VXX option chain iPath Series B S&P 500 VIX Short-Term Futures ETN
Cboe delayed options data · as of 15:05 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 ±17.9% (14.48–20.79) · ATM IV 75.9% · P/C open interest 0.41
| 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 | |
| 6.65 | 10.60 | 1.00 | 0.0023 | 0.000 | 9 | 0 | 0.0100 | 88.2% | -0.00 | 0.0021 | -0.001 | |||||
| 5.65 | 9.60 | 3 | 0.99 | 0.0032 | 0.000 | 10 | 0 | 0.0100 | 70 | 75.3% | -0.00 | 0.0032 | -0.001 | |||
| 4.65 | 8.60 | 0.99 | 0.0049 | -0.000 | 11 | 0 | 0.0100 | 140 | 63.7% | -0.01 | 0.0049 | -0.001 | ||||
| 3.65 | 7.60 | 13 | 0.99 | 0.0087 | -0.001 | 12 | 0 | 0.0200 | 10 | 166 | 57.6% | -0.01 | 0.0087 | -0.001 | ||
| 3.75 | 5.00 | 54 | 0.98 | 0.0183 | -0.002 | 13 | 0 | 0.0800 | 13 | 333 | 58.4% | -0.02 | 0.0184 | -0.002 | ||
| 2.33 | 6.15 | 60.6% | 0.95 | 0.0320 | -0.004 | 13.5 | 0.0100 | 0.7800 | 95.2% | -0.04 | 0.0321 | -0.004 | ||||
| 2.98 | 4.60 | 35 | 60.6% | 0.92 | 0.0477 | -0.007 | 14 | 0.0600 | 0.1600 | 1 | 693 | 58.1% | -0.08 | 0.0478 | -0.007 | |
| 1.48 | 5.25 | 61.1% | 0.88 | 0.0621 | -0.010 | 14.5 | 0.0300 | 0.7700 | 77.8% | -0.12 | 0.0622 | -0.010 | ||||
| 2.75 | 3.00 | 1 | 312 | 54.2% | 0.83 | 0.0754 | -0.012 | 15 | 0.2600 | 0.3500 | 36 | 16.8K | 62.0% | -0.17 | 0.0756 | -0.013 |
| 1.11 | 4.15 | 64.5% | 0.78 | 0.0873 | -0.015 | 15.5 | 0.1100 | 1.01 | 70.7% | -0.22 | 0.0876 | -0.015 | ||||
| 2.08 | 2.43 | 5 | 900 | 62.8% | 0.73 | 0.0967 | -0.017 | 16 | 0.5900 | 0.6900 | 188 | 1,841 | 65.9% | -0.27 | 0.0971 | -0.018 |
| 1.27 | 3.20 | 78.5% | 0.67 | 0.1026 | -0.019 | 16.5 | 0.1900 | 1.66 | 71.1% | -0.33 | 0.1030 | -0.020 | ||||
| 1.61 | 1.85 | 43 | 691 | 66.8% | 0.61 | 0.1045 | -0.021 | 17 | 1.00 | 1.23 | 138 | 2,835 | 69.6% | -0.39 | 0.1049 | -0.022 |
| 1.35 | 2.39 | 32 | 85.9% | 0.56 | 0.1034 | -0.023 | 17.5 | 0.9700 | 1.60 | 65.9% | -0.44 | 0.1040 | -0.023 | |||
| 1.30 | 1.54 | 58 | 2,812 | 74.9% | 0.51 | 0.1006 | -0.024 | 18 | 1.70 | 1.90 | 145 | 1,297 | 77.5% | -0.49 | 0.1012 | -0.024 |
| 1.09 | 1.67 | 1 | 82.5% | 0.47 | 0.0967 | -0.025 | 18.5 | 1.39 | 3.05 | 83.3% | -0.53 | 0.0973 | -0.025 | |||
| 1.05 | 1.22 | 20 | 1,379 | 79.3% | 0.43 | 0.0923 | -0.026 | 19 | 2.46 | 2.69 | 5 | 389 | 85.0% | -0.57 | 0.0929 | -0.026 |
| 0.9300 | 1.42 | 1 | 89.1% | 0.39 | 0.0875 | -0.026 | 19.5 | 1.28 | 4.60 | 86.2% | -0.61 | 0.0881 | -0.026 | |||
| 0.8900 | 1.01 | 164 | 9,293 | 85.0% | 0.36 | 0.0827 | -0.026 | 20 | 3.25 | 3.45 | 1,114 | 89.0% | -0.64 | 0.0834 | -0.026 | |
| 0.8100 | 0.9500 | 8 | 88.0% | 0.33 | 0.0780 | -0.026 | 20.5 | 3.65 | 5.50 | 131.9% | -0.67 | 0.0787 | -0.026 | |||
| 0.7800 | 0.8500 | 630 | 90.7% | 0.31 | 0.0735 | -0.026 | 21 | 4.05 | 4.50 | 158 | 98.2% | -0.69 | 0.0742 | -0.026 | ||
| 0.6800 | 0.8400 | 93.4% | 0.29 | 0.0692 | -0.026 | 21.5 | 2.90 | 5.90 | 83.0% | -0.71 | 0.0699 | -0.025 | ||||
| 0.5900 | 0.8100 | 1 | 1,110 | 95.4% | 0.27 | 0.0651 | -0.025 | 22 | 3.20 | 5.45 | 278 | -0.73 | 0.0658 | -0.025 | ||
| 0.1600 | 1.47 | 107.2% | 0.25 | 0.0613 | -0.025 | 22.5 | 3.65 | 7.40 | 101.0% | -0.75 | 0.0621 | -0.025 | ||||
| 0.5300 | 0.7200 | 2,554 | 100.8% | 0.23 | 0.0578 | -0.025 | 23 | 4.65 | 7.20 | 227 | 99.8% | -0.77 | 0.0586 | -0.025 | ||
| 0.5000 | 0.6500 | 2 | 241 | 106.7% | 0.21 | 0.0516 | -0.024 | 24 | 5.30 | 7.10 | 337 | -0.80 | 0.0523 | -0.024 | ||
| 0.4200 | 0.5200 | 90 | 3,142 | 107.6% | 0.18 | 0.0462 | -0.023 | 25 | 7.70 | 7.90 | 21 | 108.8% | -0.82 | 0.0470 | -0.023 | |
| 0.1800 | 0.8100 | 710 | 117.0% | 0.17 | 0.0417 | -0.023 | 26 | 7.70 | 9.70 | 10 | 108.6% | -0.84 | 0.0425 | -0.022 | ||
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 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs