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

Expiration Cboe delayed options data · as of 14:03 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 ±14.2% (15.45–20.57) · ATM IV 56.1% · P/C open interest 0.91

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
3.25	6.70		1	94.7%	0.97	0.0215	-0.002	13.5	0	0.2600			67.1%	-0.03	0.0216	-0.002
2.75	5.50			50.1%	0.96	0.0310	-0.003	14	0	0.1200	5	5	50.5%	-0.04	0.0311	-0.003
3.20	4.15			51.2%	0.94	0.0443	-0.004	14.5	0	0.3200	30	125	57.2%	-0.06	0.0445	-0.004
2.95	3.35	2	2	41.7%	0.91	0.0610	-0.005	15	0.0400	0.2200	30	126	47.6%	-0.09	0.0613	-0.006
2.38	3.70			65.7%	0.87	0.0801	-0.007	15.5	0.0900	0.7400	1	6	62.4%	-0.13	0.0806	-0.007
2.04	2.50		1	40.1%	0.82	0.0999	-0.009	16	0.1600	0.4100		605	46.3%	-0.18	0.1005	-0.009
1.80	2.29		22	49.3%	0.75	0.1150	-0.012	16.5	0.2300	0.5800		22	45.8%	-0.25	0.1157	-0.012
1.62	1.90		200	51.4%	0.68	0.1226	-0.014	17	0.5300	0.7100		202	48.4%	-0.32	0.1234	-0.014
1.36	1.76		1	55.5%	0.61	0.1246	-0.016	17.5	0.7300	1.16		6	53.9%	-0.39	0.1256	-0.016
1.22	1.43	5	241	56.2%	0.55	0.1229	-0.017	18	1.08	1.40	5	620	56.0%	-0.46	0.1240	-0.017
1.06	1.24		2	58.2%	0.49	0.1188	-0.018	18.5	1.40	1.74		4	58.3%	-0.51	0.1199	-0.018
0.8900	1.10		23	59.9%	0.44	0.1130	-0.018	19	1.52	2.13			56.0%	-0.56	0.1142	-0.018
0.7600	1.39			71.1%	0.39	0.1065	-0.019	19.5	1.73	2.58			55.8%	-0.61	0.1077	-0.019
0.6200	0.8700	11	55	62.9%	0.35	0.0995	-0.019	20	2.42	2.83	1	16	61.1%	-0.65	0.1007	-0.019
0.5700	0.8600			67.6%	0.32	0.0925	-0.018	20.5	2.57	3.45			61.6%	-0.69	0.0937	-0.018
0.5000	0.7700	6	6	69.4%	0.28	0.0856	-0.018	21	3.05	3.80			62.7%	-0.72	0.0870	-0.018
0.4300	0.7100		46	71.3%	0.26	0.0792	-0.018	21.5	3.50	4.35			67.9%	-0.75	0.0805	-0.018
0.4200	0.6300		161	73.7%	0.23	0.0731	-0.017	22	3.90	4.95			72.9%	-0.77	0.0745	-0.017
0.3400	0.6400		498	76.4%	0.21	0.0676	-0.017	22.5	4.25	5.35			69.8%	-0.79	0.0690	-0.017
0.3200	0.6400		32	80.2%	0.20	0.0625	-0.016	23	4.85	5.85			77.4%	-0.81	0.0639	-0.016
0.2900	0.6600		3	84.1%	0.18	0.0579	-0.016	23.5	5.15	6.20		1,193	69.0%	-0.82	0.0593	-0.016
0.2800	0.5300	10	20	83.6%	0.17	0.0537	-0.015	24	5.80	6.60			74.8%	-0.84	0.0551	-0.015
0.2500	0.3900		13	84.9%	0.14	0.0465	-0.015	25	6.50	7.40				-0.86	0.0479	-0.014
0.0400	0.5400			89.2%	0.13	0.0406	-0.014	26	7.60	8.70			84.3%	-0.88	0.0420	-0.013
0.0900	0.3700		4	90.0%	0.11	0.0358	-0.013	27	8.55	9.60			82.0%	-0.90	0.0371	-0.013

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 — Oct 09, 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 — Oct 09, 2026

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