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 ±13.4% (15.62–20.45) · ATM IV 76.0% · P/C open interest 0.21
| 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 | |
| 3.35 | 8.25 | 0.99 | 0.0058 | -0.000 | 12 | 0 | 2.13 | 245.3% | -0.01 | 0.0058 | -0.001 | |||||
| 2.89 | 7.75 | 0.99 | 0.0072 | -0.001 | 12.5 | 0 | 2.13 | 228.7% | -0.01 | 0.0072 | -0.001 | |||||
| 2.39 | 7.25 | 0.99 | 0.0092 | -0.001 | 13 | 0 | 1.95 | 18 | 203.9% | -0.01 | 0.0092 | -0.001 | ||||
| 1.91 | 6.80 | 67.8% | 0.99 | 0.0123 | -0.001 | 13.5 | 0 | 0.0800 | 19 | 71.8% | -0.01 | 0.0123 | -0.002 | |||
| 1.43 | 6.30 | 63.2% | 0.98 | 0.0178 | -0.001 | 14 | 0 | 0.0800 | 222 | 50.8% | -0.01 | 0.0179 | -0.002 | |||
| 1.38 | 5.10 | 0.97 | 0.0315 | -0.003 | 14.5 | 0.0100 | 0.1000 | 3 | 196 | 51.3% | -0.03 | 0.0315 | -0.003 | |||
| 1.71 | 4.00 | 10 | 44.3% | 0.94 | 0.0559 | -0.006 | 15 | 0.0100 | 0.6900 | 361 | 90.2% | -0.06 | 0.0561 | -0.006 | ||
| 1.14 | 3.70 | 1 | 49.8% | 0.88 | 0.0887 | -0.012 | 15.5 | 0.0300 | 0.1900 | 6 | 146 | 52.8% | -0.12 | 0.0889 | -0.012 | |
| 1.85 | 2.48 | 1,056 | 66.3% | 0.80 | 0.1127 | -0.018 | 16 | 0.1800 | 0.4000 | 1,147 | 62.4% | -0.19 | 0.1130 | -0.018 | ||
| 1.47 | 2.30 | 202 | 71.9% | 0.73 | 0.1272 | -0.024 | 16.5 | 0.2800 | 0.5300 | 60 | 94 | 60.7% | -0.27 | 0.1275 | -0.024 | |
| 1.31 | 1.69 | 6 | 890 | 66.8% | 0.65 | 0.1342 | -0.028 | 17 | 0.5900 | 0.8100 | 12 | 191 | 69.1% | -0.35 | 0.1345 | -0.028 |
| 1.15 | 1.39 | 1 | 124 | 70.0% | 0.58 | 0.1352 | -0.031 | 17.5 | 0.8700 | 1.15 | 133 | 74.8% | -0.42 | 0.1356 | -0.031 | |
| 0.9800 | 1.20 | 570 | 958 | 73.8% | 0.51 | 0.1320 | -0.033 | 18 | 1.17 | 1.48 | 1 | 134 | 78.3% | -0.49 | 0.1324 | -0.033 |
| 0.8400 | 1.03 | 56 | 132 | 77.0% | 0.45 | 0.1258 | -0.035 | 18.5 | 0.7000 | 2.85 | 3 | 88.3% | -0.55 | 0.1263 | -0.035 | |
| 0.7200 | 1.01 | 2 | 2,355 | 84.0% | 0.40 | 0.1179 | -0.035 | 19 | 1.81 | 2.20 | 48 | 109 | 82.5% | -0.60 | 0.1184 | -0.035 |
| 0.5500 | 1.65 | 63 | 109.9% | 0.36 | 0.1092 | -0.035 | 19.5 | 2.21 | 2.70 | 1 | 8 | 89.5% | -0.64 | 0.1097 | -0.035 | |
| 0.5300 | 0.7300 | 341 | 1,179 | 89.7% | 0.32 | 0.1004 | -0.035 | 20 | 2.57 | 3.05 | 8 | 13 | 88.8% | -0.68 | 0.1009 | -0.035 |
| 0.1500 | 1.00 | 13 | 92.0% | 0.29 | 0.0920 | -0.035 | 20.5 | 2.11 | 4.55 | 98.9% | -0.72 | 0.0925 | -0.034 | |||
| 0.4500 | 0.7800 | 34 | 261 | 102.9% | 0.26 | 0.0842 | -0.034 | 21 | 2.56 | 4.95 | 101.3% | -0.74 | 0.0847 | -0.034 | ||
| 0.1500 | 1.27 | 81 | 117.7% | 0.23 | 0.0771 | -0.034 | 21.5 | 3.05 | 5.35 | 6 | 104.4% | -0.77 | 0.0776 | -0.033 | ||
| 0.1600 | 0.5000 | 275 | 887 | 93.0% | 0.21 | 0.0708 | -0.033 | 22 | 4.20 | 5.70 | 25 | 131.0% | -0.79 | 0.0713 | -0.033 | |
| 0.1000 | 0.5700 | 5 | 1,811 | 99.7% | 0.20 | 0.0651 | -0.032 | 22.5 | 4.05 | 6.35 | 31 | 118.2% | -0.80 | 0.0657 | -0.032 | |
| 0.2500 | 0.5800 | 4 | 106 | 113.3% | 0.18 | 0.0601 | -0.032 | 23 | 4.30 | 6.85 | 113.4% | -0.82 | 0.0607 | -0.032 | ||
| 0.0700 | 1.05 | 27 | 132.4% | 0.17 | 0.0557 | -0.031 | 23.5 | 4.75 | 7.30 | 114.4% | -0.83 | 0.0562 | -0.031 | |||
| 0.0900 | 1.01 | 44 | 137.4% | 0.16 | 0.0518 | -0.031 | 24 | 5.30 | 7.80 | 2 | 122.5% | -0.84 | 0.0523 | -0.030 | ||
| 0 | 0.9400 | 54 | 141.5% | 0.14 | 0.0451 | -0.030 | 25 | 6.20 | 8.75 | 125.1% | -0.86 | 0.0456 | -0.029 | |||
| 0.0100 | 0.8900 | 4 | 149.1% | 0.13 | 0.0398 | -0.029 | 26 | 7.15 | 9.75 | 3 | 131.8% | -0.88 | 0.0403 | -0.028 | ||
| 0.0100 | 0.8600 | 463 | 157.0% | 0.11 | 0.0354 | -0.028 | 27 | 8.10 | 10.70 | 134.3% | -0.89 | 0.0359 | -0.027 | |||
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 06, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs