VXX option chain iPath Series B S&P 500 VIX Short-Term Futures ETN
Cboe delayed options data · as of 09:45 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 ±44.1% (10.09–25.99) · ATM IV 52.4% · P/C open interest 1.14
| 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 | |
| 4.10 | 14.05 | 70 | 72.0% | 0.86 | 0.0155 | -0.002 | 10 | 0.6000 | 2.52 | 10 | 1,663 | 77.8% | -0.12 | 0.0142 | -0.003 | |
| 3.55 | 13.50 | 11 | 72.9% | 0.83 | 0.0172 | -0.003 | 11 | 0 | 5.00 | 177 | 89.3% | -0.15 | 0.0162 | -0.003 | ||
| 3.55 | 12.85 | 11 | 71.7% | 0.80 | 0.0187 | -0.003 | 12 | 0 | 5.00 | 67 | 75.2% | -0.18 | 0.0179 | -0.004 | ||
| 4.00 | 13.90 | 95.9% | 0.77 | 0.0198 | -0.004 | 13 | 0 | 9.80 | 1 | 115.1% | -0.20 | 0.0193 | -0.004 | |||
| 2.49 | 12.40 | 30 | 74.2% | 0.75 | 0.0206 | -0.004 | 14 | 0 | 9.80 | 34 | 103.6% | -0.23 | 0.0203 | -0.005 | ||
| 2.15 | 12.10 | 14 | 81.4% | 0.72 | 0.0212 | -0.005 | 15 | 3.70 | 5.00 | 360 | 84.1% | -0.25 | 0.0212 | -0.005 | ||
| 2.05 | 12.00 | 4 | 85.6% | 0.70 | 0.0217 | -0.005 | 16 | 0.1000 | 10.00 | 12 | 15 | 86.1% | -0.28 | 0.0219 | -0.005 | |
| 2.10 | 12.05 | 197 | 91.5% | 0.68 | 0.0221 | -0.005 | 17 | 4.60 | 6.00 | 45 | 80.2% | -0.30 | 0.0225 | -0.005 | ||
| 0 | 7.60 | 69 | 49.6% | 0.66 | 0.0224 | -0.005 | 18 | 1.65 | 6.65 | 2 | 258 | 55.2% | -0.32 | 0.0230 | -0.006 | |
| 0 | 6.90 | 7 | 88 | 49.7% | 0.64 | 0.0226 | -0.006 | 19 | 0 | 7.60 | 44 | 42.5% | -0.34 | 0.0235 | -0.006 | |
| 4.00 | 13.95 | 87 | 133.1% | 0.62 | 0.0228 | -0.006 | 20 | 0 | 8.25 | 1 | 475 | 38.5% | -0.36 | 0.0239 | -0.006 | |
| 3.25 | 13.20 | 8 | 124.4% | 0.60 | 0.0229 | -0.006 | 21 | 0.7000 | 8.90 | 2 | 35 | 49.9% | -0.38 | 0.0242 | -0.006 | |
| 3.00 | 12.75 | 10 | 118.3% | 0.58 | 0.0230 | -0.006 | 22 | 3.95 | 13.90 | 186 | 83.4% | -0.40 | 0.0245 | -0.006 | ||
| 2.95 | 10.90 | 37 | 83.7% | 0.56 | 0.0230 | -0.006 | 23 | 4.90 | 14.90 | 15 | 86.6% | -0.42 | 0.0247 | -0.006 | ||
| 2.90 | 11.65 | 19 | 84.9% | 0.55 | 0.0230 | -0.006 | 24 | 10.00 | 18.15 | 32 | 94.6% | -0.43 | 0.0249 | -0.006 | ||
| 2.40 | 12.35 | 130 | 123.5% | 0.53 | 0.0230 | -0.006 | 25 | 6.20 | 16.20 | 295 | 81.8% | -0.45 | 0.0251 | -0.006 | ||
| 0.4500 | 10.45 | 53 | 97.7% | 0.52 | 0.0230 | -0.007 | 26 | 9.55 | 19.55 | 2 | 14 | 119.4% | -0.46 | 0.0252 | -0.006 | |
| 0.3500 | 10.35 | 35 | 99.7% | 0.51 | 0.0229 | -0.007 | 27 | 11.55 | 21.50 | 164 | 135.0% | -0.48 | 0.0253 | -0.006 | ||
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 — Jan 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs