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
77.9%
18.5 strike
EXPECTED MOVE
$3.63
ATM straddle
MAX PAIN
$19.00
+2.6%
PUT/CALL VOLUME
0.67
72,350 / 107,523
DEC 16, 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 |
| 8.20 | 7.95 | 0.001 | 0.0040 | -0.000 | 0.989 | 89.5% | 123 | 8.07 | 11 | 0.01 | 213 | 75.3% | -0.006 | -0.001 | 0.0040 | 0.001 | 0.00 | 0.02 | ||
| 7.70 | 7.45 | 0.001 | 0.0053 | -0.001 | 0.987 | 82.2% | 19 | 7.58 | 11.5 | 0.01 | 154 | 69.7% | -0.008 | -0.001 | 0.0053 | 0.001 | 0.00 | 0.02 | ||
| 7.20 | 6.95 | 0.002 | 0.0072 | -0.001 | 0.985 | 75.3% | 50 | 1,454 | 7.08 | 12 | 0.01 | 2,354 | 64.4% | -0.011 | -0.002 | 0.0072 | 0.002 | 0.00 | 0.02 | |
| 6.70 | 6.45 | 0.002 | 0.0098 | -0.001 | 0.980 | 68.6% | 383 | 6.58 | 12.5 | 0.03 | 1,248 | 1 | 67.3% | -0.015 | -0.002 | 0.0098 | 0.002 | 0.00 | 0.05 | |
| 6.20 | 6.00 | 0.003 | 0.0134 | -0.002 | 0.974 | 69.7% | 330 | 6.10 | 13 | 0.03 | 2,091 | 1 | 63.6% | -0.021 | -0.003 | 0.0134 | 0.003 | 0.00 | 0.06 | |
| 5.70 | 5.50 | 0.004 | 0.0182 | -0.003 | 0.966 | 63.3% | 206 | 5.60 | 13.5 | 0.04 | 2,265 | 59.7% | -0.030 | -0.003 | 0.0182 | 0.004 | 0.00 | 0.07 | ||
| 5.20 | 5.00 | 0.005 | 0.0244 | -0.004 | 0.955 | 57.2% | 3 | 31,127 | 5.10 | 14 | 0.04 | 25,559 | 452 | 56.8% | -0.041 | -0.004 | 0.0244 | 0.005 | 0.01 | 0.08 |
| 4.75 | 4.55 | 0.007 | 0.0323 | -0.005 | 0.940 | 59.9% | 7 | 1,265 | 4.65 | 14.5 | 0.07 | 27,630 | 25 | 55.2% | -0.056 | -0.005 | 0.0323 | 0.007 | 0.03 | 0.10 |
| 4.30 | 4.05 | 0.009 | 0.0418 | -0.006 | 0.920 | 56.9% | 58 | 2,840 | 4.17 | 15 | 0.10 | 141,919 | 53 | 54.7% | -0.076 | -0.007 | 0.0418 | 0.009 | 0.06 | 0.14 |
| 3.85 | 3.65 | 0.011 | 0.0531 | -0.008 | 0.893 | 58.1% | 10 | 82 | 3.75 | 15.5 | 0.18 | 82,829 | 19,392 | 57.2% | -0.103 | -0.008 | 0.0531 | 0.011 | 0.14 | 0.22 |
| 3.45 | 3.25 | 0.013 | 0.0656 | -0.011 | 0.854 | 59.3% | 36 | 3,714 | 3.35 | 16 | 0.29 | 176,381 | 3,913 | 59.0% | -0.142 | -0.011 | 0.0656 | 0.013 | 0.24 | 0.33 |
| 3.10 | 2.94 | 0.016 | 0.0761 | -0.014 | 0.802 | 62.9% | 5 | 372 | 3.02 | 16.5 | 0.45 | 41,744 | 3,003 | 62.6% | -0.194 | -0.014 | 0.0761 | 0.016 | 0.40 | 0.50 |
| 2.82 | 2.66 | 0.019 | 0.0824 | -0.017 | 0.746 | 67.0% | 66 | 25,644 | 2.74 | 17 | 0.63 | 275,054 | 17,226 | 64.4% | -0.250 | -0.017 | 0.0824 | 0.019 | 0.61 | 0.64 |
| 2.57 | 2.41 | 0.021 | 0.0851 | -0.020 | 0.691 | 70.5% | 18 | 120 | 2.49 | 17.5 | 0.92 | 49,840 | 86 | 70.2% | -0.304 | -0.020 | 0.0851 | 0.021 | 0.86 | 0.97 |
| 2.36 | 2.21 | 0.022 | 0.0852 | -0.023 | 0.641 | 74.5% | 243 | 42,566 | 2.29 | 18 | 1.17 | 124,639 | 5,139 | 72.4% | -0.355 | -0.023 | 0.0852 | 0.022 | 1.14 | 1.20 |
