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 ±15.4% (15.27–20.81) · ATM IV 74.1% · P/C open interest 0.36
| 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 | |
| 2.90 | 7.80 | 69.0% | 0.99 | 0.0095 | -0.001 | 12.5 | 0 | 2.14 | 52 | 194.7% | -0.01 | 0.0095 | -0.001 | |||
| 2.42 | 7.30 | 65.5% | 0.98 | 0.0147 | -0.001 | 13 | 0 | 0.0700 | 109 | 66.3% | -0.02 | 0.0147 | -0.002 | |||
| 1.95 | 6.85 | 68.5% | 0.97 | 0.0232 | -0.003 | 13.5 | 0 | 2.13 | 146 | 167.4% | -0.03 | 0.0232 | -0.003 | |||
| 2.57 | 4.10 | 0.95 | 0.0351 | -0.004 | 14 | 0 | 0.1200 | 12 | 157 | 58.9% | -0.04 | 0.0351 | -0.005 | |||
| 1.99 | 4.50 | 0.93 | 0.0503 | -0.006 | 14.5 | 0.0100 | 0.3200 | 28 | 207 | 67.2% | -0.07 | 0.0504 | -0.007 | |||
| 2.63 | 3.20 | 5 | 4 | 48.4% | 0.89 | 0.0692 | -0.009 | 15 | 0.0400 | 0.2900 | 447 | 59.0% | -0.10 | 0.0694 | -0.009 | |
| 1.86 | 2.88 | 193 | 33.7% | 0.84 | 0.0888 | -0.013 | 15.5 | 0.0800 | 0.4000 | 379 | 57.9% | -0.16 | 0.0891 | -0.013 | ||
| 1.40 | 2.45 | 208 | 34.9% | 0.77 | 0.1034 | -0.017 | 16 | 0.1800 | 0.6100 | 338 | 60.9% | -0.23 | 0.1037 | -0.017 | ||
| 1.50 | 2.15 | 11 | 57.0% | 0.70 | 0.1123 | -0.021 | 16.5 | 0.4900 | 0.7500 | 49 | 253 | 65.4% | -0.29 | 0.1126 | -0.021 | |
| 1.48 | 1.88 | 564 | 66.9% | 0.64 | 0.1163 | -0.024 | 17 | 0.6800 | 1.01 | 72 | 421 | 67.2% | -0.36 | 0.1167 | -0.024 | |
| 1.20 | 1.61 | 1 | 5 | 66.7% | 0.58 | 0.1166 | -0.026 | 17.5 | 0.3500 | 1.86 | 15 | 68.9% | -0.42 | 0.1170 | -0.026 | |
| 1.12 | 1.38 | 119 | 71.1% | 0.52 | 0.1141 | -0.028 | 18 | 1.36 | 1.68 | 1 | 4 | 77.1% | -0.48 | 0.1146 | -0.028 | |
| 0.1000 | 2.45 | 46 | 83.7% | 0.47 | 0.1099 | -0.029 | 18.5 | 1.55 | 2.03 | 13 | 24 | 76.0% | -0.53 | 0.1104 | -0.029 | |
| 0.8900 | 1.27 | 6 | 81 | 83.0% | 0.42 | 0.1045 | -0.029 | 19 | 1.19 | 2.49 | 29 | 61.1% | -0.58 | 0.1050 | -0.029 | |
| 0.2900 | 1.12 | 48 | 70.9% | 0.38 | 0.0985 | -0.029 | 19.5 | 1.60 | 3.95 | 20 | 94.2% | -0.62 | 0.0990 | -0.029 | ||
| 0.6400 | 0.9400 | 707 | 2,013 | 83.8% | 0.35 | 0.0922 | -0.029 | 20 | 2.75 | 3.25 | 8 | 87.0% | -0.65 | 0.0928 | -0.029 | |
| 0.1600 | 0.9900 | 10 | 78.0% | 0.31 | 0.0860 | -0.029 | 20.5 | 2.30 | 4.75 | 96.0% | -0.69 | 0.0866 | -0.029 | |||
| 0.5500 | 0.8100 | 50 | 119 | 91.4% | 0.29 | 0.0800 | -0.029 | 21 | 3.35 | 4.95 | 2 | 110.6% | -0.71 | 0.0807 | -0.028 | |
| 0.0100 | 1.65 | 160 | 107.3% | 0.26 | 0.0744 | -0.028 | 21.5 | 3.15 | 5.65 | 3 | 102.2% | -0.74 | 0.0750 | -0.028 | ||
| 0.4600 | 0.7000 | 1 | 1,215 | 97.3% | 0.24 | 0.0692 | -0.028 | 22 | 3.60 | 5.10 | 45 | 66.8% | -0.76 | 0.0698 | -0.027 | |
| 0.2000 | 0.6400 | 3 | 518 | 91.3% | 0.22 | 0.0644 | -0.027 | 22.5 | 4.70 | 6.20 | 5 | 117.7% | -0.78 | 0.0651 | -0.027 | |
| 0.1000 | 0.6900 | 16 | 94.5% | 0.21 | 0.0600 | -0.027 | 23 | 4.55 | 6.95 | 109.9% | -0.79 | 0.0607 | -0.026 | |||
| 0.0600 | 1.40 | 33 | 124.3% | 0.19 | 0.0560 | -0.026 | 23.5 | 5.00 | 7.40 | 111.6% | -0.81 | 0.0567 | -0.026 | |||
| 0.1600 | 0.5200 | 1,285 | 99.5% | 0.18 | 0.0524 | -0.026 | 24 | 5.40 | 7.90 | 112.8% | -0.82 | 0.0531 | -0.025 | |||
| 0.2600 | 0.4500 | 28 | 65 | 109.7% | 0.16 | 0.0461 | -0.025 | 25 | 6.35 | 8.85 | 1 | 118.2% | -0.84 | 0.0468 | -0.024 | |
| 0.0100 | 0.5200 | 31 | 108.9% | 0.14 | 0.0410 | -0.024 | 26 | 8.20 | 9.50 | 1 | 146.8% | -0.86 | 0.0416 | -0.023 | ||
| 0.1500 | 0.4400 | 501 | 119.7% | 0.13 | 0.0366 | -0.023 | 27 | 8.25 | 10.80 | 128.2% | -0.87 | 0.0373 | -0.022 | |||
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 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs