VIX option chain Cboe Volatility Index
Cboe delayed options data · as of 21:05 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 ±20.9% (14.59–22.29) · ATM IV 90.5% · P/C open interest 0.30
| 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 | |
| 8.40 | 8.70 | 122 | 255 | 0.99 | 0.0023 | 0.000 | 10 | 0 | 0.0100 | 366 | 91.6% | -0.00 | 0.0023 | -0.001 | ||
| 7.90 | 8.35 | 22 | 109.6% | 0.99 | 0.0031 | 0.000 | 10.5 | 0 | 0.0100 | 204 | 85.0% | -0.00 | 0.0031 | -0.001 | ||
| 7.40 | 7.85 | 15 | 161 | 101.1% | 0.99 | 0.0042 | -0.000 | 11 | 0 | 0.0100 | 5 | 459 | 99.7% | -0.01 | 0.0042 | -0.001 |
| 6.90 | 7.35 | 3 | 93.1% | 0.99 | 0.0056 | -0.000 | 11.5 | 0 | 0.0600 | 4 | 84.8% | -0.01 | 0.0056 | -0.001 | ||
| 6.40 | 6.85 | 23 | 2,083 | 85.3% | 0.99 | 0.0074 | -0.001 | 12 | 0 | 0.0600 | 664 | 78.2% | -0.01 | 0.0074 | -0.002 | |
| 5.90 | 6.35 | 22 | 77.9% | 0.98 | 0.0098 | -0.001 | 12.5 | 0 | 0.1000 | 935 | 78.4% | -0.01 | 0.0098 | -0.002 | ||
| 5.40 | 5.85 | 2 | 1,675 | 70.8% | 0.98 | 0.0131 | -0.002 | 13 | 0 | 0.1000 | 7 | 10.3K | 71.8% | -0.02 | 0.0131 | -0.002 |
| 4.90 | 5.35 | 1 | 88 | 69.8% | 0.97 | 0.0178 | -0.002 | 13.5 | 0.0100 | 0.0500 | 3,256 | 3,787 | 66.5% | -0.02 | 0.0178 | -0.003 |
| 4.45 | 4.95 | 54 | 1,095 | 67.3% | 0.96 | 0.0250 | -0.003 | 14 | 0.0200 | 0.0500 | 1,426 | 20.1K | 69.3% | -0.03 | 0.0250 | -0.004 |
| 3.95 | 4.40 | 20 | 1,560 | 63.9% | 0.94 | 0.0360 | -0.005 | 14.5 | 0.0400 | 0.0900 | 1,748 | 53.0K | 64.5% | -0.05 | 0.0360 | -0.005 |
| 3.55 | 3.95 | 632 | 7,241 | 62.8% | 0.91 | 0.0493 | -0.007 | 15 | 0.1000 | 0.1300 | 14.8K | 134.2K | 57.0% | -0.08 | 0.0493 | -0.008 |
| 3.10 | 3.50 | 5 | 362 | 58.4% | 0.87 | 0.0640 | -0.011 | 15.5 | 0.1900 | 0.2700 | 9,376 | 34.1K | 67.9% | -0.13 | 0.0640 | -0.011 |
| 2.84 | 3.15 | 545 | 27.2K | 65.7% | 0.81 | 0.0752 | -0.016 | 16 | 0.3100 | 0.4200 | 15.3K | 153.8K | 70.2% | -0.19 | 0.0752 | -0.016 |
| 2.52 | 2.86 | 157 | 1,817 | 69.5% | 0.75 | 0.0822 | -0.020 | 16.5 | 0.4900 | 0.6300 | 1,197 | 42.5K | 69.6% | -0.24 | 0.0822 | -0.020 |
| 2.28 | 2.61 | 334 | 7,436 | 74.3% | 0.70 | 0.0860 | -0.023 | 17 | 0.7500 | 0.9700 | 4,586 | 164.4K | 74.8% | -0.30 | 0.0860 | -0.023 |
| 2.09 | 2.37 | 76 | 47.0K | 87.8% | 0.65 | 0.0865 | -0.026 | 17.5 | 0.9500 | 1.26 | 10.8K | 143.0K | 78.4% | -0.35 | 0.0865 | -0.026 |
