ProShares - VIX Mid-Term Futures ETF (VIXM) Volatility Skew

Implied volatility skew shows how IV varies across strike prices for a given expiration. Steeper skews indicate higher demand for downside protection relative to upside speculation.

ProShares - VIX Mid-Term Futures ETF (VIXM) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $46.9M, listed on CBOE, carrying a beta of -0.97 to the broader market. ProShares VIX Mid-Term Futures ETF seeks investment results, before fees and expenses, that track the performance of the S&P 500 VIX Mid-Term Futures IndexTM. public since 2011-01-04.

Snapshot as of May 15, 2026.

Spot Price
$15.96
ATM IV
26.8%
IV Skew 25Δ
-0.134
IV Rank
5.3%
IV Percentile
15.5%
Term Structure Slope
0.097

As of May 15, 2026, ProShares - VIX Mid-Term Futures ETF (VIXM) at-the-money implied volatility is 26.8%. IV rank is 5.3% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 15.5%. The 25-delta skew is -0.134: puts carry meaningful premium over calls, a classic equity downside-protection skew. High IV rank typically favors premium-selling strategies; low IV rank favors premium-buying.

VIXM Strategy Selection at Current Volatility Levels

For ProShares - VIX Mid-Term Futures ETF options at 26.8% ATM IV, low IV rank (5.3%) favors premium-buying or long-vol structures: long calls or puts, debit spreads, calendar spreads, long straddles. The risk: low-rank regimes can persist for months while time decay eats premium-buyers alive. The 25-delta skew is meaningfully put-skewed, so put-credit spreads capture more premium for the same width than call-credit spreads. Pair the vol-rank read with the dealer-gamma view and the upcoming-events calendar to confirm the strategy fits both the structural regime and the path-dependent risk. The variance risk premium - the persistent gap between implied and subsequently realized vol - is positive in equity markets on average; high IV rank typically reflects a stretch where the premium is wider than usual.

Learn how volatility skew is reported and how to read the data →

Frequently asked VIXM volatility skew questions

What is the current VIXM ATM implied volatility?
As of May 15, 2026, ProShares - VIX Mid-Term Futures ETF (VIXM) at-the-money implied volatility is 26.8%. IV rank is 5.3% on a 0-100% scale anchored to the 1-year IV range. ATM IV is the volatility input that makes a Black-Scholes-equivalent model reproduce the listed at-the-money option prices.
Is VIXM IV high or low historically?
IV is subdued relative to its 1-year history, conditions that typically favor premium-buying strategies (long calls, long puts, debit spreads, calendar spreads).
What does VIXM volatility skew tell options traders?
Volatility skew is the pattern by which IV varies across strikes for a given expiration. ProShares - VIX Mid-Term Futures ETF carries the typical equity downside-protection skew: 25-delta puts price meaningfully richer than 25-delta calls. Skew matters for risk-defined strategy selection: when downside puts are rich, put-credit spreads capture more premium; when upside calls are rich, call-credit spreads or covered-call writes harvest more.