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

Expiration 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 ±17.9% (14.81–21.27) · ATM IV 73.9% · P/C open interest 0.41

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
5.35	10.25		3		0.99	0.0034	0.000	10	0	0.0700		70	99.2%	-0.00	0.0032	-0.001
4.35	9.25				0.99	0.0049	-0.000	11	0	0.0200		140	70.7%	-0.01	0.0048	-0.001
3.40	8.30		13	66.9%	0.99	0.0086	-0.001	12	0	0.0200	110	276	59.1%	-0.01	0.0086	-0.001
2.45	7.30		54	61.3%	0.97	0.0200	-0.002	13	0	0.0800	13	346	60.1%	-0.03	0.0200	-0.003
3.00	5.45				0.96	0.0295	-0.004	13.5	0	0.7800			97.2%	-0.04	0.0295	-0.004
3.65	4.15		35	53.1%	0.93	0.0412	-0.005	14	0.0100	0.1400	81	684	54.8%	-0.06	0.0414	-0.006
2.17	4.55			38.1%	0.91	0.0551	-0.007	14.5	0.0500	0.2400	166	166	57.3%	-0.09	0.0552	-0.007
2.80	3.30	4	315	56.6%	0.87	0.0711	-0.009	15	0.1800	0.3300	117	16.7K	60.3%	-0.13	0.0713	-0.010
2.44	2.86	2	1	56.6%	0.81	0.0853	-0.013	15.5	0.1200	0.5600			58.8%	-0.19	0.0856	-0.013
2.14	2.58	37	904	61.6%	0.75	0.0952	-0.016	16	0.4000	0.6700	206	1,988	62.6%	-0.25	0.0955	-0.016
1.50	2.30			54.4%	0.69	0.1008	-0.019	16.5	0.5600	0.9100	10	10	64.2%	-0.31	0.1012	-0.019
1.70	2.02	47	678	68.1%	0.63	0.1031	-0.021	17	0.8700	1.22	142	2,940	69.7%	-0.37	0.1035	-0.021
1.48	1.78	104	92	69.7%	0.58	0.1029	-0.023	17.5	1.10	1.51	2	2	70.8%	-0.42	0.1033	-0.023
1.40	1.72	326	2,787	72.3%	0.53	0.1009	-0.024	18	1.54	1.80	152	1,365	75.5%	-0.47	0.1014	-0.024
1.18	1.58	1	1	78.8%	0.48	0.0977	-0.025	18.5	1.39	3.05			87.9%	-0.52	0.0982	-0.025
1.11	1.40	110	1,356	81.7%	0.44	0.0938	-0.026	19	2.29	2.58	6	389	83.2%	-0.56	0.0943	-0.026
0.9300	1.42	1	1	85.9%	0.40	0.0893	-0.026	19.5	2.52	2.88	12	12	79.9%	-0.60	0.0899	-0.026
0.9200	1.07	295	9,488	84.4%	0.37	0.0847	-0.026	20	3.10	3.30		1,114	87.3%	-0.63	0.0853	-0.026
0.8100	1.01	10	10	86.8%	0.34	0.0800	-0.026	20.5	3.40	4.85			115.4%	-0.66	0.0807	-0.026
0.7700	0.9200	82	578	89.7%	0.31	0.0754	-0.026	21	3.85	4.20		158	91.6%	-0.69	0.0761	-0.026
0.6800	0.8500			91.2%	0.29	0.0710	-0.025	21.5	4.25	5.75			122.2%	-0.71	0.0717	-0.025
0.5400	0.7600	157	1,194	90.1%	0.27	0.0668	-0.025	22	4.00	5.15		278	76.5%	-0.73	0.0675	-0.025
0.2000	1.47			106.0%	0.25	0.0628	-0.025	22.5	4.20	6.65			103.1%	-0.75	0.0635	-0.025
0.5500	0.7400	132	2,679	99.9%	0.23	0.0591	-0.024	23	5.50	6.00	1	226	97.7%	-0.77	0.0598	-0.024
0.4600	0.5600	14	243	100.3%	0.20	0.0525	-0.024	24	6.50	7.00		337	107.0%	-0.80	0.0533	-0.023
0.4500	0.4900	648	3,557	105.7%	0.18	0.0468	-0.023	25	7.50	7.75		21	106.9%	-0.82	0.0476	-0.022
0.3500	0.5500		710	111.8%	0.16	0.0420	-0.022	26	8.25	9.50		10	131.9%	-0.84	0.0428	-0.021
0.2300	0.4600	40	133	110.3%	0.15	0.0380	-0.021	27	9.30	9.80	5	17	116.2%	-0.86	0.0388	-0.021

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.

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

Volatility smile — Nov 20, 2026

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