VIX Options Chain

Name: VIX Options Chain
Creator: Obelion

VIX $18.39 · Updated Oct 26, 4:00 PM ET

VIX is at $18.39. The nearest expiration, Oct 28, 2026 (2 days out), lists 50 strikes, with 13,528 calls and 16,520 puts traded in the latest session. At-the-money implied volatility is 168.9%. The at-the-money straddle prices a move of about $1.23 (6.7%) by expiration.

EXPIRATION

ATM IV

61.0%

18 strike

EXPECTED MOVE

$5.49

ATM straddle

MAX PAIN

$20.00

+8.8%

PUT/CALL VOLUME

0.03

2,484 / 78,725

FEB 17, 2027 CHAIN

CALLS										PUTS
Bid	Ask	Last	Vol	OI	IV	Delta	Gamma	Theta	Strike	Theta	Gamma	Delta	IV	OI	Vol	Last	Ask	Bid
10.20	10.45	10.18	5	163	0.0%	0.982	0.0018	0.000	10	-0.000	0.0018	-0.003	55.7%	17		0.01	0.03	0.00
9.70	9.95	11.30		1	0.0%	0.981	0.0023	0.000	10.5	-0.000	0.0023	-0.004	52.2%			0.00	0.03	0.00
9.20	9.45	9.57		187	0.0%	0.980	0.0031	0.000	11	-0.000	0.0031	-0.006	48.9%	52		0.02	0.03	0.00
8.70	8.95	8.30		255	0.0%	0.978	0.0041	0.000	11.5	-0.001	0.0041	-0.008	47.5%	1		0.03	0.04	0.00
8.25	8.45	7.50		30	0.0%	0.975	0.0055	0.000	12	-0.001	0.0055	-0.010	44.3%	3,254		0.01	0.04	0.00
7.75	8.00	7.10		5	0.0%	0.972	0.0072	-0.000	12.5	-0.001	0.0072	-0.014	42.6%	1		0.06	0.05	0.00
7.25	7.50	7.25		315	0.0%	0.966	0.0098	-0.001	13	-0.001	0.0098	-0.019	40.7%	2,238		0.02	0.06	0.00
6.80	7.05	6.40		7	37.5%	0.956	0.0138	-0.001	13.5	-0.001	0.0138	-0.029	41.8%	63		0.04	0.09	0.02
6.35	6.60	6.50		333	40.7%	0.941	0.0190	-0.002	14	-0.002	0.0190	-0.045	43.5%	2,084		0.10	0.14	0.06
5.90	6.15	6.20		103	41.4%	0.919	0.0249	-0.003	14.5	-0.003	0.0249	-0.067	45.5%	1,350	100	0.17	0.21	0.13
5.55	5.75	5.40	1	657	45.7%	0.891	0.0307	-0.004	15	-0.004	0.0307	-0.094	47.4%	34,203		0.31	0.31	0.22
4.85	5.10	4.97	20	2,437	51.3%	0.827	0.0401	-0.006	16	-0.006	0.0401	-0.158	52.3%	24,772	1,428	0.56	0.62	0.52
4.30	4.55	4.55		419	56.4%	0.761	0.0455	-0.008	17	-0.009	0.0455	-0.225	57.2%	31,294	102	1.02	1.06	0.95
3.85	4.05	3.93	9	805	60.3%	0.699	0.0480	-0.010	18	-0.010	0.0480	-0.287	61.6%	3,927	101	1.54	1.60	1.48
3.50	3.70	3.51	17	102	65.0%	0.643	0.0487	-0.012	19	-0.012	0.0487	-0.343	65.5%	1,266	718	2.13	2.21	2.08
3.15	3.35	3.20	12	22,127	67.9%	0.593	0.0484	-0.013	20	-0.013	0.0484	-0.393	68.9%	34,170	4	2.83	2.87	2.74
2.90	3.10	3.15		12,166	71.7%	0.548	0.0474	-0.014	21	-0.014	0.0474	-0.437	72.4%	3,447	5	3.55	3.60	3.45
2.66	2.82	2.75	70,076	13,517	74.1%	0.509	0.0460	-0.015	22	-0.014	0.0460	-0.477	74.8%	11,296	3	4.25	4.35	4.15
2.45	2.60	2.55		1,129	76.6%	0.473	0.0445	-0.015	23	-0.015	0.0445	-0.512	77.4%	2,103	6	5.08	5.10	4.95
2.26	2.41	2.33	2	803	79.0%	0.442	0.0428	-0.015	24	-0.015	0.0428	-0.544	79.8%	127	5	5.88	5.90	5.75
2.09	2.24	2.18	12	12,928	81.1%	0.414	0.0411	-0.016	25	-0.015	0.0411	-0.572	82.1%	2,354	6	6.70	6.75	6.55
1.95	2.09	2.02	8,307	10,312	83.2%	0.389	0.0394	-0.016	26	-0.015	0.0394	-0.597	84.5%	1,386		7.81	7.60	7.40
1.83	1.97	1.74		78	85.4%	0.366	0.0377	-0.016	27	-0.016	0.0377	-0.619	86.4%	133		8.35	8.45	8.25
1.72	1.85	1.90		905	87.3%	0.346	0.0361	-0.016	28	-0.015	0.0361	-0.640	87.8%	115		9.30	9.30	9.10
1.62	1.75	1.75		386	89.2%	0.328	0.0346	-0.016	29	-0.015	0.0346	-0.658	90.0%	551		10.27	10.20	10.00
1.53	1.66	1.55	158	55,228	91.0%	0.311	0.0332	-0.016	30	-0.015	0.0332	-0.674	92.0%	567	1	11.10	11.10	10.90
1.46	1.58	1.61		137	92.9%	0.296	0.0319	-0.016	31	-0.015	0.0319	-0.689	93.6%	252		12.45	12.00	11.80
1.39	1.51	1.44	1	22,806	94.6%	0.282	0.0306	-0.016	32	-0.015	0.0306	-0.703	95.6%	4		13.45	12.95	12.70
1.32	1.45	1.25		10,977	96.3%	0.270	0.0294	-0.016	33	-0.015	0.0294	-0.716	97.4%	212		14.25	13.85	13.65

Open VIX in Obelion Terminal

How this is calculated: Options Chain methodology

EXPIRATION

FEB 17, 2027 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS