VIXY251017C00026000 Option on ProShares VIX Short

VIXY Etf  USD 35.26  0.71  2.05%   
VIXY251017C00026000 is a PUT option contract on ProShares VIX's common stock with a strick price of 26.0 expiring on 2025-10-17. The contract was not traded in recent days and, as of today, has 48 days remaining before the expiration. The option is currently trading at a bid price of $7.3, and an ask price of $9.6. The implied volatility as of the 30th of August is 48.0.
A put option written on ProShares VIX becomes more valuable as the price of ProShares VIX drops. Conversely, ProShares VIX's put option loses its value as ProShares Etf rises.

Rule 16 of 2025-10-17 Option Contract

The options market is anticipating that ProShares VIX Short Term will have an average daily up or down price movement of about 0.0359% per day over the life of the option. With ProShares VIX trading at USD 35.26, that is roughly USD 0.0127. If you think that the market is fully understating ProShares VIX's daily price movement you should consider buying ProShares VIX Short Term options at that current volatility level of 0.57%. But if you have an opposite viewpoint you should avoid it and even consider selling them.

In The Money Call Option on ProShares VIX

An 'In The Money' option is one with a strike price that the current stock price has already surpassed. Some options investors can hedge their ProShares VIX positions using in-the-money options. They may also want to buy options with some intrinsic value, not just time value. However, because in-the-money options on ProShares Etf have intrinsic value and are priced higher than out-of-the-money options in the same chain, their volatilities are relatively smaller.
Call Contract NameVIXY251017C00026000
Expires On2025-10-17
Days Before Expriration48
Delta0.944498
Vega0.014328
Gamma0.015239
Theoretical Value9.6
Open Interest42
Strike Price26.0
Last Traded At8.74
Current Price Spread7.3 | 9.6
Rule 16 Daily Up or DownUSD 0.0127

ProShares short PUT Option Greeks

ProShares VIX's Option Greeks for the contract ending on 2025-10-17 at a strike price of 26.0 measures the various factors that affect its cost and calculated using a theoretical options pricing model. It helps investors make more informed decisions about whether to trade this option contract or when to trade it. In addition to ProShares VIX's option greeks, its implied volatility helps estimate the risk of ProShares VIX stock implied by the prices of the options on ProShares VIX's stock.
Delta0.944498
Gamma0.015239
Theta-0.01147
Vega0.014328
Rho0.031171

ProShares long PUT Option Payoff at expiration

Put options written on ProShares VIX grant holders of the option the right to sell a specified amount of ProShares VIX at a specified price within a specified time frame. The put buyer has a limited loss and, while not fully unlimited gains, as the price of ProShares Etf cannot fall below zero, the put buyer does gain as the price drops. So, purchasing a put option on ProShares VIX is like buying insurance aginst ProShares VIX's downside shift.
   Profit   
       ProShares VIX Price At Expiration  

ProShares short PUT Option Payoff at expiration

By selling ProShares VIX's put option, the investors signal their bearish sentiment. A short position in a put option written on ProShares VIX will generally make money when the underlying price is above the strike price. Therefore ProShares VIX's put payoff at expiration depends on where the ProShares Etf price is relative to the put option strike price. The breakeven price of 35.6 is the critical point that divides the payoff function into two parts. Below the breakeven price, the payoff is dropping and negative (the seller makes a loss). Above the breakeven price, the payoff line is upward sloping as the option payoff increases in proportion to ProShares VIX's price. Finally, at the strike price of 26.0, the payoff chart is constant and positive.
   Profit   
       ProShares VIX Price At Expiration  
View All ProShares VIX Options

ProShares VIX Short Available Call Options

ProShares VIX's option chain is a display of a range of information that helps investors for ways to trade options on ProShares. In general, an option chain provides a helpful tool for investors to see all available option contracts, both puts, and calls, for ProShares. It also shows strike prices and maturity days for a ProShares VIX against a given expiration period. The table below combines all the option information in the form of a chain but before you use it, remember that it entails significant risk and it is not for everyone.
Open IntStrike PriceCurrent SpreadLast Price
Call
VIXY251017C000550003755.01.25 - 2.051.35Out
Call
VIXY251017C000500002950.01.55 - 1.81.67Out
Call
VIXY251017C00048000748.01.7 - 1.953.0Out
Call
VIXY251017C0004700010347.01.8 - 2.02.03Out
Call
VIXY251017C00046000046.01.7 - 2.251.95Out
Call
VIXY251017C0004500010745.01.5 - 2.22.09Out
Call
VIXY251017C0004400010844.02.15 - 3.62.18Out
Call
VIXY251017C00043000043.02.2 - 2.52.2Out
Call
VIXY251017C000420004542.02.4 - 4.02.25Out
Call
VIXY251017C00041000141.02.5 - 4.02.65Out
Call
VIXY251017C000400007140.02.7 - 2.952.75Out
Call
VIXY251017C000390001339.02.6 - 3.32.75Out
Call
VIXY251017C0003800023738.02.6 - 3.83.1Out
Call
VIXY251017C000370007237.03.3 - 3.53.3Out
Call
VIXY251017C000360005836.03.5 - 3.83.6Out
Call
VIXY251017C0003500025735.03.7 - 4.24.0In
Call
VIXY251017C00034000134.03.8 - 4.55.24In
Call
VIXY251017C00031000231.05.0 - 5.97.33In
Call
VIXY251017C000300002930.05.9 - 6.36.2In
Call
VIXY251017C00028000128.06.2 - 8.711.5In
Call
VIXY251017C000260004226.07.3 - 9.68.74In
When determining whether ProShares VIX Short offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of ProShares VIX's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Proshares Vix Short Term Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Proshares Vix Short Term Etf:
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in ProShares VIX Short Term. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in national income and product accounts.
You can also try the Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
The market value of ProShares VIX Short is measured differently than its book value, which is the value of ProShares that is recorded on the company's balance sheet. Investors also form their own opinion of ProShares VIX's value that differs from its market value or its book value, called intrinsic value, which is ProShares VIX's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because ProShares VIX's market value can be influenced by many factors that don't directly affect ProShares VIX's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between ProShares VIX's value and its price as these two are different measures arrived at by different means. Investors typically determine if ProShares VIX is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ProShares VIX's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.