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
55.8%
19 strike
EXPECTED MOVE
$5.86
ATM straddle
MAX PAIN
$20.00
+8.0%
PUT/CALL VOLUME
0.28
444 / 1,577
APR 21, 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 |
| 10.65 | 10.25 | 0.003 | 0.0028 | 0.000 | 0.973 | 0.0% | 11 | 373 | 10.45 | 10 | 0.01 | 44 | 45.0% | -0.007 | -0.000 | 0.0028 | 0.003 | 0.00 | 0.02 | |
| 10.15 | 9.80 | 0.004 | 0.0039 | 0.000 | 0.970 | 43.0% | 150 | 9.98 | 10.5 | 0.06 | 54.4% | -0.009 | -0.001 | 0.0039 | 0.004 | 0.00 | 0.12 | |||
| 9.65 | 9.30 | 0.005 | 0.0052 | 0.000 | 0.967 | 32.0% | 252 | 9.48 | 11 | 0.06 | 51.1% | -0.013 | -0.001 | 0.0052 | 0.005 | 0.00 | 0.12 | |||
| 9.20 | 8.85 | 0.006 | 0.0067 | 0.000 | 0.963 | 44.9% | 2 | 9.02 | 11.5 | 0.07 | 48.6% | -0.017 | -0.001 | 0.0067 | 0.006 | 0.00 | 0.13 | |||
| 8.70 | 8.35 | 0.007 | 0.0086 | 0.000 | 0.957 | 40.1% | 16 | 8.52 | 12 | 0.07 | 430 | 1 | 45.5% | -0.022 | -0.001 | 0.0086 | 0.007 | 0.00 | 0.13 | |
| 8.20 | 7.85 | 0.009 | 0.0109 | 0.000 | 0.951 | 35.2% | 6 | 8.02 | 12.5 | 0.07 | 1,297 | 43.1% | -0.028 | -0.001 | 0.0109 | 0.009 | 0.00 | 0.14 | ||
| 7.75 | 7.40 | 0.011 | 0.0136 | 0.000 | 0.943 | 39.0% | 41 | 7.58 | 13 | 0.09 | 57 | 41.7% | -0.036 | -0.001 | 0.0136 | 0.011 | 0.00 | 0.17 | ||
| 7.30 | 6.95 | 0.013 | 0.0168 | -0.000 | 0.933 | 40.0% | 23 | 7.13 | 13.5 | 0.12 | 23 | 41.7% | -0.046 | -0.002 | 0.0168 | 0.013 | 0.03 | 0.21 | ||
| 6.85 | 6.50 | 0.017 | 0.0207 | -0.001 | 0.919 | 40.1% | 47 | 6.67 | 14 | 0.17 | 252 | 41.7% | -0.060 | -0.002 | 0.0207 | 0.017 | 0.08 | 0.25 | ||
| 6.45 | 6.05 | 0.020 | 0.0251 | -0.001 | 0.901 | 40.8% | 144 | 6.25 | 14.5 | 0.23 | 27 | 42.4% | -0.078 | -0.003 | 0.0251 | 0.020 | 0.15 | 0.32 | ||
| 6.05 | 5.70 | 0.024 | 0.0297 | -0.002 | 0.879 | 42.9% | 165 | 5.88 | 15 | 0.33 | 5,886 | 2 | 43.6% | -0.100 | -0.003 | 0.0297 | 0.024 | 0.24 | 0.43 | |
| 5.30 | 5.00 | 0.033 | 0.0379 | -0.004 | 0.823 | 45.0% | 133 | 5.15 | 16 | 0.60 | 4,239 | 4 | 46.0% | -0.156 | -0.004 | 0.0379 | 0.033 | 0.51 | 0.70 | |
| 4.75 | 4.40 | 0.040 | 0.0433 | -0.005 | 0.761 | 48.4% | 4 | 59 | 4.58 | 17 | 1.01 | 588 | 49.3% | -0.218 | -0.006 | 0.0433 | 0.040 | 0.91 | 1.11 | |
| 4.30 | 3.95 | 0.046 | 0.0459 | -0.007 | 0.702 | 52.3% | 400 | 4.13 | 18 | 1.52 | 1,044 | 52.5% | -0.278 | -0.007 | 0.0459 | 0.046 | 1.41 | 1.62 | ||
| 3.90 | 3.60 | 0.049 | 0.0467 | -0.008 | 0.647 | 55.8% | 70 | 440 | 3.75 | 19 | 2.11 | 351 | 10 | 55.8% | -0.332 | -0.008 | 0.0467 | 0.049 | 2.00 | 2.22 |
