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COVID-19, due to its accelerated spread has brought in the need to use assistive tools for faster diagnosis in addition to typical lab swab testing. Chest X-Rays for COVID cases tend to show changes in the lungs such as ground glass opacities and peripheral consolidations which can be detected by deep neural networks. However, traditional convolutional networks use point estimate for predictions, lacking in capture of uncertainty, which makes them less reliable for adoption. There have been several works so far in predicting COVID positive cases with chest X-Rays. However, not much has been explored on quantifying the uncertainty of these predictions, interpreting uncertainty, and decomposing this to model or data uncertainty. To address these needs, we develop a visualization framework to address interpretability of uncertainty and its components, with uncertainty in predictions computed with a Bayesian Convolutional Neural Network. This framework aims to understand the contribution of individual features in the Chest-X-Ray images to predictive uncertainty. Providing this as an assistive tool can help the radiologist understand why the model came up with a prediction and whether the regions of interest captured by the model for the specific prediction are of significance in diagnosis. We demonstrate the usefulness of the tool in chest x-ray interpretation through several test cases from a benchmark dataset.