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
85.5%
18 strike
EXPECTED MOVE
$3.62
ATM straddle
MAX PAIN
$19.00
+3.3%
PUT/CALL VOLUME
0.04
134 / 3,182
NOV 24, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 5.40 | 12.60 | 0.00 | 0.0% | 0.991 | 0.0032 | -0.001 | 10 | -0.001 | 0.0032 | -0.006 | 96.5% | 2 | 0.02 | 0.02 | 0.00 | |||
| 5.01 | 12.21 | 8.43 | 1 | 118.4% | 0.990 | 0.0038 | -0.001 | 10.5 | -0.001 | 0.0038 | -0.006 | 89.8% | 0.00 | 0.02 | 0.00 | |||
| 5.01 | 12.21 | 0.00 | 187.8% | 0.989 | 0.0045 | -0.002 | 11 | -0.002 | 0.0045 | -0.007 | 87.8% | 0.00 | 0.03 | 0.00 | ||||
| 5.01 | 12.21 | 0.00 | 223.6% | 0.988 | 0.0055 | -0.002 | 11.5 | -0.002 | 0.0055 | -0.009 | 81.4% | 0.00 | 0.03 | 0.00 | ||||
| 4.76 | 9.26 | 0.00 | 0.0% | 0.986 | 0.0068 | -0.002 | 12 | -0.002 | 0.0068 | -0.010 | 75.2% | 0.00 | 0.03 | 0.00 | ||||
| 3.01 | 7.51 | 0.00 | 0.0% | 0.984 | 0.0086 | -0.002 | 12.5 | -0.002 | 0.0086 | -0.013 | 69.3% | 1 | 0.02 | 0.03 | 0.00 | |||
| 3.01 | 7.51 | 0.00 | 0.0% | 0.981 | 0.0111 | -0.002 | 13 | -0.002 | 0.0111 | -0.016 | 66.2% | 40 | 15 | 0.01 | 0.04 | 0.00 | ||
| 3.01 | 7.51 | 0.00 | 0.0% | 0.976 | 0.0146 | -0.003 | 13.5 | -0.003 | 0.0146 | -0.021 | 60.4% | 10 | 0.02 | 0.04 | 0.00 | |||
| 3.70 | 6.54 | 6.24 | 40 | 67.0% | 0.969 | 0.0197 | -0.004 | 14 | -0.004 | 0.0197 | -0.028 | 58.6% | 75 | 20 | 0.07 | 0.06 | 0.00 | |
| 3.24 | 6.05 | 0.00 | 65.0% | 0.955 | 0.0279 | -0.005 | 14.5 | -0.005 | 0.0279 | -0.041 | 58.0% | 46 | 23 | 0.05 | 0.09 | 0.01 | ||
| 2.80 | 5.58 | 4.20 | 5 | 10 | 64.5% | 0.927 | 0.0405 | -0.007 | 15 | -0.007 | 0.0405 | -0.069 | 59.1% | 114 | 20 | 0.01 | 0.16 | 0.02 |
| 2.08 | 4.69 | 3.45 | 1 | 66 | 68.3% | 0.841 | 0.0651 | -0.015 | 16 | -0.015 | 0.0651 | -0.156 | 65.0% | 100 | 33 | 0.34 | 0.44 | 0.12 |
| 1.67 | 3.94 | 2.80 | 29 | 180 | 77.8% | 0.739 | 0.0796 | -0.023 | 17 | -0.023 | 0.0796 | -0.257 | 73.1% | 62 | 4 | 0.81 | 0.95 | 0.36 |
| 1.51 | 3.35 | 2.39 | 66 | 49 | 89.7% | 0.640 | 0.0831 | -0.029 | 18 | -0.029 | 0.0831 | -0.356 | 81.2% | 28 | 1 | 1.26 | 1.62 | 0.76 |