| 3.55 | 3.25 | 0.052 | 0.0463 | -0.009 | 0.599 | 58.3% | 475 | 6,609 | 3.40 | 20 | 2.77 | 13,046 | 163 | 58.9% | -0.381 | -0.009 | 0.0463 | 0.052 | 2.65 | 2.89 |
| 3.30 | 3.00 | 0.053 | 0.0454 | -0.009 | 0.555 | 61.6% | 2,000 | 3.15 | 21 | 3.48 | 2,133 | 15 | 61.7% | -0.424 | -0.009 | 0.0454 | 0.053 | 3.35 | 3.60 | |
| 3.05 | 2.78 | 0.053 | 0.0441 | -0.010 | 0.517 | 64.2% | 808 | 2.92 | 22 | 4.22 | 1,005 | 11 | 64.4% | -0.462 | -0.010 | 0.0441 | 0.053 | 4.10 | 4.35 | |
| 2.82 | 2.57 | 0.054 | 0.0427 | -0.011 | 0.483 | 66.3% | 95 | 2.69 | 23 | 5.00 | 404 | 13 | 66.8% | -0.496 | -0.010 | 0.0427 | 0.054 | 4.85 | 5.15 | |
| 2.64 | 2.39 | 0.053 | 0.0412 | -0.011 | 0.452 | 68.5% | 91 | 2.52 | 24 | 5.80 | 315 | 1 | 69.0% | -0.527 | -0.010 | 0.0412 | 0.053 | 5.65 | 5.95 | |
| 2.47 | 2.22 | 0.053 | 0.0397 | -0.011 | 0.425 | 70.4% | 10 | 3,826 | 2.35 | 25 | 6.60 | 161 | 70.8% | -0.554 | -0.010 | 0.0397 | 0.053 | 6.45 | 6.75 | |
| 2.31 | 2.07 | 0.052 | 0.0382 | -0.011 | 0.400 | 72.1% | 29 | 2.19 | 26 | 7.42 | 157 | 72.5% | -0.579 | -0.010 | 0.0382 | 0.052 | 7.30 | 7.55 | ||
| 2.18 | 1.94 | 0.051 | 0.0367 | -0.011 | 0.377 | 73.8% | 35 | 2.06 | 27 | 8.25 | 163 | 1 | 73.8% | -0.602 | -0.010 | 0.0367 | 0.051 | 8.10 | 8.40 | |
| 2.06 | 1.82 | 0.051 | 0.0353 | -0.011 | 0.357 | 75.4% | 1 | 176 | 1.94 | 28 | 9.15 | 194 | 76.1% | -0.622 | -0.010 | 0.0353 | 0.051 | 9.00 | 9.30 | |
| 1.94 | 1.72 | 0.050 | 0.0339 | -0.011 | 0.338 | 76.9% | 342 | 1.83 | 29 | 10.00 | 182 | 182 | 77.3% | -0.641 | -0.010 | 0.0339 | 0.050 | 9.85 | 10.15 | |
| 1.85 | 1.62 | 0.049 | 0.0326 | -0.011 | 0.321 | 78.4% | 182 | 13,999 | 1.74 | 30 | 10.90 | 296 | 1 | 79.1% | -0.658 | -0.010 | 0.0326 | 0.049 | 10.75 | 11.05 |
| 1.76 | 1.54 | 0.048 | 0.0314 | -0.011 | 0.306 | 79.8% | 12 | 1.65 | 31 | 11.77 | 80.2% | -0.673 | -0.009 | 0.0314 | 0.048 | 11.60 | 11.95 | |||
| 1.67 | 1.46 | 0.047 | 0.0302 | -0.011 | 0.292 | 81.1% | 1,194 | 1.56 | 32 | 12.68 | 81.5% | -0.688 | -0.009 | 0.0302 | 0.047 | 12.50 | 12.85 | |||
| 1.60 | 1.39 | 0.046 | 0.0291 | -0.011 | 0.279 | 82.4% | 242 | 1.50 | 33 | 13.57 | 82.7% | -0.701 | -0.009 | 0.0291 | 0.046 | 13.40 | 13.75 | |||
| 1.53 | 1.32 | 0.045 | 0.0280 | -0.011 | 0.266 | 83.6% | 128 | 1.43 | 34 | 14.50 | 1,000 | 84.2% | -0.713 | -0.009 | 0.0280 | 0.045 | 14.35 | 14.65 | ||
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
