VIX option chain Cboe Volatility Index
Cboe delayed options data · as of 19:05 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 ±4.3% (16.70–18.18) · ATM IV 109.2% · 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 | |
| 7.05 | 7.45 | 90 | 3,861 | 691.2% | 1.00 | 0.0023 | -0.002 | 10 | 0 | 0.0100 | 287 | 464.1% | -0.00 | 0.0023 | -0.003 | |
| 6.55 | 6.95 | 14 | 637.2% | 1.00 | 0.0028 | -0.002 | 10.5 | 0 | 0.0100 | 22 | 425.5% | -0.00 | 0.0028 | -0.003 | ||
| 6.05 | 6.45 | 6 | 27 | 585.5% | 1.00 | 0.0035 | -0.002 | 11 | 0 | 0.0100 | 11 | 388.6% | -0.00 | 0.0035 | -0.003 | |
| 5.50 | 5.90 | 95 | 440.8% | 1.00 | 0.0043 | -0.003 | 11.5 | 0 | 0.0100 | 206 | 353.2% | -0.00 | 0.0043 | -0.003 | ||
| 5.05 | 5.45 | 1 | 2,021 | 487.9% | 1.00 | 0.0054 | -0.003 | 12 | 0 | 0.0100 | 957 | 319.0% | -0.00 | 0.0054 | -0.003 | |
| 4.55 | 4.95 | 16 | 441.5% | 0.99 | 0.0069 | -0.003 | 12.5 | 0 | 0.0100 | 1,338 | 286.0% | -0.01 | 0.0069 | -0.004 | ||
| 4.05 | 4.45 | 2 | 1,231 | 396.5% | 0.99 | 0.0088 | -0.003 | 13 | 0 | 0.0100 | 20.1K | 254.2% | -0.01 | 0.0088 | -0.004 | |
| 3.55 | 3.95 | 10 | 2,465 | 352.6% | 0.99 | 0.0115 | -0.004 | 13.5 | 0 | 0.0100 | 6,119 | 223.2% | -0.01 | 0.0115 | -0.004 | |
| 3.05 | 3.35 | 38 | 1,501 | 247.0% | 0.99 | 0.0154 | -0.004 | 14 | 0 | 0.0100 | 8,139 | 192.9% | -0.01 | 0.0155 | -0.004 | |
| 2.47 | 2.94 | 143 | 3,288 | 218.4% | 0.99 | 0.0214 | -0.004 | 14.5 | 0 | 0.0100 | 18.8K | 163.4% | -0.01 | 0.0214 | -0.004 | |
| 1.96 | 2.39 | 1,059 | 9,438 | 97.9% | 0.99 | 0.0313 | -0.004 | 15 | 0 | 0.0100 | 310 | 67.1K | 134.4% | -0.01 | 0.0313 | -0.005 |
| 1.46 | 1.95 | 17 | 13.7K | 145.8% | 0.98 | 0.0506 | -0.005 | 15.5 | 0 | 0.0100 | 88.1K | 105.7% | -0.02 | 0.0506 | -0.005 | |
| 1.14 | 1.21 | 729 | 14.6K | 86.8% | 0.96 | 0.1170 | -0.010 | 16 | 0 | 0.0200 | 7,056 | 267.6K | 86.5% | -0.04 | 0.1171 | -0.010 |
| 0.6800 | 0.7600 | 249 | 3,818 | 86.3% | 0.85 | 0.3442 | -0.052 | 16.5 | 0.0300 | 0.0700 | 7,296 | 123.7K | 83.5% | -0.15 | 0.3442 | -0.053 |
| 0.3500 | 0.4100 | 9,377 | 71.7K | 90.2% | 0.61 | 0.5510 | -0.198 | 17 | 0.1800 | 0.2400 | 72.8K | 189.5K | 86.9% | -0.39 | 0.5509 | -0.198 |
| 0.1800 | 0.2300 | 20.2K | 71.6K | 107.5% | 0.36 | 0.4527 | -0.194 | 17.5 | 0.5000 | 0.5800 | 36.2K | 84.2K | 110.9% | -0.64 | 0.4528 | -0.194 |
