VXX option chain iPath Series B S&P 500 VIX Short-Term Futures ETN
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 ±24.4% (13.62–22.41) · ATM IV 66.2% · P/C open interest 0.18
| 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 | |
| 6.60 | 10.15 | 1 | 101.6% | 0.97 | 0.0099 | -0.001 | 10 | 0 | 2.13 | 155.1% | -0.03 | 0.0099 | -0.002 | |||
| 5.15 | 9.20 | 66.6% | 0.96 | 0.0139 | -0.002 | 11 | 0 | 2.14 | 137.0% | -0.03 | 0.0140 | -0.003 | ||||
| 4.15 | 8.20 | 55.4% | 0.95 | 0.0201 | -0.002 | 12 | 0 | 0.3300 | 64.3% | -0.05 | 0.0202 | -0.003 | ||||
| 3.85 | 6.40 | 2 | 37.0% | 0.93 | 0.0303 | -0.003 | 13 | 0 | 0.2300 | 26 | 49.5% | -0.07 | 0.0305 | -0.004 | ||
| 4.25 | 5.10 | 12 | 67.6% | 0.88 | 0.0448 | -0.005 | 14 | 0 | 0.4000 | 53 | 47.1% | -0.12 | 0.0451 | -0.005 | ||
| 3.55 | 4.70 | 4 | 88 | 73.7% | 0.81 | 0.0589 | -0.008 | 15 | 0.4500 | 0.7000 | 34 | 55.9% | -0.19 | 0.0593 | -0.008 | |
| 3.00 | 3.30 | 1 | 48 | 60.8% | 0.72 | 0.0668 | -0.010 | 16 | 0.8900 | 1.10 | 2 | 32 | 59.7% | -0.28 | 0.0675 | -0.011 |
| 2.54 | 3.90 | 32 | 81.3% | 0.64 | 0.0699 | -0.012 | 17 | 1.41 | 1.67 | 1 | 58 | 63.7% | -0.36 | 0.0707 | -0.013 | |
| 2.20 | 2.32 | 200 | 763 | 66.0% | 0.57 | 0.0700 | -0.014 | 18 | 2.02 | 2.25 | 15 | 93 | 66.4% | -0.43 | 0.0709 | -0.014 |
| 1.76 | 2.09 | 168 | 68.3% | 0.51 | 0.0681 | -0.015 | 19 | 2.37 | 2.95 | 218 | 64.6% | -0.49 | 0.0691 | -0.015 | ||
| 1.63 | 1.77 | 879 | 1,233 | 72.0% | 0.45 | 0.0651 | -0.015 | 20 | 3.45 | 3.65 | 110 | 71.9% | -0.55 | 0.0663 | -0.015 | |
| 1.36 | 1.51 | 13 | 39 | 72.9% | 0.40 | 0.0616 | -0.015 | 21 | 3.75 | 4.50 | 101 | 68.0% | -0.60 | 0.0628 | -0.015 | |
| 1.17 | 1.85 | 210 | 83.2% | 0.36 | 0.0577 | -0.015 | 22 | 3.60 | 6.10 | 200 | 67.0% | -0.64 | 0.0590 | -0.015 | ||
| 1.10 | 1.19 | 35 | 2,257 | 78.6% | 0.32 | 0.0539 | -0.015 | 23 | 5.90 | 6.30 | 108 | 82.5% | -0.68 | 0.0553 | -0.015 | |
| 0.8800 | 1.19 | 11 | 135 | 81.3% | 0.29 | 0.0501 | -0.015 | 24 | 6.25 | 7.25 | 154 | 76.9% | -0.71 | 0.0516 | -0.015 | |
| 0.8700 | 1.10 | 782 | 929 | 85.4% | 0.27 | 0.0466 | -0.014 | 25 | 7.15 | 8.10 | 78.1% | -0.74 | 0.0481 | -0.014 | ||
| 0.7300 | 1.00 | 194 | 86.3% | 0.24 | 0.0433 | -0.014 | 26 | 7.60 | 9.75 | 85.5% | -0.76 | 0.0449 | -0.014 | |||
| 0.6700 | 0.9700 | 89.5% | 0.22 | 0.0403 | -0.014 | 27 | 9.25 | 9.75 | 1 | 83.4% | -0.79 | 0.0419 | -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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs