UVXY ProShares Ultra VIX Short-Term Futures ETF
ETF 16.95 DelayedETF quote, holdings, sector allocation, technicals, and options analytics. Fibonacci levels
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
- 52-Week Range
- $16.55 – $70.60
- YTD
- -51.53%
- IV Rank (30D)
- 6.41
- Straddle Price
- $3.25
- P/C Vol Ratio
- 0.16
ProShares Ultra VIX Short-Term Futures ETF (UVXY) ETF
- Exchange
- BATS
- Inception
- 2011-10-03
- Has Options
- Yes
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | CBOE VIX FUTURE Oct26 | 51.45% | Derivative | — |
| — | CBOE VIX FUTURE Nov26 | 35.65% | Derivative | — |
| — | PROSHARES GENIUS MNY MKT ETF | 12.90% | Derivative | — |
| Month | Avg Return | Years of Data |
|---|---|---|
| Jan | -0.27% | 15 |
| Feb | -0.76% | 15 |
| Mar | -4.25% | 15 |
| Apr | -10.96% | 15 |
| May | -13.42% | 15 |
| Jun | -13.22% | 15 |
| Jul | -17.16% | 15 |
| Aug | +1.52% | 15 |
| Sep | -8.62% | 15 |
| Oct | -9.25% | 15 |
| Nov | -20.53% | 15 |
| Dec | -4.08% | 15 |
Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.
- SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
- EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
- MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
- ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
- +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
- RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
- Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
- Williams %R — inverted scale: <−80 oversold, >−20 overbought.
Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.
- Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
- OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
- Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
- ATR / True Range — average daily $ move; sizing and stop-loss reference.
- HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.
Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →
Trend Indicators
Momentum Oscillators
Volume & Volatility
Data Summary
Here is the LLM Stock Analysis Prompt Template for UVXY:
Executive Summary
Overall Assessment: NEUTRAL (confidence level: 6/10)
Key Drivers: Recent market sentiment, options activity, volatility indicators
Primary Risks: High short-term volatility, potential price swings based on options trading
Investment Thesis: UVXY's neutral trend and stable beta may indicate a good hedging opportunity, but its high short-term volatility could lead to unexpected moves.
Recent News Sentiment Impact: Neutral overall sentiment from recent news headlines; however, the market narrative is shifting towards increased caution, which might impact UVXY's price action.
Technical Analysis
Trend Direction:
- Short-term (1-4 weeks): Range-bound
- Medium-term (1-3 months): Downtrend
- Long-term (3-12 months): Uptrend
Support/Resistance Levels: SMA 20 ($24.49), SMA 50 ($28.01)
Momentum Signals:
- RSI interpretation: Neutral (47.68)
- MACD signal: Bearish (-1.43)
- Bollinger Bands position: Squeeze (neutral)
Volume Analysis:
- Volume SMA 20: 7187143.75
- On-Balance Volume (OBV): 64054823.10
News & Sentiment Analysis
Recent Headlines Summary: Neutral overall sentiment from recent news headlines, with market commentary and routine announcements.
Sentiment Assessment: NEUTRAL
Catalyst Identification:
- None significant in the near term; however, earnings releases or regulatory changes could impact price action in the medium term.
Market Narrative: Market caution is increasing, which might lead to higher volatility and potential price swings for UVXY.
Risk & Volatility Assessment
Risk Metrics:
- Beta: -5.64 (vs SPY)
- Alpha: 0.14
- Correlation: -0.83
- Stock Volatility: 0.86
Options Market Signals:
- IV Rank: 19.3% (Low)
- Current IV: 128.3%
- Expected Move: $4.96 (28 DTE), 7-DTE: $2.22
- Volume Flow: 1,536 calls vs 1,426 puts
- Open Interest: 23,221 calls vs 11,760 puts
Downside Protection: SMA 20 ($24.49) and potential support from the lower Bollinger Band.
Market Context & Positioning
Sector Performance:
- Volatility ETFs have been trending upward in recent weeks.
Institutional Activity:
- Volume patterns suggest institutional interest is relatively low.
Correlation Analysis:
- UVXY's beta is negative, indicating a trend opposite to the market (vs SPY).
Relative Valuation:
- UVXY is trading near its lower Bollinger Band, suggesting potential support and a possible rebound.
Key Levels & Action Items
Critical Price Levels: SMA 20 ($24.49) and SMA 50 ($28.01)
Breakout/Breakdown Levels: Upper Bollinger Band ($26.54) for potential upside or lower band ($22.44) for potential downside
Time-Sensitive Catalysts:
- None significant in the near term; however, earnings releases or regulatory changes could impact price action in the medium term.
Risk Management:
- Set stop-loss levels around SMA 20 ($24.49) and adjust as necessary based on market conditions.
- Consider position sizing and hedging strategies to mitigate potential losses.
Please note that this analysis is for demonstration purposes only and should not be taken as investment advice.
- IV Rank (30D)
- 6.41
- IV Rank (7D)
- 24.49
- Avg IV
- 108.2%
- Straddle (30D)
- $3.25
- Straddle (7D)
- $1.45
- P/C Volume
- 0.16
Each spread is ranked by a composite score built in three stages. Full documentation →
score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.
RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.
- RSI <40 bullish / >60 bearish
- MACD crossover + histogram trend
- Price vs SMA 50 & SMA 200
- Stochastic %K <20 / >80
- Williams %R <−80 / >−20
- Blended ATR + straddle expected-move penalty
- Bollinger Band signal (+ counter-trend penalty)
- BB width — vol contraction boost for ICs
- IV rank ≥ 75 → strong boost for credit spreads
- IV rank < 25 → penalty (selling cheap vol)
- Min open interest across all legs
- OI < 100 → −0.10 · OI < 500 → −0.05
score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →
Enter a ticker to scan for optimal spread opportunities.
Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.
IV(put wing) − IV(ATM), in vol pointsHow much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.
- Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
- Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
- Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
- Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
IV(call wing) − IV(put wing), equal delta on each sideWhich side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.
- Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
- Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
- Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
- Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Wing-vs-ATM tells you how expensive the tails are. Risk Reversal tells you which side is favored. Combined:
- High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
- Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
- Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
Percentile is the rank of today's reading within ~3 years of this symbol's own history. High percentile = wings are rich relative to history; not a directional signal. Skew is read off the chain in real time, not from CBOE SKEW.
Enter a ticker to render the implied volatility surface.
Enter a ticker to render the implied volatility smile.
- Beta (1Y vs SPY)
- -5.26
- Correlation (SPY)
- -80.4%
- R²
- 0.65
- Ann. Volatility
- 85.1%
- SPY Volatility
- 13.0%
Negative beta - stock moves opposite to market
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| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
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