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
62.2%
18.5 strike
EXPECTED MOVE
$5.05
ATM straddle
MAX PAIN
$21.00
+13.5%
PUT/CALL VOLUME
0.17
2,727 / 15,808
FEB 17, 2027 CHAIN
| CALLS | PUTS | |||||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ask | Bid | Vega | Gamma | Theta | Delta | IV | Vol | OI | Mid | Strike | Mid | OI | Vol | IV | Delta | Theta | Gamma | Vega | Bid | Ask |
| 9.20 | 8.90 | 0.003 | 0.0046 | 0.000 | 0.978 | 59.0% | 186 | 9.05 | 11 | 0.04 | 242 | 120 | 57.8% | -0.010 | -0.001 | 0.0046 | 0.003 | 0.00 | 0.07 | |
| 8.70 | 8.40 | 0.004 | 0.0064 | -0.000 | 0.974 | 53.6% | 255 | 8.55 | 11.5 | 0.04 | 401 | 400 | 54.0% | -0.013 | -0.001 | 0.0064 | 0.004 | 0.00 | 0.07 | |
| 8.20 | 7.90 | 0.005 | 0.0085 | -0.001 | 0.969 | 48.4% | 30 | 8.05 | 12 | 0.04 | 3,254 | 51.4% | -0.018 | -0.001 | 0.0085 | 0.005 | 0.00 | 0.08 | ||
| 7.70 | 7.40 | 0.006 | 0.0110 | -0.001 | 0.963 | 43.3% | 5 | 7.55 | 12.5 | 0.05 | 54 | 49.7% | -0.025 | -0.002 | 0.0110 | 0.006 | 0.01 | 0.09 | ||
| 7.25 | 6.95 | 0.008 | 0.0141 | -0.001 | 0.955 | 48.3% | 2 | 323 | 7.10 | 13 | 0.05 | 4,406 | 46.1% | -0.032 | -0.002 | 0.0141 | 0.008 | 0.00 | 0.10 | |
| 6.80 | 6.50 | 0.009 | 0.0177 | -0.002 | 0.946 | 49.7% | 7 | 6.65 | 13.5 | 0.07 | 277 | 30 | 45.4% | -0.042 | -0.002 | 0.0177 | 0.009 | 0.02 | 0.12 | |
| 6.30 | 6.05 | 0.011 | 0.0221 | -0.002 | 0.934 | 47.6% | 325 | 6.17 | 14 | 0.11 | 3,887 | 100 | 45.6% | -0.054 | -0.003 | 0.0221 | 0.011 | 0.05 | 0.16 | |
| 5.90 | 5.60 | 0.014 | 0.0276 | -0.003 | 0.916 | 48.9% | 92 | 5.75 | 14.5 | 0.16 | 2,115 | 10 | 46.4% | -0.072 | -0.003 | 0.0276 | 0.014 | 0.11 | 0.21 | |
| 5.45 | 5.20 | 0.018 | 0.0336 | -0.004 | 0.892 | 49.0% | 1 | 503 | 5.33 | 15 | 0.23 | 38,412 | 11 | 47.0% | -0.096 | -0.004 | 0.0336 | 0.018 | 0.18 | 0.28 |
| 5.05 | 4.80 | 0.021 | 0.0396 | -0.005 | 0.863 | 49.5% | 4.92 | 15.5 | 0.36 | 5,065 | 49.6% | -0.125 | -0.005 | 0.0396 | 0.021 | 0.29 | 0.43 | |||
| 4.70 | 4.45 | 0.025 | 0.0449 | -0.006 | 0.830 | 51.2% | 15 | 2,274 | 4.58 | 16 | 0.51 | 29,528 | 51.5% | -0.157 | -0.006 | 0.0449 | 0.025 | 0.44 | 0.58 | |
| 4.40 | 4.15 | 0.029 | 0.0492 | -0.007 | 0.795 | 53.7% | 1 | 1 | 4.28 | 16.5 | 0.69 | 53.5% | -0.193 | -0.008 | 0.0492 | 0.029 | 0.61 | 0.77 | ||
| 4.10 | 3.85 | 0.032 | 0.0524 | -0.009 | 0.759 | 55.1% | 10 | 415 | 3.97 | 17 | 0.91 | 65,326 | 55.8% | -0.229 | -0.009 | 0.0524 | 0.032 | 0.83 | 0.99 | |
| 3.85 | 3.60 | 0.034 | 0.0544 | -0.010 | 0.723 | 57.3% | 1 | 3.73 | 17.5 | 1.16 | 155 | 10 | 57.9% | -0.264 | -0.010 | 0.0544 | 0.034 | 1.07 | 1.24 | |
| 3.65 | 3.40 | 0.036 | 0.0555 | -0.011 | 0.689 | 60.1% | 25 | 920 | 3.52 | 18 | 1.40 | 23,366 | 1 | 59.3% | -0.299 | -0.011 | 0.0555 | 0.036 | 1.35 | 1.45 |
| 3.45 | 3.20 | 0.038 | 0.0559 | -0.012 | 0.656 | 62.1% | 1 | 3.33 | 18.5 | 1.73 | 3 | 62.3% | -0.332 | -0.012 | 0.0559 | 0.038 | 1.64 | 1.81 | ||
| 3.30 | 3.05 | 0.039 | 0.0557 | -0.012 | 0.625 | 64.9% | 25 | 566 | 3.17 | 19 | 1.99 | 15,376 | 2,000 | 63.0% | -0.362 | -0.013 | 0.0557 | 0.039 | 1.96 | 2.02 |
| 3.10 | 2.90 | 0.040 | 0.0551 | -0.013 | 0.597 | 66.6% | 53 | 93 | 3.00 | 19.5 | 2.38 | 28 | 66.5% | -0.390 | -0.013 | 0.0551 | 0.040 | 2.29 | 2.47 | |
| 2.95 | 2.76 | 0.040 | 0.0543 | -0.014 | 0.571 | 68.5% | 27 | 29,928 | 2.85 | 20 | 2.73 | 55,109 | 14 | 68.5% | -0.417 | -0.014 | 0.0543 | 0.040 | 2.64 | 2.82 |
| 2.70 | 2.51 | 0.041 | 0.0523 | -0.015 | 0.523 | 72.3% | 2 | 16,452 | 2.60 | 21 | 3.48 | 10,582 | 3 | 72.4% | -0.464 | -0.015 | 0.0523 | 0.041 | 3.35 | 3.60 |
| 2.48 | 2.30 | 0.041 | 0.0500 | -0.016 | 0.482 | 75.6% | 27 | 47,003 | 2.39 | 22 | 4.25 | 12,581 | 2 | 75.8% | -0.505 | -0.015 | 0.0500 | 0.041 | 4.15 | 4.35 |
| 2.31 | 2.11 | 0.041 | 0.0476 | -0.016 | 0.446 | 78.9% | 1 | 9,616 | 2.21 | 23 | 5.05 | 11,977 | 2 | 78.9% | -0.541 | -0.016 | 0.0476 | 0.041 | 4.95 | 5.15 |
| 2.13 | 1.95 | 0.040 | 0.0453 | -0.017 | 0.415 | 81.5% | 200 | 1,863 | 2.04 | 24 | 5.88 | 643 | 81.8% | -0.573 | -0.016 | 0.0453 | 0.040 | 5.75 | 6.00 | |
| 1.98 | 1.81 | 0.040 | 0.0431 | -0.017 | 0.387 | 84.1% | 122 | 24,243 | 1.90 | 25 | 6.72 | 2,417 | 6 | 84.5% | -0.601 | -0.016 | 0.0431 | 0.040 | 6.60 | 6.85 |
| 1.87 | 1.68 | 0.039 | 0.0410 | -0.017 | 0.362 | 86.7% | 19,068 | 1.77 | 26 | 7.58 | 1,558 | 16 | 86.7% | -0.625 | -0.017 | 0.0410 | 0.039 | 7.45 | 7.70 | |
| 1.75 | 1.57 | 0.038 | 0.0390 | -0.017 | 0.340 | 88.9% | 20 | 7,140 | 1.66 | 27 | 8.40 | 135 | 87.7% | -0.647 | -0.017 | 0.0390 | 0.038 | 8.35 | 8.45 | |
| 1.65 | 1.47 | 0.037 | 0.0371 | -0.017 | 0.321 | 91.1% | 11,771 | 1.56 | 28 | 9.32 | 134 | 90.8% | -0.667 | -0.017 | 0.0371 | 0.037 | 9.20 | 9.45 | ||
| 1.56 | 1.39 | 0.036 | 0.0354 | -0.017 | 0.303 | 93.3% | 610 | 1.48 | 29 | 10.22 | 551 | 93.0% | -0.684 | -0.016 | 0.0354 | 0.036 | 10.10 | 10.35 | ||
| 1.48 | 1.31 | 0.035 | 0.0338 | -0.017 | 0.287 | 95.3% | 6 | 57,641 | 1.40 | 30 | 11.15 | 568 | 95.4% | -0.700 | -0.016 | 0.0338 | 0.035 | 11.00 | 11.30 | |
| 1.41 | 1.24 | 0.034 | 0.0323 | -0.017 | 0.273 | 97.3% | 40 | 268 | 1.32 | 31 | 12.07 | 254 | 97.6% | -0.715 | -0.016 | 0.0323 | 0.034 | 11.95 | 12.20 | |
| 1.35 | 1.18 | 0.034 | 0.0309 | -0.017 | 0.260 | 99.3% | 25,806 | 1.27 | 32 | 12.97 | 6 | 1 | 98.8% | -0.728 | -0.016 | 0.0309 | 0.034 | 12.85 | 13.10 | |
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
