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

Expiration 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 ±18.7% (14.67–21.41) · ATM IV 72.5% · P/C open interest 1.01

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
3.45	8.30		10	67.9%	0.98	0.0110	-0.001	12	0	0.2800		24	85.5%	-0.01	0.0109	-0.002
3.40	7.00		10		0.97	0.0166	-0.002	12.5	0	1.80		22	144.7%	-0.02	0.0166	-0.002
2.89	6.60				0.96	0.0242	-0.003	13	0	2.16		11	146.5%	-0.04	0.0242	-0.003
2.80	5.45				0.94	0.0336	-0.004	13.5	0.0100	1.60		184	117.9%	-0.06	0.0336	-0.005
3.30	5.05			76.0%	0.92	0.0446	-0.006	14	0.0200	0.5300		192	71.0%	-0.08	0.0447	-0.006
2.23	4.65			47.0%	0.89	0.0575	-0.007	14.5	0.0400	1.64		33	101.0%	-0.11	0.0576	-0.008
1.78	3.55		233		0.84	0.0703	-0.010	15	0.2100	0.4900		232	61.7%	-0.16	0.0706	-0.010
1.42	4.00		121	55.0%	0.79	0.0806	-0.013	15.5	0.1900	2.11		57	98.5%	-0.21	0.0808	-0.013
1.19	2.89		94	36.3%	0.73	0.0875	-0.015	16	0.4500	0.9200	1	8	64.9%	-0.26	0.0878	-0.016
2.00	3.05		67	79.6%	0.68	0.0914	-0.018	16.5	0.7700	1.10		62	68.1%	-0.32	0.0918	-0.018
1.78	2.26	6	46	69.0%	0.63	0.0930	-0.019	17	0.9200	1.27	17	1,182	65.7%	-0.37	0.0934	-0.020
1.55	2.15	2	17	72.8%	0.58	0.0928	-0.021	17.5	0.4500	3.30		4	89.5%	-0.42	0.0932	-0.021
1.48	1.69	4	137	71.3%	0.53	0.0913	-0.022	18	1.59	1.98		141	73.7%	-0.46	0.0918	-0.022
1.31	2.21		15	87.8%	0.49	0.0889	-0.023	18.5	1.96	2.50		11	80.4%	-0.51	0.0894	-0.023
1.19	1.48	1	14	77.5%	0.46	0.0858	-0.023	19	2.35	2.87		11	83.3%	-0.54	0.0864	-0.023
0.9900	2.80		29	109.3%	0.42	0.0824	-0.024	19.5	1.77	4.25			86.5%	-0.58	0.0830	-0.024
0.9900	1.39		115	85.3%	0.39	0.0788	-0.024	20	3.15	3.70			89.6%	-0.61	0.0794	-0.024
0.3200	1.10		4	69.1%	0.36	0.0750	-0.024	20.5	2.58	5.05		3	91.1%	-0.64	0.0757	-0.024
0.8200	1.09	1	14	86.6%	0.34	0.0713	-0.024	21	3.85	4.65			94.0%	-0.66	0.0720	-0.024
0.2200	1.16	1	1	78.9%	0.31	0.0677	-0.024	21.5	3.40	5.90		1	94.9%	-0.69	0.0684	-0.024
0.6000	0.9700	2	13	88.7%	0.29	0.0642	-0.023	22	4.10	5.35			78.5%	-0.71	0.0650	-0.023
0.1100	0.9200	1	4	78.8%	0.27	0.0609	-0.023	22.5	4.30	6.80			100.3%	-0.73	0.0616	-0.023
0.5900	1.00	1	34	98.7%	0.26	0.0578	-0.023	23	4.85	7.25			105.1%	-0.74	0.0585	-0.023
0.5000	0.6500		94	94.9%	0.23	0.0520	-0.022	24	5.65	7.55			88.3%	-0.77	0.0528	-0.022
0.4600	0.6000	8	960	99.7%	0.20	0.0470	-0.022	25	7.25	8.10			100.8%	-0.80	0.0478	-0.021
0.3700	0.7400		9	108.3%	0.18	0.0427	-0.021	26	8.30	10.05			136.8%	-0.82	0.0435	-0.021
0.2500	0.7100	25	31	109.9%	0.17	0.0389	-0.020	27	9.30	11.00		2	142.9%	-0.83	0.0398	-0.020

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 27, 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 — Nov 27, 2026

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