VIX Options Chain

VIX $18.51 · 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

ATM IV

60.9%

19 strike

EXPECTED MOVE

$5.57

ATM straddle

MAX PAIN

$22.00

+18.9%

PUT/CALL VOLUME

0.04

396 / 9,623

MAR 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
10.30	10.00	0.002	0.0031	0.000	0.977	60.1%		164	10.15	10	0.01	73		49.6%	-0.007	-0.001	0.0031	0.002	0.00	0.02
9.80	9.50	0.003	0.0041	0.000	0.975	54.4%		33	9.65	10.5	0.04			57.3%	-0.009	-0.001	0.0041	0.003	0.00	0.09
9.35	9.00	0.004	0.0055	0.000	0.971	54.5%		66	9.18	11	0.05	60		54.6%	-0.013	-0.001	0.0055	0.004	0.00	0.10
8.85	8.55	0.005	0.0072	0.000	0.967	53.6%		3	8.70	11.5	0.05			51.0%	-0.017	-0.001	0.0072	0.005	0.00	0.10
8.35	8.05	0.006	0.0093	0.000	0.962	49.0%		5	8.20	12	0.06	30	4	48.4%	-0.022	-0.001	0.0093	0.006	0.00	0.11
7.90	7.55	0.008	0.0118	0.000	0.955	47.8%		7	7.72	12.5	0.06			45.9%	-0.029	-0.001	0.0118	0.008	0.00	0.12
7.40	7.10	0.010	0.0149	0.000	0.946	46.3%		45	7.25	13	0.07	3,624		43.9%	-0.038	-0.002	0.0149	0.010	0.00	0.14
6.95	6.65	0.012	0.0185	-0.001	0.935	46.7%	371	575	6.80	13.5	0.10	163		43.7%	-0.049	-0.002	0.0185	0.012	0.03	0.17
6.50	6.20	0.015	0.0226	-0.001	0.922	46.2%		55	6.35	14	0.15	815	15	44.4%	-0.062	-0.003	0.0226	0.015	0.08	0.22
6.10	5.75	0.018	0.0275	-0.002	0.904	46.5%		131	5.92	14.5	0.21	227		44.7%	-0.080	-0.003	0.0275	0.018	0.14	0.28
5.65	5.35	0.022	0.0329	-0.003	0.879	46.2%	1	395	5.50	15	0.32	9,238	33	46.4%	-0.105	-0.004	0.0329	0.022	0.24	0.39
4.95	4.65	0.030	0.0418	-0.005	0.816	49.3%	1	553	4.80	16	0.60	7,613	8	49.5%	-0.168	-0.006	0.0418	0.030	0.52	0.68
4.40	4.10	0.036	0.0474	-0.007	0.750	53.5%		229	4.25	17	1.01	8,701		53.1%	-0.233	-0.007	0.0474	0.036	0.92	1.10
3.90	3.65	0.041	0.0500	-0.008	0.688	56.9%		259	3.77	18	1.54	3,278	3	57.0%	-0.296	-0.009	0.0500	0.041	1.44	1.64
3.55	3.30	0.044	0.0505	-0.010	0.631	61.1%		283	3.42	19	2.15	99	4	60.6%	-0.353	-0.010	0.0505	0.044	2.05	2.25
3.25	2.99	0.046	0.0499	-0.011	0.580	64.6%	3	5,993	3.12	20	2.83	17,700	8	64.0%	-0.404	-0.011	0.0499	0.046	2.72	2.93
2.95	2.74	0.046	0.0486	-0.012	0.536	67.4%	201	3,826	2.85	21	3.55	4,018	201	67.2%	-0.448	-0.011	0.0486	0.046	3.45	3.65
2.74	2.51	0.047	0.0470	-0.012	0.496	70.4%	31	4,399	2.63	22	4.33	5,848		70.5%	-0.488	-0.012	0.0470	0.047	4.20	4.45
2.54	2.32	0.047	0.0452	-0.013	0.461	73.0%		2,514	2.43	23	5.08	2,314	14	72.3%	-0.523	-0.012	0.0452	0.047	4.95	5.20
2.35	2.15	0.046	0.0434	-0.013	0.430	75.3%	20	883	2.25	24	5.92	246		75.5%	-0.554	-0.012	0.0434	0.046	5.80	6.05
2.19	1.99	0.045	0.0415	-0.013	0.402	77.4%		3,165	2.09	25	6.72	2,672	103	77.1%	-0.582	-0.012	0.0415	0.045	6.60	6.85
2.05	1.86	0.045	0.0397	-0.014	0.377	79.5%		633	1.96	26	7.58	1,422	3	79.2%	-0.607	-0.012	0.0397	0.045	7.45	7.70
1.94	1.74	0.044	0.0379	-0.014	0.355	81.6%		729	1.84	27	8.43	9		80.8%	-0.629	-0.012	0.0379	0.044	8.30	8.55
1.83	1.63	0.043	0.0363	-0.014	0.335	83.4%	1	446	1.73	28	9.32	5		83.3%	-0.649	-0.012	0.0363	0.043	9.20	9.45
1.73	1.53	0.042	0.0347	-0.014	0.317	85.1%		250	1.63	29	10.20	554		84.8%	-0.666	-0.012	0.0347	0.042	10.05	10.35
1.64	1.45	0.041	0.0332	-0.014	0.301	86.8%	13	18,555	1.54	30	11.10	800		86.5%	-0.683	-0.011	0.0332	0.041	10.95	11.25
1.56	1.37	0.040	0.0319	-0.014	0.286	88.4%		440	1.47	31	12.00			88.0%	-0.697	-0.011	0.0319	0.040	11.85	12.15
1.49	1.30	0.039	0.0306	-0.014	0.273	90.0%	6	1,286	1.40	32	12.93	18		89.9%	-0.711	-0.011	0.0306	0.039	12.80	13.05
1.42	1.24	0.038	0.0294	-0.014	0.261	91.5%		143	1.33	33	13.82			90.9%	-0.723	-0.011	0.0294	0.038	13.70	13.95
1.36	1.18	0.037	0.0282	-0.013	0.250	93.0%		204	1.27	34	14.75	1		92.3%	-0.734	-0.010	0.0282	0.037	14.60	14.90

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

EXPIRATION

MAR 17, 2027 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS