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

57.5%

18 strike

EXPECTED MOVE

$5.77

ATM straddle

MAX PAIN

$21.00

+14.2%

PUT/CALL VOLUME

0.02

52 / 2,272

MAR 17, 2027 CHAIN

CALLS										PUTS
Bid	Ask	Last	Vol	OI	IV	Delta	Gamma	Theta	Strike	Theta	Gamma	Delta	IV	OI	Vol	Last	Ask	Bid
10.30	10.55	10.60		115	0.0%	0.979	0.0016	0.000	10	-0.000	0.0016	-0.003	47.8%	27		0.01	0.02	0.00
9.80	10.05	10.05		34	0.0%	0.978	0.0022	0.000	10.5	-0.000	0.0022	-0.004	48.9%			0.00	0.04	0.00
9.35	9.60	9.02		59	46.8%	0.976	0.0031	0.000	11	-0.000	0.0031	-0.006	45.9%	60		0.02	0.04	0.00
8.85	9.10	9.25		3	41.0%	0.974	0.0042	0.000	11.5	-0.000	0.0042	-0.008	42.9%			0.00	0.04	0.00
8.35	8.60	7.80		5	33.9%	0.971	0.0057	0.000	12	-0.001	0.0057	-0.011	40.1%	30		0.05	0.04	0.00
7.85	8.15	8.05		7	37.6%	0.966	0.0078	0.000	12.5	-0.001	0.0078	-0.016	38.6%			0.00	0.05	0.00
7.40	7.65	6.55		45	38.2%	0.958	0.0108	-0.000	13	-0.001	0.0108	-0.024	38.6%	8		0.11	0.07	0.01
6.95	7.20	6.69		20	40.5%	0.948	0.0146	-0.001	13.5	-0.001	0.0146	-0.034	39.6%	40		0.08	0.11	0.03
6.50	6.75	6.48	10	75	41.0%	0.932	0.0193	-0.001	14	-0.002	0.0193	-0.050	41.1%	236		0.11	0.16	0.08
6.10	6.35	6.25		159	43.7%	0.910	0.0248	-0.002	14.5	-0.003	0.0248	-0.072	43.1%	126		0.21	0.24	0.16
5.70	5.95	5.95		391	44.8%	0.882	0.0301	-0.003	15	-0.004	0.0301	-0.100	44.9%	3,096		0.34	0.35	0.26
5.05	5.30	5.00	1	625	49.6%	0.820	0.0381	-0.005	16	-0.005	0.0381	-0.162	49.5%	2,398	2	0.63	0.68	0.58
4.50	4.75	4.80		276	53.7%	0.758	0.0430	-0.007	17	-0.007	0.0430	-0.224	53.6%	5,331	2	1.10	1.12	1.01
4.05	4.30	4.05	1	276	57.5%	0.699	0.0452	-0.008	18	-0.009	0.0452	-0.283	57.5%	573	3	1.61	1.66	1.53
3.70	3.90	3.76	12	54	61.1%	0.646	0.0460	-0.010	19	-0.010	0.0460	-0.336	60.9%	55	2	2.23	2.26	2.13
3.35	3.60	3.44	19	7,056	64.1%	0.599	0.0457	-0.011	20	-0.011	0.0457	-0.383	64.1%	17,391	15	2.86	2.93	2.79
3.10	3.30	3.05	9	2,867	67.1%	0.556	0.0449	-0.011	21	-0.011	0.0449	-0.426	66.7%	2,953	4	3.60	3.65	3.45
2.85	3.05	2.90	27	4,535	69.5%	0.518	0.0438	-0.012	22	-0.012	0.0438	-0.464	69.5%	3,394	13	4.30	4.40	4.20
2.63	2.80	2.82		521	71.4%	0.484	0.0425	-0.012	23	-0.012	0.0425	-0.498	71.5%	1,760	3	5.11	5.15	4.95
2.44	2.60	2.28		581	73.5%	0.454	0.0410	-0.013	24	-0.012	0.0410	-0.528	73.8%	196	4	5.90	5.95	5.75
2.27	2.43	2.29	8	3,296	75.5%	0.426	0.0396	-0.013	25	-0.013	0.0396	-0.556	75.5%	2,438	4	6.75	6.75	6.55
2.12	2.28	2.10	5	623	77.3%	0.401	0.0381	-0.013	26	-0.013	0.0381	-0.581	77.8%	1,376		7.73	7.60	7.40
1.99	2.14	1.87		145	79.1%	0.379	0.0366	-0.013	27	-0.013	0.0366	-0.603	79.6%	5		8.60	8.45	8.25
1.87	2.02	1.94	5	413	80.8%	0.358	0.0352	-0.013	28	-0.013	0.0352	-0.624	81.1%	3		9.25	9.30	9.10
1.76	1.91	1.78	4	228	82.4%	0.340	0.0339	-0.013	29	-0.013	0.0339	-0.642	82.2%	553		10.20	10.15	9.95
1.67	1.81	1.76	2,017	16,362	84.0%	0.323	0.0326	-0.013	30	-0.012	0.0326	-0.659	84.0%	751		11.37	11.05	10.85
1.59	1.72	1.55		439	85.5%	0.308	0.0314	-0.013	31	-0.012	0.0314	-0.674	85.7%			0.00	11.95	11.75
1.51	1.64	1.48		254	87.0%	0.294	0.0302	-0.013	32	-0.012	0.0302	-0.688	87.1%			0.00	12.85	12.65
1.44	1.57	1.41		133	88.4%	0.281	0.0291	-0.013	33	-0.012	0.0291	-0.701	88.8%			0.00	13.80	13.55

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How this is calculated: Options Chain methodology

EXPIRATION

MAR 17, 2027 CHAIN

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