| 1.07 | 2.24 | 2.05 | 72 | 1,412 | 76.5% | 0.555 | 0.0809 | -0.034 | 19 | -0.034 | 0.0809 | -0.441 | 89.1% | 6 | 1.80 | 2.39 | 1.30 | |
| 0.84 | 2.00 | 1.75 | 255 | 194 | 85.0% | 0.484 | 0.0763 | -0.036 | 20 | -0.036 | 0.0763 | -0.512 | 96.1% | 8 | 1 | 2.77 | 3.22 | 1.93 |
| 0.73 | 2.23 | 1.69 | 55 | 29 | 104.2% | 0.425 | 0.0708 | -0.038 | 21 | -0.038 | 0.0708 | -0.571 | 102.7% | 1 | 3.75 | 4.09 | 2.64 | |
| 0.63 | 1.99 | 1.33 | 138 | 40 | 110.1% | 0.376 | 0.0651 | -0.038 | 22 | -0.038 | 0.0651 | -0.621 | 108.2% | 34 | 4.40 | 4.98 | 3.39 | |
| 0.55 | 1.78 | 1.20 | 25 | 78 | 115.3% | 0.335 | 0.0596 | -0.039 | 23 | -0.039 | 0.0596 | -0.662 | 113.5% | 7 | 5.35 | 5.90 | 4.18 | |
| 0.49 | 1.60 | 1.07 | 25 | 65 | 120.1% | 0.301 | 0.0546 | -0.038 | 24 | -0.038 | 0.0546 | -0.696 | 118.4% | 6.85 | 6.84 | 5.00 | ||
| 0.45 | 1.46 | 1.04 | 113 | 319 | 125.3% | 0.272 | 0.0500 | -0.038 | 25 | -0.038 | 0.0500 | -0.724 | 123.1% | 0.00 | 7.79 | 5.85 | ||
| 0.41 | 1.33 | 0.89 | 28 | 102 | 129.6% | 0.248 | 0.0460 | -0.038 | 26 | -0.038 | 0.0460 | -0.749 | 127.9% | 0.00 | 8.75 | 6.73 | ||
| 0.38 | 1.23 | 0.82 | 44 | 45 | 134.2% | 0.227 | 0.0424 | -0.037 | 27 | -0.037 | 0.0424 | -0.769 | 132.0% | 18 | 8.39 | 9.71 | 7.62 | |
| 0.35 | 1.14 | 0.78 | 38 | 62 | 138.3% | 0.210 | 0.0392 | -0.036 | 28 | -0.036 | 0.0392 | -0.787 | 136.2% | 0.00 | 10.68 | 8.53 | ||
| 0.33 | 1.06 | 0.71 | 81 | 101 | 142.4% | 0.194 | 0.0364 | -0.036 | 29 | -0.036 | 0.0364 | -0.802 | 139.7% | 0.00 | 11.65 | 9.44 | ||
| 0.31 | 0.63 | 0.65 | 71 | 82 | 132.7% | 0.181 | 0.0339 | -0.035 | 30 | -0.035 | 0.0339 | -0.816 | 143.7% | 1 | 11.50 | 12.63 | 10.37 | |
| 0.29 | 0.93 | 0.46 | 44 | 149.8% | 0.169 | 0.0316 | -0.034 | 31 | -0.034 | 0.0316 | -0.828 | 147.4% | 0.00 | 13.61 | 11.31 | |||
| 0.27 | 0.87 | 0.50 | 1 | 48 | 152.9% | 0.158 | 0.0296 | -0.034 | 32 | -0.034 | 0.0296 | -0.838 | 150.7% | 0.00 | 14.59 | 12.25 | ||
| 0.26 | 0.82 | 0.34 | 21 | 156.4% | 0.149 | 0.0278 | -0.033 | 33 | -0.033 | 0.0278 | -0.848 | 154.0% | 0.00 | 15.57 | 13.20 | |||
How this is calculated: Options Chain methodology
