VIX option chain Cboe Volatility Index
Cboe delayed options data · as of 06:44 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 ±20.5% (14.66–22.21) · ATM IV 90.2% · 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 | |
| 8.55 | 8.75 | 122 | 255 | 108.1% | 0.99 | 0.0031 | -0.001 | 10 | 0 | 0.0200 | 366 | 92.3% | -0.01 | 0.0031 | -0.001 | |
| 8.05 | 8.25 | 22 | 99.6% | 0.99 | 0.0038 | -0.001 | 10.5 | 0 | 0.0200 | 204 | 85.6% | -0.01 | 0.0038 | -0.001 | ||
| 7.55 | 7.75 | 15 | 161 | 91.5% | 0.99 | 0.0048 | -0.001 | 11 | 0 | 0.0300 | 5 | 459 | 83.5% | -0.01 | 0.0048 | -0.001 |
| 7.05 | 7.25 | 3 | 83.8% | 0.99 | 0.0061 | -0.002 | 11.5 | 0 | 0.0300 | 4 | 77.2% | -0.01 | 0.0061 | -0.002 | ||
| 6.55 | 6.75 | 23 | 2,083 | 76.4% | 0.99 | 0.0078 | -0.002 | 12 | 0 | 0.0400 | 664 | 74.0% | -0.01 | 0.0078 | -0.002 | |
| 6.05 | 6.25 | 22 | 69.3% | 0.98 | 0.0102 | -0.002 | 12.5 | 0 | 0.0400 | 935 | 67.9% | -0.01 | 0.0102 | -0.002 | ||
| 5.60 | 5.75 | 2 | 1,675 | 71.2% | 0.98 | 0.0136 | -0.003 | 13 | 0 | 0.0400 | 7 | 10.3K | 62.0% | -0.02 | 0.0136 | -0.003 |
| 5.10 | 5.25 | 1 | 88 | 64.3% | 0.97 | 0.0185 | -0.003 | 13.5 | 0 | 0.0400 | 3,256 | 3,787 | 56.3% | -0.03 | 0.0185 | -0.003 |
| 4.60 | 4.75 | 54 | 1,095 | 57.7% | 0.96 | 0.0258 | -0.004 | 14 | 0.0200 | 0.0500 | 1,426 | 20.1K | 55.8% | -0.04 | 0.0258 | -0.004 |
| 4.15 | 4.30 | 20 | 1,560 | 60.8% | 0.94 | 0.0356 | -0.006 | 14.5 | 0.0400 | 0.0800 | 1,748 | 53.0K | 55.5% | -0.05 | 0.0356 | -0.006 |
| 3.70 | 3.85 | 632 | 7,241 | 60.4% | 0.92 | 0.0480 | -0.007 | 15 | 0.0800 | 0.1400 | 14.8K | 134.2K | 56.9% | -0.08 | 0.0480 | -0.007 |
| 3.30 | 3.45 | 5 | 362 | 63.1% | 0.87 | 0.0632 | -0.011 | 15.5 | 0.1800 | 0.2400 | 9,376 | 34.1K | 60.6% | -0.12 | 0.0632 | -0.011 |
| 2.97 | 3.10 | 545 | 27.2K | 67.4% | 0.81 | 0.0749 | -0.016 | 16 | 0.3300 | 0.4000 | 15.3K | 153.8K | 65.3% | -0.18 | 0.0749 | -0.016 |
| 2.67 | 2.79 | 157 | 1,817 | 71.1% | 0.76 | 0.0817 | -0.020 | 16.5 | 0.5300 | 0.6000 | 1,197 | 42.5K | 69.7% | -0.24 | 0.0817 | -0.020 |
| 2.43 | 2.55 | 334 | 7,436 | 76.2% | 0.70 | 0.0851 | -0.024 | 17 | 0.7800 | 0.8500 | 4,586 | 164.4K | 74.5% | -0.29 | 0.0851 | -0.024 |
| 2.23 | 2.34 | 76 | 47.0K | 81.0% | 0.65 | 0.0859 | -0.027 | 17.5 | 1.07 | 1.14 | 10.8K | 143.0K | 79.2% | -0.35 | 0.0859 | -0.027 |
| 2.08 | 2.18 | 1,868 | 168.7K | 86.6% | 0.60 | 0.0846 | -0.030 | 18 | 1.41 | 1.49 | 3,786 | 84.3K | 85.0% | -0.39 | 0.0846 | -0.030 |
| 1.92 | 2.03 | 14.2K | 110.9K | 90.8% | 0.56 | 0.0819 | -0.032 | 18.5 | 1.76 | 1.84 | 15.8K | 107.9K | 89.6% | -0.43 | 0.0819 | -0.032 |
| 1.82 | 1.92 | 12.3K | 87.6K | 96.2% | 0.53 | 0.0786 | -0.034 | 19 | 2.14 | 2.23 | 11.3K | 114.3K | 94.6% | -0.47 | 0.0786 | -0.034 |
| 1.70 | 1.80 | 545 | 14.6K | 100.0% | 0.49 | 0.0751 | -0.036 | 19.5 | 2.52 | 2.61 | 5,307 | 17.9K | 98.5% | -0.50 | 0.0751 | -0.036 |
| 1.62 | 1.72 | 51.5K | 313.3K | 104.9% | 0.46 | 0.0716 | -0.037 | 20 | 2.94 | 3.05 | 10.4K | 71.6K | 103.9% | -0.53 | 0.0716 | -0.037 |
| 1.54 | 1.63 | 121 | 18.5K | 108.8% | 0.44 | 0.0683 | -0.038 | 20.5 | 3.35 | 3.45 | 9 | 559 | 107.5% | -0.56 | 0.0683 | -0.038 |
| 1.47 | 1.56 | 18.6K | 136.2K | 112.9% | 0.42 | 0.0651 | -0.039 | 21 | 3.75 | 3.90 | 15 | 32.3K | 111.4% | -0.58 | 0.0651 | -0.039 |
| 1.40 | 1.49 | 72 | 32.9K | 116.5% | 0.40 | 0.0622 | -0.040 | 21.5 | 4.20 | 4.35 | 1 | 1,910 | 116.0% | -0.60 | 0.0622 | -0.040 |
| 1.34 | 1.43 | 4,923 | 168.5K | 120.0% | 0.38 | 0.0594 | -0.041 | 22 | 4.60 | 4.75 | 22 | 65.9K | 117.7% | -0.62 | 0.0594 | -0.041 |
| 1.28 | 1.37 | 24 | 11.7K | 123.2% | 0.36 | 0.0569 | -0.042 | 22.5 | 5.05 | 5.20 | 2,072 | 121.4% | -0.64 | 0.0569 | -0.042 | |
| 1.24 | 1.32 | 12.1K | 107.0K | 126.8% | 0.34 | 0.0545 | -0.042 | 23 | 5.50 | 5.65 | 37 | 35.5K | 124.8% | -0.65 | 0.0545 | -0.042 |
| 1.19 | 1.27 | 37 | 18.0K | 129.8% | 0.33 | 0.0523 | -0.042 | 23.5 | 5.95 | 6.10 | 3 | 127.8% | -0.67 | 0.0523 | -0.042 | |
| 1.14 | 1.22 | 1,727 | 57.9K | 132.5% | 0.32 | 0.0503 | -0.042 | 24 | 6.40 | 6.55 | 6 | 8,231 | 130.6% | -0.68 | 0.0503 | -0.042 |
| 1.10 | 1.18 | 73 | 3,381 | 135.4% | 0.30 | 0.0484 | -0.043 | 24.5 | 6.85 | 7.00 | 5 | 15 | 133.0% | -0.69 | 0.0484 | -0.043 |
| 1.06 | 1.14 | 7,956 | 325.6K | 138.1% | 0.29 | 0.0466 | -0.043 | 25 | 7.30 | 7.45 | 32 | 7,107 | 135.2% | -0.70 | 0.0466 | -0.043 |
| 0.9900 | 1.07 | 103 | 36.3K | 143.3% | 0.27 | 0.0434 | -0.042 | 26 | 8.25 | 8.40 | 1 | 1,494 | 141.7% | -0.73 | 0.0434 | -0.042 |
| 0.9300 | 1.00 | 874 | 99.4K | 148.0% | 0.25 | 0.0405 | -0.042 | 27 | 9.20 | 9.35 | 1,265 | 147.4% | -0.74 | 0.0405 | -0.042 | |
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