VXX option chain iPath Series B S&P 500 VIX Short-Term Futures ETN

Expiration Cboe delayed options data · as of 17:03 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 ±7.5% (16.66–19.36) · ATM IV 44.8% · P/C open interest 0.27

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
7.10	9.40		1	204.8%	1.00	0.0023	-0.000	10	0	0.5500			217.6%	-0.00	0.0023	-0.001
5.80	9.15			217.2%	1.00	0.0033	-0.000	11	0	0.0200		110	101.8%	-0.00	0.0033	-0.001
5.65	7.25		3	183.8%	0.99	0.0049	-0.001	12	0	0.0200		27	85.5%	-0.01	0.0049	-0.001
4.35	6.65			162.8%	0.99	0.0075	-0.001	13	0	0.1200		11	94.3%	-0.01	0.0076	-0.001
2.62	5.90		3	105.9%	0.99	0.0121	-0.001	14	0	0.0200		56	56.1%	-0.01	0.0121	-0.001
2.86	3.50		95	73.0%	0.98	0.0262	-0.002	15	0	0.0200	31	891	42.6%	-0.02	0.0263	-0.002
2.01	2.29	12	386	49.3%	0.93	0.0864	-0.005	16	0.0100	0.2600	14	463	53.3%	-0.07	0.0868	-0.006
1.56	1.80			43.4%	0.88	0.1411	-0.009	16.5	0.0700	0.1000	20	35	37.5%	-0.12	0.1418	-0.009
1.03	1.36		423	34.8%	0.77	0.1964	-0.014	17	0.2000	0.2500	33	962	41.8%	-0.23	0.1974	-0.015
0.8800	1.02	64	207	43.1%	0.65	0.2243	-0.019	17.5	0.2900	0.5800	38	583	45.4%	-0.35	0.2255	-0.019
0.6500	0.7500	301	1,114	44.9%	0.53	0.2262	-0.022	18	0.6000	0.7000	263	2,800	44.7%	-0.47	0.2275	-0.022
0.3800	0.6000	49	552	45.4%	0.43	0.2099	-0.023	18.5	0.9700	1.09	5	662	51.3%	-0.58	0.2113	-0.023
0.4000	0.5000	312	1,266	54.4%	0.34	0.1846	-0.023	19	1.28	1.43	116	866	50.9%	-0.66	0.1860	-0.023
0.2700	0.3500	14	179	53.9%	0.28	0.1575	-0.022	19.5	1.72	1.89		14	57.2%	-0.73	0.1589	-0.022
0.1900	0.3100	640	4,315	57.5%	0.23	0.1328	-0.021	20	2.18	2.29	35	2,359	60.3%	-0.78	0.1341	-0.021
0.1700	0.2800	1	22	63.0%	0.19	0.1120	-0.020	20.5	2.17	2.74		3		-0.82	0.1131	-0.020
0.1500	0.2400	24	854	67.1%	0.16	0.0951	-0.019	21	2.95	4.05	2	629	99.3%	-0.84	0.0961	-0.019
0.0800	0.2200	1	21	68.3%	0.14	0.0814	-0.018	21.5	3.45	3.70			64.1%	-0.87	0.0823	-0.018
0	0.1900	83	4,354	66.3%	0.12	0.0704	-0.017	22	3.95	4.20	11	837	70.1%	-0.88	0.0712	-0.017
0	0.2200	4	7	74.3%	0.11	0.0614	-0.017	22.5	4.30	4.80			71.5%	-0.90	0.0622	-0.016
0.0900	0.1800	82	3,794	83.7%	0.10	0.0540	-0.016	23	5.00	5.15	211	884	81.3%	-0.91	0.0548	-0.016
0.0900	0.1800		10	89.0%	0.09	0.0479	-0.015	23.5	4.55	5.75		11		-0.92	0.0487	-0.015
0.0900	0.1800	36	4,886	94.2%	0.08	0.0428	-0.015	24	5.80	6.15		391		-0.93	0.0436	-0.014
0.0500	0.1500		4	92.8%	0.07	0.0384	-0.014	24.5	5.40	6.90		10		-0.93	0.0392	-0.014
0.0600	0.0900	11	3,905	91.9%	0.06	0.0347	-0.014	25	6.80	7.30	300	3,941	96.3%	-0.94	0.0356	-0.013
0.0200	0.1300		1,046	100.4%	0.06	0.0288	-0.013	26	7.75	8.30		334	98.8%	-0.95	0.0298	-0.012
0.0300	0.2000	1	694	117.7%	0.05	0.0243	-0.012	27	8.75	9.10		195		-0.96	0.0254	-0.011

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 18, 2026

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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VXX option chain iPath Series B S&P 500 VIX Short-Term Futures ETN

Volatility smile — Sep 18, 2026

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