VIX option chain Cboe Volatility Index
Cboe delayed options data · as of 13:06 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±6.3% (17.57–19.93) · ATM IV 151.3% · P/C open interest 0.34
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 8.30 | 8.50 | 4 | 3,861 | 449.5% | 1.00 | 0.0016 | -0.002 | 10 | 0 | 0.0100 | 287 | 446.5% | -0.00 | 0.0016 | -0.003 | |
| 7.80 | 8.00 | 14 | 415.5% | 1.00 | 0.0020 | -0.002 | 10.5 | 0 | 0.0100 | 22 | 413.3% | -0.00 | 0.0020 | -0.003 | ||
| 7.30 | 7.50 | 27 | 383.2% | 1.00 | 0.0024 | -0.002 | 11 | 0 | 0.0100 | 11 | 381.6% | -0.00 | 0.0024 | -0.003 | ||
| 6.80 | 7.00 | 95 | 352.1% | 1.00 | 0.0030 | -0.002 | 11.5 | 0 | 0.0100 | 206 | 351.1% | -0.00 | 0.0030 | -0.003 | ||
| 6.30 | 6.50 | 2,021 | 322.4% | 1.00 | 0.0036 | -0.003 | 12 | 0 | 0.0100 | 957 | 321.9% | -0.00 | 0.0036 | -0.003 | ||
| 5.80 | 6.00 | 16 | 293.7% | 1.00 | 0.0045 | -0.003 | 12.5 | 0 | 0.0100 | 1,338 | 293.7% | -0.00 | 0.0045 | -0.004 | ||
| 5.30 | 5.50 | 1,231 | 266.1% | 0.99 | 0.0056 | -0.003 | 13 | 0 | 0.0100 | 1 | 20.1K | 266.4% | -0.00 | 0.0056 | -0.004 | |
| 4.80 | 5.00 | 1 | 2,465 | 309.3% | 0.99 | 0.0070 | -0.003 | 13.5 | 0 | 0.0200 | 6,119 | 262.1% | -0.01 | 0.0070 | -0.004 | |
| 4.30 | 4.50 | 29 | 1,501 | 277.8% | 0.99 | 0.0089 | -0.004 | 14 | 0 | 0.0200 | 8,139 | 234.5% | -0.01 | 0.0089 | -0.004 | |
| 3.80 | 4.00 | 90 | 3,288 | 247.0% | 0.99 | 0.0114 | -0.004 | 14.5 | 0 | 0.0200 | 30 | 18.8K | 207.7% | -0.01 | 0.0114 | -0.004 |
| 3.30 | 3.50 | 361 | 9,438 | 216.9% | 0.99 | 0.0151 | -0.004 | 15 | 0 | 0.0100 | 91 | 67.1K | 165.2% | -0.01 | 0.0151 | -0.005 |
| 2.85 | 2.98 | 661 | 13.7K | 180.9% | 0.99 | 0.0205 | -0.005 | 15.5 | 0 | 0.0200 | 1,017 | 88.1K | 155.7% | -0.01 | 0.0205 | -0.005 |
| 2.37 | 2.47 | 758 | 14.6K | 146.0% | 0.98 | 0.0327 | -0.006 | 16 | 0 | 0.0100 | 20.9K | 267.6K | 117.9% | -0.02 | 0.0327 | -0.006 |
| 1.88 | 1.98 | 184 | 3,818 | 128.9% | 0.96 | 0.0732 | -0.017 | 16.5 | 0.0100 | 0.0300 | 6,928 | 123.7K | 119.1% | -0.04 | 0.0732 | -0.017 |
| 1.41 | 1.50 | 14.7K | 71.7K | 122.1% | 0.91 | 0.1487 | -0.044 | 17 | 0.0200 | 0.0500 | 34.9K | 189.5K | 103.9% | -0.09 | 0.1487 | -0.044 |
| 1.00 | 1.09 | 2,137 | 71.6K | 121.0% | 0.79 | 0.2519 | -0.135 | 17.5 | 0.1000 | 0.1500 | 8,828 | 84.2K | 112.3% | -0.21 | 0.2519 | -0.135 |
| 0.6700 | 0.7700 | 69.0K | 118.9K | 133.4% | 0.63 | 0.2930 | -0.341 | 18 | 0.2700 | 0.3600 | 41.2K | 149.6K | 124.1% | -0.37 | 0.2930 | -0.341 |
| 0.4900 | 0.5800 | 4,210 | 83.5K | 153.1% | 0.48 | 0.2772 | -0.469 | 18.5 | 0.6000 | 0.6800 | 9,914 | 80.0K | 149.4% | -0.52 | 0.2772 | -0.469 |
| 0.3900 | 0.4600 | 46.5K | 177.1K | 175.7% | 0.37 | 0.2301 | -0.394 | 19 | 0.9700 | 1.06 | 16.3K | 103.4K | 170.5% | -0.63 | 0.2301 | -0.394 |
| 0.2900 | 0.3600 | 346 | 37.9K | 189.7% | 0.30 | 0.1840 | -0.334 | 19.5 | 1.39 | 1.48 | 3,797 | 18.0K | 184.0% | -0.70 | 0.1840 | -0.333 |
| 0.2500 | 0.2800 | 29.6K | 318.8K | 207.1% | 0.25 | 0.1494 | -0.295 | 20 | 1.82 | 1.94 | 5,532 | 93.2K | 209.1% | -0.75 | 0.1494 | -0.295 |
| 0.2200 | 0.2800 | 3,029 | 26.4K | 234.3% | 0.21 | 0.1241 | -0.265 | 20.5 | 2.28 | 2.40 | 414 | 14.7K | 227.4% | -0.79 | 0.1241 | -0.264 |
| 0.2000 | 0.2600 | 9,886 | 147.4K | 256.7% | 0.19 | 0.1050 | -0.239 | 21 | 2.76 | 2.88 | 586 | 51.4K | 249.2% | -0.81 | 0.1050 | -0.238 |
| 0.1900 | 0.2500 | 3,092 | 31.9K | 280.4% | 0.16 | 0.0901 | -0.216 | 21.5 | 3.25 | 3.40 | 2,205 | 4,865 | 270.2% | -0.84 | 0.0901 | -0.216 |
| 0.1700 | 0.2300 | 36.7K | 229.5K | 297.7% | 0.14 | 0.0783 | -0.197 | 22 | 3.75 | 3.85 | 51 | 15.5K | 296.0% | -0.85 | 0.0783 | -0.197 |
| 0.1700 | 0.2200 | 2,766 | 19.5K | 319.9% | 0.13 | 0.0687 | -0.180 | 22.5 | 4.20 | 4.35 | 95 | 175 | 308.3% | -0.87 | 0.0687 | -0.180 |
| 0.1600 | 0.2100 | 16.1K | 76.5K | 338.4% | 0.12 | 0.0607 | -0.165 | 23 | 4.70 | 4.85 | 3,022 | 12.5K | 317.8% | -0.88 | 0.0607 | -0.165 |
| 0.1500 | 0.2000 | 1,140 | 21.0K | 355.3% | 0.11 | 0.0541 | -0.152 | 23.5 | 5.20 | 5.30 | 97 | 339.4% | -0.89 | 0.0541 | -0.151 | |
| 0.1400 | 0.1900 | 15.3K | 178.8K | 371.0% | 0.10 | 0.0484 | -0.141 | 24 | 5.70 | 5.80 | 27 | 2,331 | 360.1% | -0.90 | 0.0484 | -0.140 |
| 0.1300 | 0.1800 | 1,254 | 13.3K | 385.3% | 0.09 | 0.0436 | -0.130 | 24.5 | 6.15 | 6.35 | 32 | 380.1% | -0.91 | 0.0436 | -0.129 | |
| 0.1200 | 0.1700 | 11.3K | 175.4K | 398.5% | 0.08 | 0.0395 | -0.121 | 25 | 6.65 | 6.80 | 253 | 16.3K | 382.8% | -0.92 | 0.0395 | -0.120 |
| 0.1000 | 0.1500 | 2,033 | 58.2K | 421.2% | 0.07 | 0.0328 | -0.105 | 26 | 7.65 | 7.80 | 88 | 1,721 | 399.1% | -0.93 | 0.0328 | -0.104 |
| 0.0800 | 0.1300 | 1,371 | 63.1K | 439.1% | 0.06 | 0.0276 | -0.092 | 27 | 8.60 | 8.80 | 246 | 310 | 432.0% | -0.94 | 0.0276 | -0.091 |
| 0.0700 | 0.1200 | 26.9K | 203.8K | 456.7% | 0.05 | 0.0235 | -0.082 | 28 | 9.60 | 9.75 | 27 | 438.3% | -0.95 | 0.0235 | -0.081 | |
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Oct 21, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs