VIX Options Chain
VIX $18.51 ยท Updated Nov 10, 4:00 PM ET
VIX is at $18.51. The nearest expiration, Nov 11, 2026 (1 day out), lists 50 strikes, with 23,538 calls and 8,922 puts traded in the latest session. The at-the-money straddle prices a move of about $0.95 (5.1%) by expiration.
EXPIRATION
- Nov 11, 2026
- Nov 18, 2026
- Nov 24, 2026
- Dec 1, 2026
- Dec 9, 2026
- Dec 16, 2026
- Jan 20, 2027
- Feb 17, 2027
- Mar 17, 2027
- Apr 21, 2027
ATM IV
82.0%
19 strike
EXPECTED MOVE
$2.91
ATM straddle
MAX PAIN
$20.00
+8.0%
PUT/CALL VOLUME
3.64
3,368 / 926
DEC 1, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ask | Bid | Vega | Gamma | Theta | Delta | IV | Vol | OI | Mid | Strike | Mid | OI | Vol | IV | Delta | Theta | Gamma | Vega | Bid | Ask |
| 11.99 | 6.59 | 0.001 | 0.0036 | -0.001 | 0.991 | 211.2% | 1 | 9.29 | 10 | 0.01 | 114.5% | -0.007 | -0.002 | 0.0036 | 0.001 | 0.00 | 0.02 | |||
| 11.49 | 6.09 | 0.001 | 0.0043 | -0.001 | 0.990 | 197.7% | 8.79 | 10.5 | 0.01 | 5 | 106.5% | -0.008 | -0.002 | 0.0043 | 0.001 | 0.00 | 0.02 | |||
| 10.99 | 5.59 | 0.001 | 0.0051 | -0.002 | 0.989 | 184.7% | 8.29 | 11 | 0.01 | 98.9% | -0.009 | -0.003 | 0.0051 | 0.001 | 0.00 | 0.02 | ||||
| 10.50 | 5.10 | 0.001 | 0.0061 | -0.002 | 0.988 | 174.0% | 7.80 | 11.5 | 0.01 | 1 | 91.5% | -0.010 | -0.003 | 0.0061 | 0.001 | 0.00 | 0.02 | |||
| 10.41 | 5.01 | 0.001 | 0.0073 | -0.002 | 0.986 | 213.7% | 7.71 | 12 | 0.01 | 84.5% | -0.011 | -0.003 | 0.0073 | 0.001 | 0.00 | 0.02 | ||||
| 8.60 | 4.80 | 0.002 | 0.0089 | -0.002 | 0.985 | 135.1% | 6.70 | 12.5 | 0.03 | 88.3% | -0.013 | -0.003 | 0.0089 | 0.002 | 0.00 | 0.05 | ||||
| 8.10 | 4.30 | 0.002 | 0.0109 | -0.002 | 0.983 | 124.8% | 6.20 | 13 | 0.03 | 75 | 83.4% | -0.015 | -0.003 | 0.0109 | 0.002 | 0.00 | 0.06 | |||
| 6.61 | 3.01 | 0.002 | 0.0136 | -0.003 | 0.980 | 0.0% | 4.81 | 13.5 | 0.03 | 200 | 76.2% | -0.018 | -0.003 | 0.0136 | 0.002 | 0.00 | 0.06 | |||
| 6.61 | 3.01 | 0.002 | 0.0174 | -0.003 | 0.976 | 0.0% | 4.81 | 14 | 0.03 | 355 | 69.2% | -0.022 | -0.004 | 0.0174 | 0.002 | 0.00 | 0.06 | |||
| 6.62 | 3.01 | 0.003 | 0.0229 | -0.004 | 0.970 | 109.7% | 4.81 | 14.5 | 0.04 | 109 | 64.0% | -0.028 | -0.004 | 0.0229 | 0.003 | 0.00 | 0.07 | |||
| 5.25 | 3.17 | 0.004 | 0.0308 | -0.004 | 0.961 | 87.6% | 1 | 135 | 4.21 | 15 | 0.03 | 2,214 | 19 | 57.2% | -0.037 | -0.005 | 0.0308 | 0.004 | 0.01 | 0.06 |
| 4.19 | 2.19 | 0.008 | 0.0654 | -0.012 | 0.894 | 67.2% | 198 | 3.19 | 16 | 0.13 | 3,838 | 3,216 | 59.3% | -0.104 | -0.012 | 0.0654 | 0.008 | 0.03 | 0.22 | |
| 3.40 | 1.59 | 0.013 | 0.0942 | -0.024 | 0.770 | 74.3% | 221 | 2.50 | 17 | 0.42 | 993 | 5 | 68.9% | -0.227 | -0.024 | 0.0942 | 0.013 | 0.21 | 0.63 | |
