VIX Options Chain
VIX $18.39 · Updated Oct 26, 4:00 PM ET
VIX is at $18.39. The nearest expiration, Oct 28, 2026 (2 days out), lists 50 strikes, with 13,528 calls and 16,520 puts traded in the latest session. At-the-money implied volatility is 168.9%. The at-the-money straddle prices a move of about $1.23 (6.7%) by expiration.
EXPIRATION
- Oct 28, 2026
- Nov 4, 2026
- Nov 11, 2026
- Nov 18, 2026
- Nov 24, 2026
- Dec 16, 2026
- Jan 20, 2027
- Feb 17, 2027
- Mar 17, 2027
- Apr 21, 2027
ATM IV
98.7%
18 strike
EXPECTED MOVE
$2.45
ATM straddle
MAX PAIN
$20.00
+8.8%
PUT/CALL VOLUME
0.15
1,288 / 8,499
NOV 4, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 5.84 | 11.24 | 0.00 | 0.0% | 0.995 | 0.0022 | -0.003 | 10 | -0.003 | 0.0022 | -0.004 | 163.7% | 6 | 0.02 | 0.01 | 0.00 | |||
| 5.34 | 10.74 | 0.00 | 0.0% | 0.995 | 0.0027 | -0.003 | 10.5 | -0.003 | 0.0027 | -0.004 | 164.9% | 0.00 | 0.02 | 0.00 | ||||
| 5.01 | 10.41 | 0.00 | 0.0% | 0.994 | 0.0034 | -0.003 | 11 | -0.003 | 0.0034 | -0.005 | 153.2% | 2 | 0.01 | 0.02 | 0.00 | |||
| 5.01 | 10.41 | 0.00 | 185.2% | 0.993 | 0.0044 | -0.004 | 11.5 | -0.004 | 0.0044 | -0.006 | 149.6% | 0.00 | 0.03 | 0.00 | ||||
| 4.74 | 8.34 | 6.33 | 7 | 0.0% | 0.991 | 0.0055 | -0.004 | 12 | -0.004 | 0.0055 | -0.008 | 138.3% | 1 | 0.03 | 0.03 | 0.00 | ||
| 4.24 | 7.84 | 0.00 | 0.0% | 0.989 | 0.0071 | -0.005 | 12.5 | -0.005 | 0.0071 | -0.010 | 127.5% | 25 | 0.01 | 0.03 | 0.00 | |||
| 3.01 | 6.61 | 5.86 | 1 | 16 | 0.0% | 0.987 | 0.0092 | -0.005 | 13 | -0.005 | 0.0092 | -0.012 | 117.0% | 4 | 0.02 | 0.03 | 0.00 | |
| 3.01 | 6.61 | 0.00 | 0.0% | 0.983 | 0.0120 | -0.006 | 13.5 | -0.006 | 0.0120 | -0.015 | 111.4% | 11 | 0.02 | 0.04 | 0.00 | |||
| 3.01 | 6.61 | 4.85 | 10 | 7 | 0.0% | 0.979 | 0.0159 | -0.008 | 14 | -0.008 | 0.0159 | -0.020 | 101.3% | 229 | 11 | 0.01 | 0.04 | 0.00 |
| 2.99 | 5.02 | 4.47 | 1 | 31 | 0.0% | 0.972 | 0.0215 | -0.009 | 14.5 | -0.009 | 0.0215 | -0.027 | 97.6% | 75 | 11 | 0.02 | 0.06 | 0.00 |
| 2.52 | 4.53 | 3.74 | 20 | 155 | 0.0% | 0.960 | 0.0303 | -0.013 | 15 | -0.013 | 0.0303 | -0.039 | 96.3% | 2,057 | 398 | 0.04 | 0.09 | 0.01 |
| 1.90 | 3.54 | 2.77 | 48 | 231 | 0.0% | 0.892 | 0.0622 | -0.031 | 16 | -0.031 | 0.0622 | -0.106 | 99.5% | 2,551 | 265 | 0.14 | 0.27 | 0.04 |
| 1.35 | 2.73 | 2.12 | 111 | 504 | 0.0% | 0.785 | 0.0900 | -0.055 | 17 | -0.055 | 0.0900 | -0.214 | 119.0% | 1,165 | 160 | 0.41 | 0.71 | 0.30 |
| 0.83 | 2.13 | 1.61 | 348 | 775 | 67.5% | 0.670 | 0.1065 | -0.073 | 18 | -0.073 | 0.1065 | -0.329 | 129.9% | 1,265 | 173 | 0.88 | 1.35 | 0.58 |
| 0.64 | 1.66 | 1.24 | 186 | 479 | 91.7% | 0.555 | 0.1108 | -0.084 | 19 | -0.084 | 0.1108 | -0.444 | 140.4% | 403 | 199 | 1.56 | 2.00 | 1.11 |
| 0.42 | 1.05 | 0.99 | 5,475 | 5,936 | 92.4% | 0.452 | 0.1050 | -0.089 | 20 | -0.089 | 0.1050 | -0.546 | 150.7% | 556 | 35 | 2.35 | 2.71 | 1.79 |
| 0.32 | 1.07 | 0.83 | 114 | 419 | 116.8% | 0.368 | 0.0945 | -0.089 | 21 | -0.089 | 0.0945 | -0.630 | 176.9% | 73 | 20 | 3.25 | 3.90 | 2.51 |
| 0.26 | 0.88 | 0.62 | 94 | 3,509 | 128.1% | 0.302 | 0.0828 | -0.086 | 22 | -0.086 | 0.0828 | -0.697 | 192.2% | 84 | 1 | 4.08 | 4.84 | 3.33 |
| 0.22 | 0.74 | 0.51 | 63 | 695 | 138.7% | 0.251 | 0.0717 | -0.082 | 23 | -0.082 | 0.0717 | -0.748 | 206.4% | 70 | 2 | 5.05 | 5.79 | 4.19 |
| 0.26 | 0.62 | 0.47 | 59 | 5,066 | 151.9% | 0.211 | 0.0619 | -0.078 | 24 | -0.078 | 0.0619 | -0.788 | 220.4% | 50 | 6.51 | 6.76 | 5.08 | |
| 0.17 | 0.56 | 0.40 | 222 | 1,323 | 158.4% | 0.180 | 0.0537 | -0.074 | 25 | -0.074 | 0.0537 | -0.819 | 234.7% | 1 | 6.86 | 7.74 | 6.01 | |
| 0.15 | 0.40 | 0.34 | 102 | 1,759 | 159.6% | 0.156 | 0.0468 | -0.069 | 26 | -0.069 | 0.0468 | -0.843 | 247.4% | 6 | 8.67 | 8.72 | 6.94 | |
| 0.13 | 0.43 | 0.28 | 29 | 1,617 | 173.7% | 0.136 | 0.0410 | -0.065 | 27 | -0.065 | 0.0410 | -0.863 | 259.8% | 0.00 | 9.70 | 7.89 | ||
| 0.12 | 0.39 | 0.27 | 16 | 547 | 181.9% | 0.120 | 0.0362 | -0.062 | 28 | -0.062 | 0.0362 | -0.879 | 271.6% | 5 | 10.56 | 10.68 | 8.85 | |
| 0.10 | 0.35 | 0.26 | 7 | 260 | 187.8% | 0.107 | 0.0322 | -0.058 | 29 | -0.058 | 0.0322 | -0.892 | 281.8% | 0.00 | 11.66 | 9.80 | ||
| 0.09 | 0.31 | 0.22 | 119 | 1,364 | 193.5% | 0.096 | 0.0288 | -0.055 | 30 | -0.055 | 0.0288 | -0.903 | 292.7% | 6 | 13 | 11.58 | 12.65 | 10.77 |
| 0.08 | 0.29 | 0.20 | 163 | 1,119 | 200.3% | 0.086 | 0.0259 | -0.052 | 31 | -0.052 | 0.0259 | -0.913 | 302.9% | 0.00 | 13.64 | 11.74 | ||
| 0.08 | 0.26 | 0.19 | 38 | 134 | 206.3% | 0.078 | 0.0234 | -0.050 | 32 | -0.050 | 0.0234 | -0.921 | 312.4% | 0.00 | 14.63 | 12.71 | ||
| 0.06 | 0.25 | 0.18 | 1 | 501 | 211.6% | 0.071 | 0.0213 | -0.047 | 33 | -0.047 | 0.0213 | -0.928 | 322.6% | 0.00 | 15.62 | 13.70 | ||
How this is calculated: Options Chain methodology