| 0.1000 | 0.1500 | 46.5K | 118.9K | 127.5% | 0.21 | 0.2988 | -0.111 | 18 | 0.9100 | 0.9600 | 26.7K | 149.6K | 121.1% | -0.79 | 0.2988 | -0.111 |
| 0.0500 | 0.0900 | 3,203 | 83.5K | 139.2% | 0.13 | 0.1926 | -0.072 | 18.5 | 1.36 | 1.44 | 10.9K | 80.0K | 142.2% | -0.87 | 0.1926 | -0.072 |
| 0.0400 | 0.0600 | 66.9K | 177.1K | 158.2% | 0.09 | 0.1297 | -0.052 | 19 | 1.83 | 1.91 | 20.4K | 103.4K | 154.4% | -0.91 | 0.1297 | -0.052 |
| 0.0200 | 0.0500 | 10.9K | 37.9K | 173.5% | 0.07 | 0.0917 | -0.040 | 19.5 | 2.32 | 2.40 | 1,945 | 18.0K | 162.5% | -0.93 | 0.0917 | -0.040 |
| 0.0200 | 0.0400 | 23.4K | 318.8K | 194.0% | 0.05 | 0.0673 | -0.032 | 20 | 2.82 | 2.89 | 518 | 93.2K | 172.1% | -0.95 | 0.0673 | -0.032 |
| 0.0100 | 0.0300 | 574 | 26.4K | 203.4% | 0.04 | 0.0508 | -0.026 | 20.5 | 3.30 | 3.40 | 181 | 14.7K | 212.1% | -0.96 | 0.0507 | -0.025 |
| 0 | 0.0100 | 20.1K | 147.4K | 203.2% | 0.03 | 0.0391 | -0.021 | 21 | 3.80 | 3.90 | 1,511 | 51.4K | 235.2% | -0.97 | 0.0391 | -0.021 |
| 0 | 0.0200 | 73 | 31.9K | 223.2% | 0.03 | 0.0307 | -0.017 | 21.5 | 4.00 | 4.55 | 4,865 | -0.97 | 0.0307 | -0.017 | ||
| 0 | 0.0200 | 8,029 | 229.5K | 242.4% | 0.02 | 0.0245 | -0.015 | 22 | 4.50 | 5.15 | 29 | 15.5K | 179.4% | -0.98 | 0.0245 | -0.014 |
| 0 | 0.0200 | 543 | 19.5K | 260.9% | 0.02 | 0.0198 | -0.012 | 22.5 | 5.00 | 5.65 | 175 | 195.7% | -0.98 | 0.0198 | -0.012 | |
| 0 | 0.0200 | 5,410 | 76.5K | 278.9% | 0.01 | 0.0162 | -0.010 | 23 | 5.50 | 6.15 | 5 | 12.5K | 211.6% | -0.99 | 0.0162 | -0.010 |
| 0 | 0.0200 | 507 | 21.0K | 296.3% | 0.01 | 0.0134 | -0.009 | 23.5 | 6.00 | 6.65 | 2 | 97 | 227.2% | -0.99 | 0.0134 | -0.008 |
| 0 | 0.0200 | 1,060 | 178.8K | 313.1% | 0.01 | 0.0112 | -0.008 | 24 | 6.50 | 7.15 | 173 | 2,331 | 242.5% | -0.99 | 0.0112 | -0.007 |
| 0 | 0.0100 | 41 | 13.3K | 303.8% | 0.01 | 0.0094 | -0.007 | 24.5 | 7.00 | 7.65 | 32 | 257.4% | -0.99 | 0.0094 | -0.006 | |
| 0 | 0.0200 | 1,536 | 175.4K | 345.5% | 0.01 | 0.0080 | -0.006 | 25 | 7.50 | 8.15 | 22 | 16.3K | 272.1% | -0.99 | 0.0080 | -0.005 |
| 0 | 0.0200 | 4,504 | 58.2K | 376.1% | 0.01 | 0.0059 | -0.004 | 26 | 8.50 | 9.15 | 313 | 1,721 | 300.6% | -0.99 | 0.0059 | -0.003 |
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