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
94.0%
18 strike
EXPECTED MOVE
$3.02
ATM straddle
MAX PAIN
$15.00
-18.4%
PUT/CALL VOLUME
0.18
289 / 1,566
NOV 11, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 6.36 | 11.76 | 0.00 | 0.0% | 0.993 | 0.0029 | -0.002 | 10 | -0.002 | 0.0029 | -0.005 | 131.4% | 0.00 | 0.02 | 0.00 | ||||
| 5.86 | 11.26 | 0.00 | 0.0% | 0.992 | 0.0034 | -0.002 | 10.5 | -0.002 | 0.0034 | -0.006 | 122.4% | 0.00 | 0.02 | 0.00 | ||||
| 5.36 | 10.76 | 0.00 | 0.0% | 0.992 | 0.0041 | -0.002 | 11 | -0.002 | 0.0041 | -0.006 | 113.7% | 2 | 0.05 | 0.02 | 0.00 | |||
| 5.01 | 10.41 | 0.00 | 140.1% | 0.991 | 0.0048 | -0.003 | 11.5 | -0.003 | 0.0048 | -0.007 | 111.0% | 0.00 | 0.03 | 0.00 | ||||
| 5.01 | 10.41 | 0.00 | 224.5% | 0.990 | 0.0058 | -0.003 | 12 | -0.003 | 0.0058 | -0.008 | 102.6% | 5 | 1 | 0.01 | 0.03 | 0.00 | ||
| 4.77 | 8.37 | 0.00 | 0.0% | 0.988 | 0.0072 | -0.003 | 12.5 | -0.003 | 0.0072 | -0.010 | 94.6% | 0.00 | 0.03 | 0.00 | ||||
| 4.27 | 7.87 | 0.00 | 0.0% | 0.986 | 0.0090 | -0.003 | 13 | -0.003 | 0.0090 | -0.012 | 86.8% | 2 | 0.01 | 0.03 | 0.00 | |||
| 3.01 | 6.61 | 0.00 | 0.0% | 0.983 | 0.0116 | -0.004 | 13.5 | -0.004 | 0.0116 | -0.015 | 82.7% | 0.00 | 0.04 | 0.00 | ||||
| 3.01 | 6.61 | 5.21 | 1 | 6 | 0.0% | 0.979 | 0.0156 | -0.004 | 14 | -0.004 | 0.0156 | -0.019 | 77.8% | 62 | 11 | 0.02 | 0.05 | 0.00 |
| 3.62 | 5.62 | 4.97 | 115 | 0.0% | 0.971 | 0.0216 | -0.005 | 14.5 | -0.005 | 0.0216 | -0.027 | 72.5% | 43 | 10 | 0.03 | 0.06 | 0.00 | |
| 3.15 | 5.13 | 4.30 | 220 | 3,137 | 0.0% | 0.956 | 0.0315 | -0.008 | 15 | -0.008 | 0.0315 | -0.042 | 71.4% | 482 | 44 | 0.04 | 0.09 | 0.01 |
| 2.52 | 4.17 | 3.46 | 12 | 1,705 | 78.8% | 0.884 | 0.0628 | -0.019 | 16 | -0.019 | 0.0628 | -0.114 | 75.9% | 237 | 39 | 0.16 | 0.27 | 0.07 |
| 1.79 | 3.12 | 2.93 | 32 | 213 | 70.2% | 0.777 | 0.0880 | -0.032 | 17 | -0.032 | 0.0880 | -0.221 | 82.8% | 169 | 11 | 0.49 | 0.62 | 0.26 |
| 1.45 | 2.74 | 2.12 | 24 | 1,106 | 94.6% | 0.660 | 0.0969 | -0.045 | 18 | -0.045 | 0.0969 | -0.338 | 93.3% | 177 | 14 | 0.98 | 1.24 | 0.60 |
| 1.00 | 2.27 | 1.72 | 92 | 153 | 99.2% | 0.558 | 0.0952 | -0.053 | 19 | -0.053 | 0.0952 | -0.440 | 103.3% | 204 | 31 | 1.55 | 1.96 | 1.12 |
| 0.81 | 1.90 | 1.45 | 203 | 1,372 | 108.4% | 0.473 | 0.0889 | -0.058 | 20 | -0.058 | 0.0889 | -0.525 | 112.6% | 137 | 119 | 2.45 | 2.77 | 1.75 |
| 0.67 | 1.62 | 1.20 | 97 | 297 | 116.9% | 0.404 | 0.0810 | -0.060 | 21 | -0.060 | 0.0810 | -0.594 | 120.7% | 9 | 2 | 3.28 | 3.62 | 2.46 |
| 0.57 | 1.40 | 1.08 | 19 | 321 | 124.9% | 0.348 | 0.0730 | -0.060 | 22 | -0.060 | 0.0730 | -0.650 | 129.1% | 210 | 1 | 4.05 | 4.52 | 3.24 |
| 0.49 | 1.21 | 0.90 | 210 | 202 | 131.7% | 0.302 | 0.0654 | -0.060 | 23 | -0.060 | 0.0654 | -0.696 | 136.5% | 1 | 4.65 | 5.44 | 4.06 | |
| 0.43 | 1.07 | 0.81 | 36 | 305 | 138.7% | 0.265 | 0.0586 | -0.059 | 24 | -0.059 | 0.0586 | -0.733 | 143.2% | 6 | 6.60 | 6.37 | 4.91 | |
| 0.50 | 0.96 | 0.72 | 328 | 2,553 | 150.2% | 0.235 | 0.0527 | -0.057 | 25 | -0.057 | 0.0527 | -0.763 | 151.1% | 98 | 7.65 | 7.33 | 5.81 | |
| 0.34 | 0.86 | 0.70 | 76 | 157 | 151.2% | 0.210 | 0.0475 | -0.056 | 26 | -0.056 | 0.0475 | -0.787 | 156.7% | 1 | 7.30 | 8.28 | 6.70 | |
| 0.31 | 0.78 | 0.61 | 4 | 156 | 157.1% | 0.190 | 0.0430 | -0.054 | 27 | -0.054 | 0.0430 | -0.808 | 162.7% | 18 | 7.90 | 9.24 | 7.62 | |
| 0.28 | 0.71 | 0.67 | 15 | 166 | 162.4% | 0.172 | 0.0391 | -0.052 | 28 | -0.052 | 0.0391 | -0.826 | 168.5% | 5 | 10.97 | 10.21 | 8.55 | |
| 0.25 | 0.65 | 0.55 | 106 | 167.2% | 0.157 | 0.0357 | -0.051 | 29 | -0.051 | 0.0357 | -0.841 | 173.8% | 0.00 | 11.18 | 9.49 | |||
| 0.23 | 0.60 | 0.47 | 26 | 458 | 172.1% | 0.144 | 0.0328 | -0.049 | 30 | -0.049 | 0.0328 | -0.854 | 179.4% | 5 | 1 | 11.10 | 12.16 | 10.44 |
| 0.21 | 0.55 | 0.51 | 6 | 176.3% | 0.133 | 0.0302 | -0.048 | 31 | -0.048 | 0.0302 | -0.865 | 183.7% | 0.00 | 13.13 | 11.39 | |||
| 0.19 | 0.51 | 0.39 | 4 | 2 | 180.4% | 0.123 | 0.0279 | -0.046 | 32 | -0.046 | 0.0279 | -0.875 | 188.4% | 0.00 | 14.11 | 12.35 | ||
| 0.18 | 0.48 | 0.42 | 7 | 1 | 185.2% | 0.114 | 0.0258 | -0.044 | 33 | -0.044 | 0.0258 | -0.884 | 193.8% | 0.00 | 15.10 | 13.32 | ||
How this is calculated: Options Chain methodology
