VXX option chain iPath Series B S&P 500 VIX Short-Term Futures ETN
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 ±10.1% (16.23–19.86) · ATM IV 73.0% · 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 | |
| 3.90 | 7.60 | 0.99 | 0.0053 | -0.001 | 12 | 0 | 0.0700 | 121.1% | -0.01 | 0.0053 | -0.002 | |||||
| 2.88 | 6.60 | 0.99 | 0.0083 | -0.001 | 13 | 0 | 0.0700 | 9 | 99.8% | -0.01 | 0.0083 | -0.002 | ||||
| 2.37 | 6.10 | 0.99 | 0.0108 | -0.001 | 13.5 | 0 | 0.2300 | 115.1% | -0.01 | 0.0108 | -0.002 | |||||
| 2.63 | 5.00 | 22 | 0.99 | 0.0150 | -0.002 | 14 | 0 | 0.0700 | 281 | 79.6% | -0.01 | 0.0150 | -0.002 | |||
| 1.37 | 5.10 | 34 | 0.98 | 0.0226 | -0.002 | 14.5 | 0 | 0.2300 | 367 | 91.4% | -0.02 | 0.0226 | -0.003 | |||
| 1.66 | 3.95 | 13 | 0.97 | 0.0370 | -0.004 | 15 | 0 | 0.0900 | 22 | 649 | 51.7% | -0.03 | 0.0371 | -0.004 | ||
| 1.21 | 3.60 | 5 | 61.6% | 0.95 | 0.0672 | -0.007 | 15.5 | 0.0300 | 0.0500 | 27 | 273 | 52.3% | -0.05 | 0.0673 | -0.007 | |
| 1.71 | 2.13 | 652 | 53.3% | 0.89 | 0.1152 | -0.013 | 16 | 0.0300 | 0.1600 | 160 | 1,980 | 53.6% | -0.11 | 0.1155 | -0.014 | |
| 1.30 | 1.85 | 1 | 346 | 61.2% | 0.79 | 0.1572 | -0.024 | 16.5 | 0.0600 | 0.3000 | 144 | 435 | 53.5% | -0.21 | 0.1576 | -0.024 |
| 1.16 | 1.32 | 38 | 238 | 62.6% | 0.68 | 0.1762 | -0.033 | 17 | 0.3700 | 0.4800 | 259 | 1,017 | 63.8% | -0.32 | 0.1767 | -0.033 |
| 0.9000 | 1.15 | 27 | 991 | 69.6% | 0.58 | 0.1792 | -0.039 | 17.5 | 0.4000 | 0.8200 | 52 | 242 | 62.4% | -0.42 | 0.1797 | -0.039 |
| 0.7300 | 0.9000 | 1,365 | 4,423 | 72.4% | 0.50 | 0.1723 | -0.043 | 18 | 0.8400 | 1.16 | 149 | 234 | 73.5% | -0.50 | 0.1728 | -0.043 |
| 0.5500 | 0.8400 | 68 | 261 | 79.1% | 0.42 | 0.1598 | -0.044 | 18.5 | 1.22 | 1.59 | 35 | 78 | 82.3% | -0.58 | 0.1603 | -0.044 |
| 0.4300 | 0.6500 | 633 | 2,492 | 80.1% | 0.36 | 0.1448 | -0.044 | 19 | 1.64 | 1.91 | 199 | 429 | 85.6% | -0.64 | 0.1452 | -0.044 |
| 0.4000 | 0.5800 | 278 | 607 | 88.0% | 0.30 | 0.1293 | -0.043 | 19.5 | 2.03 | 2.26 | 37 | 27 | 86.5% | -0.70 | 0.1297 | -0.043 |
| 0.3500 | 0.4500 | 701 | 35.8K | 90.4% | 0.26 | 0.1146 | -0.042 | 20 | 2.49 | 2.74 | 80 | 65 | 94.8% | -0.74 | 0.1149 | -0.042 |
| 0.2700 | 0.4500 | 35 | 624 | 96.3% | 0.23 | 0.1012 | -0.040 | 20.5 | 2.50 | 3.25 | 2 | 78.1% | -0.78 | 0.1015 | -0.040 | |
| 0.2000 | 0.3900 | 49 | 706 | 98.1% | 0.20 | 0.0894 | -0.039 | 21 | 3.30 | 3.75 | 15 | 105.0% | -0.80 | 0.0898 | -0.038 | |
| 0.0500 | 0.3500 | 647 | 94.2% | 0.17 | 0.0793 | -0.037 | 21.5 | 2.75 | 5.25 | 7 | 110.9% | -0.83 | 0.0797 | -0.037 | ||
| 0.1800 | 0.3500 | 13 | 533 | 110.9% | 0.16 | 0.0707 | -0.036 | 22 | 4.20 | 5.70 | 36 | 167.0% | -0.85 | 0.0710 | -0.035 | |
| 0.0500 | 0.4300 | 1 | 1,165 | 115.1% | 0.14 | 0.0633 | -0.035 | 22.5 | 4.35 | 5.20 | 1 | 92.1% | -0.86 | 0.0636 | -0.034 | |
| 0.1100 | 0.4300 | 2 | 975 | 126.6% | 0.13 | 0.0570 | -0.033 | 23 | 4.15 | 6.65 | 10 | 120.8% | -0.87 | 0.0574 | -0.033 | |
| 0.1300 | 0.4100 | 1 | 24 | 133.6% | 0.12 | 0.0516 | -0.032 | 23.5 | 4.80 | 7.15 | 15 | 138.7% | -0.89 | 0.0520 | -0.032 | |
| 0.1200 | 0.4000 | 1 | 42 | 138.9% | 0.11 | 0.0470 | -0.031 | 24 | 5.30 | 7.65 | 50 | 145.7% | -0.89 | 0.0474 | -0.031 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 24.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0300 | 0.3000 | 18 | 378 | 135.2% | 0.09 | 0.0395 | -0.030 | 25 | 7.10 | 8.40 | 22 | 194.1% | -0.91 | 0.0399 | -0.029 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 25.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.1200 | 0.2200 | 11 | 37 | 141.2% | 0.08 | 0.0337 | -0.028 | 26 | 7.15 | 9.60 | 18 | 154.6% | -0.92 | 0.0341 | -0.027 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 26.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0400 | 0.3600 | 5 | 164.1% | 0.07 | 0.0292 | -0.027 | 27 | 8.10 | 10.60 | 7 | 160.7% | -0.93 | 0.0296 | -0.026 | ||
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 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.