| 2.18 | 2.03 | 0.023 | 0.0837 | -0.025 | 0.596 | 78.1% | 14,288 | 2.10 | 18.5 | 1.52 | 26,590 | 72 | 77.6% | -0.400 | -0.025 | 0.0837 | 0.023 | 1.46 | 1.58 | |
| 2.02 | 1.87 | 0.023 | 0.0814 | -0.027 | 0.555 | 81.5% | 84 | 93,538 | 1.95 | 19 | 1.86 | 90,545 | 6,895 | 81.3% | -0.441 | -0.027 | 0.0814 | 0.023 | 1.80 | 1.93 |
| 1.88 | 1.74 | 0.024 | 0.0787 | -0.028 | 0.518 | 85.0% | 4,903 | 15,228 | 1.81 | 19.5 | 2.23 | 21,420 | 4,958 | 84.7% | -0.478 | -0.028 | 0.0787 | 0.024 | 2.16 | 2.29 |
| 1.76 | 1.70 | 0.024 | 0.0758 | -0.029 | 0.485 | 90.0% | 4,208 | 100,764 | 1.73 | 20 | 2.60 | 64,071 | 6,515 | 87.8% | -0.511 | -0.029 | 0.0758 | 0.024 | 2.53 | 2.67 |
| 1.65 | 1.51 | 0.023 | 0.0727 | -0.030 | 0.455 | 91.3% | 101 | 7,872 | 1.58 | 20.5 | 3.01 | 10,337 | 3 | 91.8% | -0.541 | -0.030 | 0.0727 | 0.023 | 2.92 | 3.10 |
| 1.56 | 1.48 | 0.023 | 0.0697 | -0.031 | 0.428 | 95.8% | 13,441 | 67,785 | 1.52 | 21 | 3.40 | 26,121 | 361 | 94.3% | -0.568 | -0.031 | 0.0697 | 0.023 | 3.30 | 3.50 |
| 1.47 | 1.34 | 0.023 | 0.0668 | -0.032 | 0.403 | 97.4% | 6,210 | 19,344 | 1.41 | 21.5 | 3.80 | 14,775 | 4,004 | 96.6% | -0.593 | -0.031 | 0.0668 | 0.023 | 3.70 | 3.90 |
| 1.40 | 1.26 | 0.022 | 0.0639 | -0.032 | 0.381 | 100.3% | 2,653 | 114,425 | 1.33 | 22 | 4.25 | 14,151 | 18 | 100.7% | -0.615 | -0.032 | 0.0639 | 0.022 | 4.15 | 4.35 |
| 1.32 | 1.19 | 0.022 | 0.0612 | -0.032 | 0.360 | 102.7% | 1,780 | 13,860 | 1.25 | 22.5 | 4.65 | 1,406 | 1 | 102.1% | -0.636 | -0.032 | 0.0612 | 0.022 | 4.55 | 4.75 |
| 1.25 | 1.12 | 0.022 | 0.0586 | -0.032 | 0.341 | 105.0% | 14,633 | 56,887 | 1.19 | 23 | 5.10 | 28,052 | 24 | 105.3% | -0.654 | -0.032 | 0.0586 | 0.022 | 5.00 | 5.20 |
| 1.19 | 1.07 | 0.021 | 0.0561 | -0.032 | 0.324 | 107.6% | 50 | 6,484 | 1.13 | 23.5 | 5.53 | 619 | 9 | 107.1% | -0.671 | -0.032 | 0.0561 | 0.021 | 5.45 | 5.60 |
| 1.14 | 1.01 | 0.021 | 0.0537 | -0.032 | 0.308 | 109.9% | 2,097 | 30,716 | 1.07 | 24 | 5.95 | 2,127 | 4 | 108.5% | -0.687 | -0.032 | 0.0537 | 0.021 | 5.85 | 6.05 |
| 1.08 | 0.96 | 0.020 | 0.0515 | -0.032 | 0.294 | 111.9% | 26 | 3,347 | 1.02 | 24.5 | 6.40 | 264 | 3 | 110.8% | -0.702 | -0.032 | 0.0515 | 0.020 | 6.30 | 6.50 |
| 1.03 | 0.91 | 0.020 | 0.0494 | -0.032 | 0.281 | 113.9% | 7,230 | 111,708 | 0.97 | 25 | 6.85 | 3,052 | 24 | 112.9% | -0.715 | -0.032 | 0.0494 | 0.020 | 6.75 | 6.95 |
| 0.95 | 0.83 | 0.019 | 0.0456 | -0.032 | 0.257 | 118.1% | 1,181 | 55,542 | 0.89 | 26 | 7.78 | 1,767 | 78 | 117.6% | -0.739 | -0.031 | 0.0456 | 0.019 | 7.70 | 7.85 |
| 0.88 | 0.76 | 0.018 | 0.0421 | -0.032 | 0.236 | 122.0% | 324 | 59,633 | 0.82 | 27 | 8.70 | 262 | 1 | 121.4% | -0.759 | -0.031 | 0.0421 | 0.018 | 8.60 | 8.80 |
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
