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 ±9.9% (16.23–19.79) · ATM IV 49.2% · P/C open interest 0.10

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
0	0				0.00	0.0000	0.000	13	0	0				0.00	0.0000	0.000
2.78	6.15			109.5%	0.99	0.0117	-0.001	14	0	0.0200		22	42.9%	-0.01	0.0118	-0.001
2.30	5.15			109.7%	0.97	0.0388	-0.003	15	0	0.1200		34	49.5%	-0.03	0.0389	-0.003
2.37	3.05		3	54.9%	0.94	0.0666	-0.005	15.5	0	0.1900		158	47.7%	-0.06	0.0670	-0.005
1.93	2.76		443	58.7%	0.89	0.1015	-0.007	16	0	0.1900		453	40.1%	-0.11	0.1020	-0.008
1.58	2.44		2	61.0%	0.82	0.1392	-0.010	16.5	0	0.3500		494	40.1%	-0.18	0.1400	-0.011
1.26	1.50	1	546	41.8%	0.73	0.1676	-0.014	17	0.1400	0.6000	1	314	45.0%	-0.27	0.1686	-0.014
1.03	1.35	8	81	49.6%	0.63	0.1781	-0.017	17.5	0.3400	0.6700	10	220	42.3%	-0.37	0.1792	-0.018
0.7900	0.9900	16	99	47.6%	0.54	0.1761	-0.019	18	0.8000	0.9700	5	203	50.7%	-0.47	0.1773	-0.020
0.5800	0.9500	5	96	53.0%	0.45	0.1665	-0.021	18.5	0.8300	1.31	1	96	45.4%	-0.55	0.1678	-0.021
0.3800	0.7000	88	183	50.5%	0.38	0.1528	-0.021	19	1.12	2.00	19	62	55.1%	-0.62	0.1542	-0.021
0.4200	0.6000	4	202	57.6%	0.33	0.1374	-0.021	19.5	1.74	2.15		21	57.2%	-0.68	0.1388	-0.021
0.2500	0.6500	115	456	61.7%	0.28	0.1221	-0.020	20	2.20	2.48		100	58.3%	-0.73	0.1235	-0.020
0.1100	0.5800		191	61.6%	0.24	0.1078	-0.019	20.5	2.04	3.10		3	43.1%	-0.77	0.1092	-0.019
0.2400	0.3900	7	3,196	65.8%	0.21	0.0950	-0.018	21	2.90	3.35		2	54.5%	-0.80	0.0964	-0.018
0.2000	0.3500	13	72	68.6%	0.18	0.0838	-0.018	21.5	3.50	3.85		5	64.9%	-0.83	0.0852	-0.017
0.0100	0.3100	5	856	63.0%	0.16	0.0743	-0.017	22	3.80	4.45			65.4%	-0.85	0.0755	-0.017
0.0100	0.2900	1	1,953	66.8%	0.14	0.0661	-0.016	22.5	4.30	4.90		262	67.6%	-0.86	0.0673	-0.016
0.0600	0.2600	27	292	72.7%	0.13	0.0591	-0.015	23	4.15	5.35		36		-0.88	0.0602	-0.015
0.0700	0.3400		215	82.5%	0.11	0.0531	-0.015	23.5	4.30	6.50		11		-0.89	0.0542	-0.015
0.1400	0.2000	50	4,577	82.9%	0.10	0.0480	-0.014	24	5.35	6.35		3		-0.90	0.0490	-0.014
0.0300	0.3000		1,211	86.6%	0.09	0.0436	-0.014	24.5	5.80	6.95		37		-0.91	0.0446	-0.013
0	0.1400	20	947	75.5%	0.09	0.0397	-0.013	25	6.25	7.30		130		-0.92	0.0406	-0.013
0	0.2700		786	90.4%	0.08	0.0364	-0.013	25.5	6.25	8.15		2		-0.92	0.0374	-0.012
0.0100	0.2600		4	94.2%	0.07	0.0334	-0.012	26	6.75	8.60				-0.93	0.0345	-0.012
0.0100	0.2600	1	107	101.4%	0.07	0.0286	-0.012	27	7.90	9.40		2		-0.94	0.0296	-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 25, 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 25, 2026

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