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ProShares VIX Short-Term Futures ETF VIXY

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Market dataready · fetched 2026-10-16T01:04:07.767Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-16T00:00:07.793169778Z

FundamentalsAlpha Vantage · ready

Share price$16.40
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$0.28$1.30$2.32$3.33$4.35$11.88$14.04$16.21$18.37$20.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VIXY spot · $16.40VIXY PRICE$0.42$0.52$0.63$0.74$0.86$0.99$1.12$1.26$1.41$1.58$1.75$2.01$2.97$2.10$0.39$0.55$0.70$0.85$1.12$1.39$1.74$2.21$2.49$2.67$2.85$4.05
PutsExpensive1.88×
CallsExpensive1.59×
SkewBearish+7.55 pp
Implied moveBearish±$2.52
TiltBearish17.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.0680.9%31.0%11.75234.9%41.2%
25Δ19.8775.3%24.3%15.0946.3%10.4%
30Δ18.9971.5%19.6%15.3948.5%9.5%
35Δ18.3368.5%16.3%15.7050.6%8.5%
40Δ17.7565.8%13.5%16.0152.7%7.6%
45Δ17.2463.5%11.2%16.3955.8%6.9%
50Δ16.7961.2%9.2%16.7858.9%6.2%
55Δ16.3959.1%7.6%17.2362.7%5.5%
60Δ15.9957.0%6.1%17.7967.5%4.9%
65Δ15.6555.1%5.0%18.2266.5%4.1%
70Δ15.3053.1%4.0%18.5762.2%3.1%
75Δ14.8953.2%3.0%18.9157.8%2.1%
80Δ13.9069.8%2.9%20.1667.9%1.8%

20Δ

Calls
Pseudo strike
21.06
IV
80.9%
B/E move
31.0%
Puts
Pseudo strike
11.75
IV
234.9%
B/E move
41.2%

25Δ

Calls
Pseudo strike
19.87
IV
75.3%
B/E move
24.3%
Puts
Pseudo strike
15.09
IV
46.3%
B/E move
10.4%

30Δ

Calls
Pseudo strike
18.99
IV
71.5%
B/E move
19.6%
Puts
Pseudo strike
15.39
IV
48.5%
B/E move
9.5%

35Δ

Calls
Pseudo strike
18.33
IV
68.5%
B/E move
16.3%
Puts
Pseudo strike
15.70
IV
50.6%
B/E move
8.5%

40Δ

Calls
Pseudo strike
17.75
IV
65.8%
B/E move
13.5%
Puts
Pseudo strike
16.01
IV
52.7%
B/E move
7.6%

45Δ

Calls
Pseudo strike
17.24
IV
63.5%
B/E move
11.2%
Puts
Pseudo strike
16.39
IV
55.8%
B/E move
6.9%

50Δ

Calls
Pseudo strike
16.79
IV
61.2%
B/E move
9.2%
Puts
Pseudo strike
16.78
IV
58.9%
B/E move
6.2%

55Δ

Calls
Pseudo strike
16.39
IV
59.1%
B/E move
7.6%
Puts
Pseudo strike
17.23
IV
62.7%
B/E move
5.5%

60Δ

Calls
Pseudo strike
15.99
IV
57.0%
B/E move
6.1%
Puts
Pseudo strike
17.79
IV
67.5%
B/E move
4.9%

65Δ

Calls
Pseudo strike
15.65
IV
55.1%
B/E move
5.0%
Puts
Pseudo strike
18.22
IV
66.5%
B/E move
4.1%

70Δ

Calls
Pseudo strike
15.30
IV
53.1%
B/E move
4.0%
Puts
Pseudo strike
18.57
IV
62.2%
B/E move
3.1%

75Δ

Calls
Pseudo strike
14.89
IV
53.2%
B/E move
3.0%
Puts
Pseudo strike
18.91
IV
57.8%
B/E move
2.1%

80Δ

Calls
Pseudo strike
13.90
IV
69.8%
B/E move
2.9%
Puts
Pseudo strike
20.16
IV
67.9%
B/E move
1.8%