VIX option chain Cboe Volatility Index
Cboe delayed options data · as of 18:03 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 ±13.1% (12.61–16.41) · ATM IV 47.8% · P/C open interest 0.44
| 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 | |
| 6.20 | 6.40 | 2 | 3,980 | 135.9% | 0.99 | 0.0044 | 0.000 | 10 | 0 | 0.0100 | 268 | 104.5% | -0.00 | 0.0044 | -0.002 | |
| 5.70 | 5.90 | 240 | 123.5% | 0.99 | 0.0060 | 0.000 | 10.5 | 0 | 0.0200 | 2 | 103.3% | -0.01 | 0.0060 | -0.002 | ||
| 5.15 | 5.40 | 365 | 90.1% | 0.99 | 0.0081 | 0.000 | 11 | 0 | 0.0200 | 23 | 93.4% | -0.01 | 0.0081 | -0.002 | ||
| 4.70 | 4.90 | 22 | 100.2% | 0.99 | 0.0110 | -0.000 | 11.5 | 0 | 0.0200 | 2,021 | 83.9% | -0.01 | 0.0110 | -0.003 | ||
| 4.15 | 4.40 | 2 | 2,134 | 69.8% | 0.98 | 0.0148 | -0.001 | 12 | 0 | 0.0200 | 576 | 74.7% | -0.01 | 0.0148 | -0.003 | |
| 3.65 | 3.90 | 1 | 44 | 60.4% | 0.98 | 0.0203 | -0.001 | 12.5 | 0 | 0.0200 | 120 | 65.8% | -0.02 | 0.0203 | -0.003 | |
| 3.25 | 3.35 | 4 | 2,269 | 68.3% | 0.98 | 0.0284 | -0.002 | 13 | 0 | 0.0200 | 1 | 4,572 | 57.2% | -0.02 | 0.0285 | -0.004 |
| 2.75 | 2.81 | 402 | 47.7% | 0.97 | 0.0421 | -0.003 | 13.5 | 0 | 0.0300 | 1,046 | 52.0% | -0.03 | 0.0421 | -0.004 | ||
| 2.27 | 2.33 | 49 | 2,206 | 48.6% | 0.95 | 0.0667 | -0.005 | 14 | 0.0200 | 0.0400 | 82 | 34.5K | 49.3% | -0.05 | 0.0667 | -0.006 |
| 1.80 | 1.87 | 100 | 1,725 | 47.5% | 0.91 | 0.1129 | -0.008 | 14.5 | 0.0500 | 0.0800 | 3,776 | 20.7K | 48.0% | -0.09 | 0.1129 | -0.009 |
| 1.40 | 1.46 | 420 | 8,021 | 50.2% | 0.81 | 0.1699 | -0.016 | 15 | 0.1600 | 0.1800 | 7,431 | 85.3K | 51.9% | -0.19 | 0.1699 | -0.017 |
| 1.09 | 1.15 | 406 | 2,625 | 55.8% | 0.69 | 0.2022 | -0.023 | 15.5 | 0.3300 | 0.3700 | 246 | 98.1K | 56.2% | -0.30 | 0.2021 | -0.024 |
| 0.8700 | 0.9200 | 501 | 32.1K | 62.2% | 0.58 | 0.2037 | -0.029 | 16 | 0.6100 | 0.6400 | 6,112 | 252.3K | 62.7% | -0.42 | 0.2037 | -0.029 |
| 0.7300 | 0.7800 | 11.3K | 40.9K | 70.5% | 0.49 | 0.1832 | -0.034 | 16.5 | 0.9500 | 1.01 | 10.1K | 84.5K | 70.6% | -0.51 | 0.1832 | -0.034 |
| 0.6400 | 0.6700 | 8,790 | 53.8K | 78.5% | 0.41 | 0.1607 | -0.037 | 17 | 1.34 | 1.41 | 591 | 280.6K | 78.2% | -0.58 | 0.1607 | -0.037 |
| 0.5600 | 0.6100 | 5,206 | 56.3K | 86.5% | 0.36 | 0.1406 | -0.039 | 17.5 | 1.78 | 1.84 | 126 | 99.0K | 86.7% | -0.64 | 0.1406 | -0.038 |
| 0.5200 | 0.5500 | 925 | 154.1K | 94.4% | 0.31 | 0.1237 | -0.040 | 18 | 2.22 | 2.28 | 1,104 | 165.3K | 93.8% | -0.68 | 0.1237 | -0.039 |
| 0.4600 | 0.5000 | 521 | 72.5K | 100.4% | 0.28 | 0.1096 | -0.040 | 18.5 | 2.66 | 2.73 | 61.3K | 99.8% | -0.72 | 0.1096 | -0.039 | |
| 0.4200 | 0.4600 | 3,919 | 124.6K | 106.7% | 0.25 | 0.0978 | -0.040 | 19 | 3.10 | 3.20 | 152 | 156.1K | 105.6% | -0.75 | 0.0978 | -0.039 |
| 0.3800 | 0.4200 | 11 | 24.0K | 111.9% | 0.22 | 0.0877 | -0.039 | 19.5 | 3.55 | 3.65 | 24.8K | 109.8% | -0.77 | 0.0877 | -0.038 | |
| 0.3500 | 0.3900 | 43.8K | 346.4K | 117.3% | 0.20 | 0.0792 | -0.039 | 20 | 4.05 | 4.15 | 106 | 158.9K | 118.7% | -0.80 | 0.0792 | -0.037 |
| 0.3200 | 0.3600 | 6 | 17.6K | 122.0% | 0.19 | 0.0718 | -0.038 | 20.5 | 4.50 | 4.60 | 5,306 | 121.1% | -0.81 | 0.0718 | -0.036 | |
| 0.2900 | 0.3300 | 71 | 145.1K | 126.0% | 0.17 | 0.0654 | -0.037 | 21 | 4.95 | 5.10 | 1 | 18.6K | 125.8% | -0.83 | 0.0654 | -0.035 |
| 0.2700 | 0.3100 | 10 | 9,984 | 130.7% | 0.16 | 0.0598 | -0.036 | 21.5 | 5.45 | 5.55 | 3,433 | 129.8% | -0.84 | 0.0598 | -0.034 | |
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 — Sep 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs