UVXY (ProShares Ultra VIX Short-Term Futures ETF)

UVXY Exposure and Basic Characteristics

UVXY is one of the two liquid double-long leveraged ETFs/ETNs on the VIX (the other is TVIX).

Direction + leverage: 2x long

Underlying index: S&P500 VIX Short-Term Futures Index ER

Exposure: Short end of the VIX futures curve (combination of the first and second VIX futures contract months – rolling to maintain constant 1 month maturity)

UVXY options: Available and moderately liquid

Product type: ETF (exchange traded fund)

Provider: ProShares

Inception date: 3 October 2011

Official Information and Links

ProShares Ultra VIX Short-Term Futures ETF seeks daily investment results, before fees and expenses, that correspond to two times (2x) the daily performance of the S&P 500 VIX Short-Term Futures Index. Source: Official website (see links below).

The website also states that while the ETF should track the index quite well on a single day basis, performance over longer time periods can deviate markedly due to effects of compounding.

Product page:

Factsheet:

Prospectus:

Provider website:

UVXY Quotes, Assets, and Trading Volume

Yahoo Finance:

Bloomberg.com:


Related pages


how to calculate delta of an optionhistorical volatility formulablack scholes implied volatility formulahow to calculate coefficient of skewnessgreeks thetahow is the dow jones calculatedsample variance and standard deviationcalculate standard deviation using excelwhat happens when options expire in the moneymeasures of skewnessvelocityshares daily inverse vix short term etnputting formulas in excelvalue of call option formuladefine bearishaverage annual rate of return calculatorstandard deviation calculatorsnotepad font sizespot markets versus futures marketsgood sharpe ratiosharpe ratio calculationblack scholes call optionmost liquid etfschart of vixn d1 black scholeseuro stoxx 50 quotecalculating rate of return in excelstraddle holdnatural log javasoros hedge fund holdingsoex options chainkurtosis meaningwacc formulaeexponential moving average formula exceldelta of put optiongeometric average vs arithmetic averagersi 2 periodforex volatility chartshort call payoffmeasuring skewnessreverse rsi calculatoroptions expiration calendarmacro hedge fund definitionlong short etfskewness and kurtosis formulaannualized return calculator exceldelta hedgefree float market capitalizationdividend formula financeshare price volatility calculatorproshare short s&p 500cot cftcexcel gamma functionblack scholes assumptiondefine vixhedge fund definition examplemacd histogram strategyimplied volatility explainedfinding waccimplied vollist of inverse etfsdifference between moving average and exponential smoothingsec 13fvelocitysharesstatistics kurtosisrho greeksmacd definitionblack scholes formula put optionwhat is form 13fge stock futuresoptions futures and other derivatives solutionsstraddle strangle butterflylog formula excelvalue weighted index formulacfe vix futuresarithmetic average calculatorultra short sp500calculating sample size in excelfutures expiration datesortino ratio formulaoption greeks formulahow to change background color in notepadskewness value