iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX · ETF)
Overview · Option chain · Volatility · Expected-move history
Cboe delayed options data · as of 18:46 UTC · Figures derived from the full chain (1,138 contracts, 13 expirations) · IV own-history percentile appears after 60 recorded days (29 so far)
Expected move · Nov 20, 2026 (31 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±15.8% (range 14.87–20.47) by Nov 20, 2026. ATM straddle: 2.80 @ strike 17.5 · ATM IV: 68.3%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 15.91 | -10% | 66.6% | 33.4% |
| 16.79 | -5% | 56.3% | 43.7% |
| 17.67 | -0% | 46.1% | 53.9% |
| 18.56 | +5% | 36.5% | 63.5% |
| 19.44 | +10% | 28.2% | 71.8% |
Model-estimated probabilities of finishing above/below each level at expiration: estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Nov 20, 2026 · lognormal model with zero drift: an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | ±4.7% | 62.1% | 95.0K |
| Oct 30, 2026 | 10 | ±8.7% | 65.0% | 70.5K |
| Nov 06, 2026 | 17 | ±12.3% | 71.4% | 16.6K |
| Nov 13, 2026 | 24 | ±15.7% | 76.7% | 10.1K |
| Nov 20, 2026 | 31 | ±15.8% | 68.3% | 94.4K |
| Nov 27, 2026 | 38 | ±18.3% | 71.7% | 4,345 |
| Dec 18, 2026 | 59 | ±24.5% | 75.9% | 22.9K |
| Jan 15, 2027 | 87 | ±29.0% | 74.4% | 67.4K |
| Mar 19, 2027 | 150 | ±40.3% | 79.7% | 11.1K |
Open interest by strike · Nov 20
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 20 C · 57.4K15 P · 21.9K18 C · 20.0K19 C · 14.6K25 C · 12.1K
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Daily closes; Financial Modeling Prep.
Track record
Full history →Of 121 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 90.1% of the time.
About iPath Series B S&P 500 VIX Short-Term Futures ETN
These iPath Series B S&P 500 VIX Short-Term Futures ETNs are unsecured debt instruments, issued by Barclays Bank PLC. They are specifically structured to offer investors exposure to the overall performance of the S&P 500 VIX Short-Term Futures Index Total Return.
ETF · Asset Management - Leveraged · CBOE · Profile: Financial Modeling Prep
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