VXX option chain iPath Series B S&P 500 VIX Short-Term Futures ETN
Cboe delayed options data · as of 21:39 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 ±45.8% (9.57–25.79) · ATM IV 79.6% · P/C open interest 3.76
| 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 | |
| 6.85 | 10.90 | 60.2% | 0.94 | 0.0122 | -0.001 | 9 | 0 | 2.15 | 5 | 111.2% | -0.05 | 0.0121 | -0.002 | |||
| 5.90 | 10.05 | 3 | 58.1% | 0.93 | 0.0160 | -0.002 | 10 | 0 | 2.21 | 9 | 99.3% | -0.07 | 0.0160 | -0.003 | ||
| 5.75 | 9.25 | 73.4% | 0.90 | 0.0210 | -0.002 | 11 | 0 | 2.37 | 9 | 90.3% | -0.09 | 0.0212 | -0.003 | |||
| 4.40 | 8.60 | 63.0% | 0.86 | 0.0267 | -0.003 | 12 | 0.5800 | 0.8700 | 42 | 10 | 64.0% | -0.13 | 0.0270 | -0.004 | ||
| 4.45 | 7.95 | 74.3% | 0.82 | 0.0314 | -0.004 | 13 | 0.6500 | 1.54 | 1 | 7 | 66.3% | -0.18 | 0.0318 | -0.005 | ||
| 3.95 | 7.45 | 1 | 76.5% | 0.77 | 0.0347 | -0.006 | 14 | 1.15 | 1.52 | 4 | 10 | 63.2% | -0.23 | 0.0353 | -0.006 | |
| 3.50 | 6.15 | 143 | 68.3% | 0.72 | 0.0369 | -0.007 | 15 | 1.62 | 2.10 | 10 | 146 | 66.0% | -0.27 | 0.0375 | -0.007 | |
| 3.95 | 5.70 | 10 | 1 | 79.4% | 0.68 | 0.0382 | -0.008 | 16 | 1.29 | 3.95 | 7 | 72.3% | -0.32 | 0.0390 | -0.008 | |
| 2.79 | 5.40 | 4 | 73.1% | 0.64 | 0.0389 | -0.008 | 17 | 2.70 | 3.40 | 7 | 70.1% | -0.36 | 0.0398 | -0.009 | ||
| 2.55 | 5.80 | 3 | 82.9% | 0.60 | 0.0391 | -0.009 | 18 | 2.61 | 5.25 | 3 | 76.2% | -0.39 | 0.0401 | -0.009 | ||
| 2.19 | 4.85 | 50 | 76.9% | 0.57 | 0.0390 | -0.009 | 19 | 3.30 | 5.95 | 26 | 77.7% | -0.43 | 0.0402 | -0.009 | ||
| 2.94 | 3.50 | 35 | 77.4% | 0.54 | 0.0387 | -0.010 | 20 | 5.05 | 5.55 | 5,191 | 5,329 | 78.0% | -0.46 | 0.0400 | -0.010 | |
| 2.85 | 4.35 | 13 | 90.6% | 0.51 | 0.0382 | -0.010 | 21 | 4.80 | 7.40 | 7 | 80.1% | -0.49 | 0.0396 | -0.010 | ||
| 1.50 | 4.95 | 105 | 88.5% | 0.48 | 0.0376 | -0.010 | 22 | 5.55 | 7.50 | 1 | 74.3% | -0.52 | 0.0391 | -0.010 | ||
| 1.97 | 3.50 | 2 | 68 | 83.7% | 0.46 | 0.0368 | -0.010 | 23 | 6.35 | 9.00 | 6 | 82.3% | -0.55 | 0.0385 | -0.010 | |
| 2.14 | 2.96 | 1 | 21 | 84.4% | 0.43 | 0.0360 | -0.010 | 24 | 7.15 | 9.80 | 83.0% | -0.57 | 0.0378 | -0.010 | ||
| 2.03 | 2.52 | 5 | 118 | 83.0% | 0.41 | 0.0352 | -0.010 | 25 | 9.05 | 9.60 | 40 | 397 | 84.3% | -0.59 | 0.0371 | -0.010 |
| 0.9000 | 3.70 | 2 | 87.3% | 0.39 | 0.0343 | -0.010 | 26 | 8.85 | 11.45 | 84.7% | -0.62 | 0.0363 | -0.010 | |||
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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs