VIX Options Chain

Name: VIX Options Chain
Creator: Obelion

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

ATM IV

65.9%

18 strike

EXPECTED MOVE

$5.06

ATM straddle

MAX PAIN

$20.00

+8.8%

PUT/CALL VOLUME

1.54

42,248 / 27,436

JAN 20, 2027 CHAIN

CALLS										PUTS
Bid	Ask	Last	Vol	OI	IV	Delta	Gamma	Theta	Strike	Theta	Gamma	Delta	IV	OI	Vol	Last	Ask	Bid
9.85	10.05	10.42		113	0.0%	0.988	0.0009	0.000	10	-0.000	0.0009	-0.001	62.6%	20		0.01	0.03	0.00
9.35	9.60	11.40		2	0.0%	0.987	0.0015	0.000	10.5	-0.000	0.0015	-0.002	58.6%	6		0.01	0.03	0.00
8.85	9.10	8.70		46	0.0%	0.985	0.0023	0.000	11	-0.000	0.0023	-0.004	54.8%	81		0.01	0.03	0.00
8.40	8.60	8.00		2	0.0%	0.983	0.0036	0.000	11.5	-0.000	0.0036	-0.006	51.1%	330		0.01	0.03	0.00
7.90	8.10	7.60		428	0.0%	0.980	0.0054	0.000	12	-0.001	0.0054	-0.009	49.5%	510		0.01	0.04	0.00
7.40	7.60	7.80		65	0.0%	0.975	0.0078	-0.000	12.5	-0.001	0.0078	-0.014	45.9%	15	2	0.01	0.04	0.00
6.90	7.10	7.10		294	0.0%	0.968	0.0109	-0.001	13	-0.001	0.0109	-0.021	44.0%	1,243		0.02	0.05	0.00
6.45	6.65	6.59		265	40.1%	0.959	0.0149	-0.001	13.5	-0.002	0.0149	-0.030	43.8%	8,004	5,796	0.04	0.07	0.01
5.95	6.20	5.90	3	2,077	40.8%	0.946	0.0201	-0.002	14	-0.002	0.0201	-0.043	46.0%	26,648	20,054	0.07	0.11	0.05
5.55	5.75	5.63	9	1,924	45.5%	0.926	0.0265	-0.003	14.5	-0.003	0.0265	-0.063	47.9%	12,165	2	0.13	0.18	0.10
5.15	5.35	5.20	12	3,698	48.6%	0.900	0.0334	-0.004	15	-0.004	0.0334	-0.089	50.1%	20,350	10,024	0.23	0.27	0.19
4.45	4.65	4.60	67	3,390	54.4%	0.830	0.0452	-0.007	16	-0.007	0.0452	-0.159	55.6%	61,525	2	0.54	0.57	0.48
3.90	4.10	4.00	23	3,516	60.3%	0.753	0.0512	-0.010	17	-0.011	0.0512	-0.236	61.2%	50,332	220	0.96	1.01	0.91
3.45	3.65	3.56	7	2,344	65.4%	0.685	0.0535	-0.013	18	-0.013	0.0535	-0.304	66.3%	40,215	30	1.50	1.56	1.45
3.10	3.30	3.13	15	32,341	70.5%	0.625	0.0539	-0.015	19	-0.015	0.0539	-0.364	71.0%	40,110	55	2.13	2.19	2.07
2.80	2.95	2.87	6,140	65,546	74.1%	0.572	0.0532	-0.016	20	-0.016	0.0532	-0.417	75.0%	36,127	6,002	2.85	2.87	2.75
2.54	2.68	2.58	54	38,991	77.7%	0.524	0.0518	-0.017	21	-0.017	0.0518	-0.465	78.3%	11,598	2	3.55	3.60	3.45
2.31	2.45	2.40	27	31,747	81.0%	0.483	0.0498	-0.018	22	-0.018	0.0498	-0.506	82.0%	12,488	35	4.35	4.40	4.20
2.12	2.25	2.19	64	11,733	84.0%	0.446	0.0477	-0.018	23	-0.018	0.0477	-0.543	84.5%	2,111	14	5.15	5.15	5.00
1.94	2.08	2.01	43	23,512	86.7%	0.414	0.0455	-0.019	24	-0.019	0.0455	-0.575	87.5%	6,193	4	5.97	6.00	5.80
1.79	1.92	1.89	3,211	45,262	89.1%	0.386	0.0433	-0.019	25	-0.019	0.0433	-0.604	89.7%	2,517	3	6.82	6.80	6.65
1.66	1.79	1.76	2	10,796	91.6%	0.361	0.0412	-0.019	26	-0.019	0.0412	-0.628	92.7%	1,570	1	7.70	7.70	7.50
1.56	1.68	1.66	21	427	94.3%	0.339	0.0391	-0.019	27	-0.019	0.0391	-0.650	95.1%	225		8.45	8.55	8.40
1.46	1.58	1.54	5,021	6,167	96.6%	0.320	0.0372	-0.019	28	-0.019	0.0372	-0.670	97.7%	241		9.45	9.45	9.30
1.38	1.50	1.48	111	403	99.0%	0.302	0.0355	-0.019	29	-0.019	0.0355	-0.687	99.9%	555		10.50	10.35	10.20
1.31	1.43	1.38	3,900	65,541	101.4%	0.287	0.0338	-0.019	30	-0.019	0.0338	-0.703	102.5%	567		11.05	11.30	11.10
1.24	1.35	1.25	5	20,602	103.4%	0.273	0.0323	-0.019	31	-0.018	0.0323	-0.717	104.0%	5		11.25	12.20	12.00
1.19	1.29	1.24	1	5,811	105.6%	0.260	0.0309	-0.019	32	-0.018	0.0309	-0.729	106.8%	1		12.10	13.15	12.95
1.13	1.24	1.18	10	578	107.6%	0.248	0.0296	-0.019	33	-0.018	0.0296	-0.741	109.3%	3		13.75	14.10	13.90

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How this is calculated: Options Chain methodology

EXPIRATION

JAN 20, 2027 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS