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 00:39 UTC · Figures derived from the full chain (1,206 contracts, 13 expirations) · IV own-history percentile appears after 60 recorded days (4 so far)
Expected move — Sep 18, 2026 (15 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 ±7.6% (range 16.34–19.02) by Sep 18, 2026. ATM straddle: 1.34 @ strike 17.5 · ATM IV: 47.0%.
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% | 85.6% | 14.4% |
| 16.80 | -5% | 68.7% | 31.3% |
| 17.68 | +0% | 48.1% | 51.9% |
| 18.56 | +5% | 28.8% | 71.2% |
| 19.45 | +10% | 14.7% | 85.3% |
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: Sep 18, 2026 · lognormal model, 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. |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | ±1.8% | 38.5% | 76.1K |
| Sep 11, 2026 | 8 | ±4.7% | 39.0% | 45.9K |
| Sep 18, 2026 | 15 | ±7.6% | 47.0% | 92.1K |
| Sep 25, 2026 | 22 | ±9.5% | 48.5% | 30.6K |
| Oct 02, 2026 | 29 | ±11.7% | 52.3% | 15.1K |
| Oct 09, 2026 | 36 | ±13.6% | 54.6% | 6,156 |
| Oct 16, 2026 | 43 | ±16.1% | 58.4% | 40.9K |
| Oct 23, 2026 | 50 | ±27.6% | 94.5% | 0 |
| Nov 20, 2026 | 78 | ±24.9% | 67.5% | 7,806 |
| Dec 18, 2026 | 106 | ±30.4% | 70.9% | 15.2K |
| Jan 15, 2027 | 134 | ±32.9% | 68.5% | 61.1K |
| Mar 19, 2027 | 197 | ±45.8% | 79.6% | 7,581 |
Open interest by strike — Sep 18
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 · 29.6K19 C · 16.5K24 C · 15.7K22 C · 15.3K21 C · 14.8K
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
Track record
Full history →Every trading day we record what the options market is pricing for each expiration — before the outcome is known. Once expirations start resolving, this section compares expected versus actual, and the record is never rewritten. Recording since Aug 31, 2026.
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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