| 2.77 | 1.19 | 0.016 | 0.1143 | -0.029 | 0.656 | 82.4% | 6 | 150 | 1.98 | 18 | 0.76 | 812 | 12 | 69.0% | -0.341 | -0.029 | 0.1143 | 0.016 | 0.56 | 0.95 |
| 2.31 | 0.92 | 0.018 | 0.1229 | -0.032 | 0.534 | 91.0% | 1 | 226 | 1.61 | 19 | 1.29 | 301 | 32 | 73.0% | -0.464 | -0.032 | 0.1229 | 0.018 | 1.08 | 1.50 |
| 1.95 | 0.76 | 0.018 | 0.1065 | -0.036 | 0.434 | 99.5% | 392 | 766 | 1.35 | 20 | 1.94 | 787 | 70 | 76.1% | -0.564 | -0.036 | 0.1065 | 0.018 | 1.72 | 2.15 |
| 1.68 | 0.63 | 0.017 | 0.0888 | -0.040 | 0.369 | 107.1% | 37 | 390 | 1.16 | 21 | 2.94 | 159 | 3 | 94.8% | -0.629 | -0.040 | 0.0888 | 0.017 | 2.47 | 3.40 |
| 1.45 | 0.52 | 0.016 | 0.0756 | -0.042 | 0.322 | 113.2% | 153 | 304 | 0.98 | 22 | 3.63 | 211 | 4 | 91.5% | -0.676 | -0.042 | 0.0756 | 0.016 | 3.25 | 4.01 |
| 1.30 | 0.45 | 0.015 | 0.0658 | -0.043 | 0.285 | 120.5% | 24 | 157 | 0.88 | 23 | 4.79 | 131 | 1 | 115.7% | -0.712 | -0.043 | 0.0658 | 0.015 | 4.08 | 5.49 |
| 1.17 | 0.40 | 0.014 | 0.0580 | -0.044 | 0.256 | 127.3% | 2 | 147 | 0.78 | 24 | 5.69 | 140 | 3 | 121.6% | -0.741 | -0.043 | 0.0580 | 0.014 | 4.94 | 6.43 |
| 1.05 | 0.35 | 0.014 | 0.0518 | -0.044 | 0.233 | 132.8% | 45 | 583 | 0.70 | 25 | 6.60 | 56 | 126.9% | -0.765 | -0.043 | 0.0518 | 0.014 | 5.82 | 7.38 | |
| 0.95 | 0.31 | 0.013 | 0.0468 | -0.044 | 0.212 | 138.0% | 33 | 231 | 0.63 | 26 | 7.54 | 94 | 2 | 132.3% | -0.785 | -0.043 | 0.0468 | 0.013 | 6.73 | 8.34 |
| 0.87 | 0.28 | 0.012 | 0.0425 | -0.044 | 0.195 | 143.3% | 13 | 338 | 0.57 | 27 | 8.47 | 34 | 136.6% | -0.802 | -0.043 | 0.0425 | 0.012 | 7.64 | 9.30 | |
| 0.80 | 0.26 | 0.012 | 0.0389 | -0.043 | 0.180 | 148.4% | 633 | 0.53 | 28 | 9.43 | 68 | 1 | 142.0% | -0.817 | -0.042 | 0.0389 | 0.012 | 8.58 | 10.28 | |
| 0.74 | 0.23 | 0.011 | 0.0357 | -0.043 | 0.167 | 152.7% | 5 | 238 | 0.48 | 29 | 10.38 | 145.7% | -0.830 | -0.041 | 0.0357 | 0.011 | 9.51 | 11.25 | ||
| 0.69 | 0.21 | 0.011 | 0.0330 | -0.042 | 0.156 | 157.2% | 156 | 512 | 0.45 | 30 | 11.35 | 11 | 150.0% | -0.842 | -0.041 | 0.0330 | 0.011 | 10.46 | 12.23 | |
| 0.65 | 0.19 | 0.010 | 0.0307 | -0.041 | 0.146 | 161.6% | 1 | 103 | 0.42 | 31 | 12.31 | 153.7% | -0.852 | -0.040 | 0.0307 | 0.010 | 11.41 | 13.21 | ||
| 0.61 | 0.18 | 0.010 | 0.0286 | -0.040 | 0.137 | 165.9% | 76 | 0.40 | 32 | 13.28 | 33 | 157.3% | -0.861 | -0.039 | 0.0286 | 0.010 | 12.37 | 14.19 | ||
| 0.57 | 0.16 | 0.009 | 0.0267 | -0.040 | 0.128 | 169.2% | 26 | 0.36 | 33 | 14.25 | 160.3% | -0.869 | -0.038 | 0.0267 | 0.009 | 13.33 | 15.17 | |||
| 0.53 | 0.40 | 0.009 | 0.0250 | -0.039 | 0.121 | 186.5% | 10 | 233 | 0.47 | 34 | 15.22 | 32 | 163.4% | -0.877 | -0.037 | 0.0250 | 0.009 | 14.30 | 16.15 | |
amber OI or volume 3x the chain median / blue volume over 2x open interest on a busy strike / darker rows are in the money
How this is calculated: Options Chain methodology
