VIX option chain Cboe Volatility Index

Expiration Cboe delayed options data · as of 09:45 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 ±30.1% (13.04–24.25) · ATM IV 63.2% · P/C open interest 0.54

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
9.85	10.05	5	134	58.0%	0.98	0.0019	0.000	10	0	0.0400		16	54.9%	-0.00	0.0019	-0.000
9.35	9.55		1	52.0%	0.98	0.0027	0.000	10.5	0	0.0400			51.3%	-0.01	0.0027	-0.000
8.85	9.10		187	53.0%	0.98	0.0039	0.000	11	0	0.0500		52	49.5%	-0.01	0.0039	-0.000
8.35	8.60		255	47.9%	0.97	0.0054	0.000	11.5	0	0.0500		1	46.2%	-0.01	0.0054	-0.001
7.90	8.10		30	47.9%	0.97	0.0073	0.000	12	0	0.0500		255	43.0%	-0.01	0.0073	-0.001
7.40	7.60		5	43.3%	0.96	0.0098	0.000	12.5	0	0.0600		1	41.1%	-0.02	0.0098	-0.001
6.90	7.15		323	42.7%	0.96	0.0131	-0.000	13	0	0.0800		1,227	39.9%	-0.03	0.0131	-0.001
6.45	6.70		7	44.0%	0.95	0.0173	-0.001	13.5	0.0300	0.1100		54	40.9%	-0.04	0.0173	-0.002
6.00	6.25		346	44.1%	0.93	0.0226	-0.002	14	0.0800	0.1600		2,077	42.3%	-0.06	0.0226	-0.002
5.60	5.85		105	46.3%	0.91	0.0287	-0.002	14.5	0.1600	0.2400	10	1,090	44.2%	-0.08	0.0287	-0.003
5.20	5.45	12	639	47.1%	0.88	0.0346	-0.003	15	0.2700	0.3500	4,002	33.0K	46.2%	-0.11	0.0346	-0.004
4.55	4.75	6	2,424	50.8%	0.81	0.0438	-0.006	16	0.5900	0.6700	613	18.9K	50.5%	-0.18	0.0438	-0.006
4.00	4.20	1	427	54.7%	0.74	0.0492	-0.008	17	1.03	1.12	8,211	24.4K	54.8%	-0.24	0.0492	-0.008
3.60	3.80	110	790	59.7%	0.68	0.0510	-0.009	18	1.57	1.67	2,202	3,327	58.8%	-0.31	0.0510	-0.010
3.25	3.45		82	63.7%	0.62	0.0508	-0.011	19	2.20	2.31	288	1,061	62.8%	-0.36	0.0508	-0.011
2.98	3.15	3,619	21.9K	67.4%	0.57	0.0497	-0.012	20	2.90	3.05	3,608	30.6K	67.1%	-0.41	0.0497	-0.012
2.75	2.87		11.1K	70.6%	0.53	0.0481	-0.013	21	3.60	3.80	1	2,333	70.1%	-0.46	0.0481	-0.013
2.54	2.66		13.5K	73.7%	0.49	0.0462	-0.013	22	4.40	4.55	10	11.3K	73.2%	-0.49	0.0462	-0.013
2.36	2.49	30	129	76.7%	0.46	0.0443	-0.014	23	5.20	5.35	2	2,094	76.0%	-0.53	0.0443	-0.014
2.20	2.31	12	814	79.1%	0.43	0.0424	-0.014	24	6.00	6.20	1	100	78.6%	-0.56	0.0424	-0.014
2.04	2.16	39	12.9K	81.2%	0.40	0.0406	-0.015	25	6.85	7.00	2	2,338	80.7%	-0.58	0.0406	-0.014
1.93	2.04		10.2K	83.8%	0.38	0.0388	-0.015	26	7.70	7.90		1,352	83.3%	-0.60	0.0388	-0.014
1.82	1.93		77	86.0%	0.36	0.0371	-0.015	27	8.60	8.75	113	132	85.5%	-0.63	0.0371	-0.014

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 — Feb 17, 2027

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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VIX option chain Cboe Volatility Index

Volatility smile — Feb 17, 2027

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