0565.2%3.1%
25Δ16.56113.4%3.4%16.1469.5%2.9%
30Δ16.26144.7%3.2%16.2473.9%2.7%
35Δ15.97176.0%3.1%16.3378.2%2.5%
40Δ15.68207.2%3.0%16.4382.5%2.2%
45Δ15.39238.5%2.9%16.5286.8%2.0%
50Δ15.10269.7%2.8%16.6291.1%1.8%
55Δ14.81301.0%2.7%16.7195.4%1.6%
60Δ14.51332.2%2.6%16.8199.7%1.4%
65Δ14.22363.5%2.5%16.90104.0%1.2%
70Δ13.93394.7%2.4%17.00108.3%1.0%
75Δ13.64426.0%2.2%18.29191.6%1.0%
80Δ13.35457.2%2.1%19.61276.9%1.0%

20Δ

Calls
Pseudo strike
16.85
IV
82.2%
B/E move
3.5%
Puts
Pseudo strike
16.05
IV
65.2%
B/E move
3.1%

25Δ

Calls
Pseudo strike
16.56
IV
113.4%
B/E move
3.4%
Puts
Pseudo strike
16.14
IV
69.5%
B/E move
2.9%

30Δ

Calls
Pseudo strike
16.26
IV
144.7%
B/E move
3.2%
Puts
Pseudo strike
16.24
IV
73.9%
B/E move
2.7%

35Δ

Calls
Pseudo strike
15.97
IV
176.0%
B/E move
3.1%
Puts
Pseudo strike
16.33
IV
78.2%
B/E move
2.5%

40Δ

Calls
Pseudo strike
15.68
IV
207.2%
B/E move
3.0%
Puts
Pseudo strike
16.43
IV
82.5%
B/E move
2.2%

45Δ

Calls
Pseudo strike
15.39
IV
238.5%
B/E move
2.9%
Puts
Pseudo strike
16.52
IV
86.8%
B/E move
2.0%

50Δ

Calls
Pseudo strike
15.10
IV
269.7%
B/E move
2.8%
Puts
Pseudo strike
16.62
IV
91.1%
B/E move
1.8%

55Δ

Calls
Pseudo strike
14.81
IV
301.0%
B/E move
2.7%
Puts
Pseudo strike
16.71
IV
95.4%
B/E move
1.6%

60Δ

Calls
Pseudo strike
14.51
IV
332.2%
B/E move
2.6%
Puts
Pseudo strike
16.81
IV
99.7%
B/E move
1.4%

65Δ

Calls
Pseudo strike
14.22
IV
363.5%
B/E move
2.5%
Puts
Pseudo strike
16.90
IV
104.0%
B/E move
1.2%

70Δ

Calls
Pseudo strike
13.93
IV
394.7%
B/E move
2.4%
Puts
Pseudo strike
17.00
IV
108.3%
B/E move
1.0%

75Δ

Calls
Pseudo strike
13.64
IV
426.0%
B/E move
2.2%
Puts
Pseudo strike
18.29
IV
191.6%
B/E move
1.0%

80Δ

Calls
Pseudo strike
13.35
IV
457.2%
B/E move
2.1%
Puts
Pseudo strike
19.61
IV
276.9%
B/E move
1.0%