| 2.03 | 2.21 | 1,868 | 168.7K | 85.2% | 0.60 | 0.0849 | -0.029 | 18 | 1.44 | 1.54 | 3,786 | 84.3K | 84.4% | -0.39 | 0.0849 | -0.029 |
| 1.89 | 2.12 | 14.2K | 110.9K | 91.5% | 0.56 | 0.0822 | -0.031 | 18.5 | 1.74 | 1.95 | 15.8K | 107.9K | 89.6% | -0.44 | 0.0822 | -0.031 |
| 1.77 | 1.99 | 12.3K | 87.6K | 96.4% | 0.52 | 0.0788 | -0.033 | 19 | 2.02 | 2.36 | 11.3K | 114.3K | 93.9% | -0.47 | 0.0788 | -0.033 |
| 1.54 | 1.78 | 545 | 14.6K | 103.9% | 0.49 | 0.0753 | -0.035 | 19.5 | 2.39 | 2.74 | 5,307 | 17.9K | 97.4% | -0.51 | 0.0753 | -0.035 |
| 1.60 | 1.70 | 51.5K | 313.3K | 102.8% | 0.46 | 0.0718 | -0.036 | 20 | 2.90 | 3.10 | 10.4K | 71.6K | 102.1% | -0.53 | 0.0718 | -0.036 |
| 1.45 | 1.62 | 121 | 18.5K | 105.5% | 0.44 | 0.0685 | -0.038 | 20.5 | 3.20 | 3.50 | 9 | 559 | 111.1% | -0.56 | 0.0685 | -0.037 |
| 1.35 | 1.53 | 18.6K | 136.2K | 110.2% | 0.41 | 0.0653 | -0.039 | 21 | 3.65 | 3.95 | 15 | 32.3K | 108.9% | -0.58 | 0.0653 | -0.038 |
| 1.25 | 1.46 | 72 | 32.9K | 117.4% | 0.39 | 0.0623 | -0.040 | 21.5 | 4.15 | 4.50 | 1 | 1,910 | 117.2% | -0.60 | 0.0623 | -0.039 |
| 1.21 | 1.40 | 4,923 | 168.5K | 121.2% | 0.37 | 0.0596 | -0.040 | 22 | 4.65 | 4.80 | 22 | 65.9K | 118.9% | -0.62 | 0.0596 | -0.040 |
| 1.26 | 1.42 | 24 | 11.7K | 114.7% | 0.36 | 0.0570 | -0.041 | 22.5 | 4.95 | 5.25 | 2,072 | 128.9% | -0.64 | 0.0570 | -0.040 | |
| 1.17 | 1.29 | 12.1K | 107.0K | 125.1% | 0.34 | 0.0546 | -0.041 | 23 | 5.35 | 5.70 | 37 | 35.5K | 131.1% | -0.65 | 0.0546 | -0.041 |
| 1.05 | 1.34 | 37 | 18.0K | 127.8% | 0.33 | 0.0524 | -0.041 | 23.5 | 5.80 | 6.15 | 3 | 134.2% | -0.67 | 0.0524 | -0.041 | |
| 1.03 | 1.21 | 1,727 | 57.9K | 134.1% | 0.31 | 0.0503 | -0.042 | 24 | 6.25 | 6.75 | 6 | 8,231 | 130.4% | -0.68 | 0.0503 | -0.041 |
| 0.9700 | 1.16 | 73 | 3,381 | 133.0% | 0.30 | 0.0484 | -0.042 | 24.5 | 6.90 | 7.20 | 5 | 15 | 124.6% | -0.69 | 0.0484 | -0.041 |
| 1.07 | 1.15 | 7,956 | 325.6K | 145.2% | 0.29 | 0.0466 | -0.042 | 25 | 7.35 | 7.70 | 32 | 7,107 | 133.6% | -0.71 | 0.0466 | -0.041 |
| 0.8600 | 1.06 | 103 | 36.3K | 148.1% | 0.27 | 0.0433 | -0.042 | 26 | 8.15 | 8.60 | 1 | 1,494 | 142.9% | -0.73 | 0.0433 | -0.041 |
| 0.9000 | 1.10 | 874 | 99.4K | 141.0% | 0.25 | 0.0404 | -0.042 | 27 | 9.20 | 9.55 | 1,265 | 139.6% | -0.74 | 0.0404 | -0.041 | |
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 — Nov 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs