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 ±73.3% (4.81–31.21) · ATM IV 83.8% · P/C open interest 1.15
| 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 | |
| 7.40 | 11.15 | 66 | 63.6% | 0.86 | 0.0135 | -0.002 | 10 | 0.9000 | 3.70 | 9 | 1,653 | 92.6% | -0.12 | 0.0134 | -0.003 | |
| 8.20 | 10.30 | 11 | 76.1% | 0.84 | 0.0152 | -0.002 | 11 | 1.57 | 2.07 | 10 | 159 | 72.9% | -0.14 | 0.0152 | -0.003 | |
| 6.45 | 9.85 | 11 | 65.0% | 0.81 | 0.0164 | -0.003 | 12 | 1.90 | 4.70 | 19 | 92.6% | -0.17 | 0.0167 | -0.004 | ||
| 6.05 | 10.30 | 74.5% | 0.79 | 0.0174 | -0.003 | 13 | 2.40 | 4.45 | 1 | 85.3% | -0.20 | 0.0178 | -0.004 | |||
| 5.75 | 9.10 | 29 | 69.7% | 0.77 | 0.0182 | -0.004 | 14 | 2.90 | 5.85 | 19 | 91.9% | -0.22 | 0.0187 | -0.004 | ||
| 5.40 | 8.75 | 11 | 71.0% | 0.74 | 0.0188 | -0.004 | 15 | 3.10 | 5.70 | 322 | 83.0% | -0.24 | 0.0195 | -0.005 | ||
| 5.00 | 9.55 | 3 | 79.7% | 0.72 | 0.0192 | -0.004 | 16 | 2.89 | 7.15 | 5 | 83.4% | -0.26 | 0.0201 | -0.005 | ||
| 6.50 | 9.25 | 62 | 93.4% | 0.70 | 0.0196 | -0.005 | 17 | 3.55 | 6.25 | 3 | 73.1% | -0.28 | 0.0207 | -0.005 | ||
| 4.55 | 9.00 | 60 | 82.1% | 0.69 | 0.0200 | -0.005 | 18 | 5.15 | 7.70 | 271 | 85.5% | -0.30 | 0.0211 | -0.005 | ||
| 5.00 | 8.50 | 76 | 85.8% | 0.67 | 0.0202 | -0.005 | 19 | 5.00 | 7.55 | 38 | 74.7% | -0.32 | 0.0216 | -0.006 | ||
| 6.10 | 6.50 | 4 | 57 | 83.5% | 0.65 | 0.0204 | -0.005 | 20 | 7.40 | 8.15 | 433 | 85.5% | -0.34 | 0.0219 | -0.006 | |
| 3.85 | 8.05 | 7 | 82.4% | 0.64 | 0.0206 | -0.006 | 21 | 6.45 | 8.80 | 35 | 74.7% | -0.36 | 0.0222 | -0.006 | ||
| 3.60 | 7.85 | 3 | 82.8% | 0.62 | 0.0207 | -0.006 | 22 | 7.00 | 11.65 | 116 | 87.2% | -0.38 | 0.0225 | -0.006 | ||
| 3.50 | 7.90 | 37 | 85.4% | 0.61 | 0.0208 | -0.006 | 23 | 8.00 | 11.40 | 14 | 82.7% | -0.39 | 0.0227 | -0.006 | ||
| 3.25 | 7.75 | 7 | 85.7% | 0.59 | 0.0208 | -0.006 | 24 | 8.60 | 13.15 | 32 | 88.1% | -0.41 | 0.0230 | -0.006 | ||
| 4.80 | 6.00 | 122 | 87.0% | 0.58 | 0.0209 | -0.006 | 25 | 11.10 | 12.10 | 305 | 87.7% | -0.42 | 0.0232 | -0.006 | ||
| 3.00 | 7.20 | 53 | 85.7% | 0.56 | 0.0209 | -0.006 | 26 | 10.40 | 14.45 | 14 | 88.4% | -0.44 | 0.0233 | -0.006 | ||
| 4.45 | 5.00 | 36 | 83.4% | 0.55 | 0.0209 | -0.006 | 27 | 11.25 | 13.70 | 174 | 79.4% | -0.45 | 0.0235 | -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