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

52.8%

18 strike

EXPECTED MOVE

$6.03

ATM straddle

MAX PAIN

$20.00

+8.8%

PUT/CALL VOLUME

0.46

241 / 526

APR 21, 2027 CHAIN

CALLS										PUTS
Bid	Ask	Last	Vol	OI	IV	Delta	Gamma	Theta	Strike	Theta	Gamma	Delta	IV	OI	Vol	Last	Ask	Bid
10.60	10.90	10.60		417	36.3%	0.974	0.0016	0.000	10	-0.000	0.0016	-0.003	47.7%			0.00	0.04	0.00
10.10	10.40	9.50		132	0.0%	0.973	0.0023	0.000	10.5	-0.000	0.0023	-0.005	44.8%			0.00	0.04	0.00
9.60	9.90	9.05		210	0.0%	0.971	0.0032	0.000	11	-0.000	0.0032	-0.007	42.1%			0.00	0.04	0.00
9.15	9.40	9.70		2	0.0%	0.968	0.0043	0.000	11.5	-0.000	0.0043	-0.009	39.4%			0.00	0.04	0.00
8.65	8.95	8.05		18	32.0%	0.965	0.0058	0.000	12	-0.001	0.0058	-0.013	38.1%	430		0.02	0.05	0.00
8.15	8.45	7.63		6	0.0%	0.960	0.0076	0.000	12.5	-0.001	0.0076	-0.017	35.6%	33		0.02	0.05	0.00
7.70	8.00	7.25		43	34.7%	0.954	0.0101	-0.000	13	-0.001	0.0101	-0.023	34.9%	1		0.02	0.07	0.00
7.25	7.50	6.70		24	34.2%	0.945	0.0133	-0.000	13.5	-0.001	0.0133	-0.032	36.2%	8		0.06	0.10	0.03
6.80	7.10	6.90		50	37.5%	0.931	0.0174	-0.001	14	-0.002	0.0174	-0.046	37.4%	2		0.11	0.15	0.07
6.40	6.65	6.40		157	38.6%	0.911	0.0224	-0.002	14.5	-0.002	0.0224	-0.066	39.5%	8		0.25	0.23	0.15
6.00	6.30	6.10	50	154	41.1%	0.885	0.0273	-0.002	15	-0.003	0.0273	-0.093	41.3%	4,046		0.32	0.34	0.25
5.35	5.60	5.35	1	157	45.0%	0.826	0.0350	-0.004	16	-0.004	0.0350	-0.152	45.4%	4,154	3	0.60	0.66	0.55
4.80	5.05	4.20		90	49.0%	0.766	0.0396	-0.005	17	-0.006	0.0396	-0.211	49.4%	449	104	1.05	1.10	0.97
4.35	4.60	4.66		428	52.7%	0.710	0.0420	-0.007	18	-0.007	0.0420	-0.267	52.9%	521	4	1.57	1.62	1.49
3.95	4.20	3.97	2	31	55.7%	0.659	0.0429	-0.008	19	-0.008	0.0429	-0.318	56.2%	306	3	2.17	2.22	2.08
3.65	3.90	3.70	2	4,100	59.1%	0.614	0.0429	-0.009	20	-0.009	0.0429	-0.364	59.0%	12,410	72	2.80	2.87	2.72
3.35	3.60	3.45	30	1,046	61.5%	0.572	0.0424	-0.009	21	-0.009	0.0424	-0.405	61.9%	1,161	32	3.50	3.60	3.40
3.10	3.30	3.20		808	63.4%	0.535	0.0415	-0.010	22	-0.010	0.0415	-0.442	63.8%	773	5	4.25	4.30	4.10
2.88	3.10	2.86		108	65.8%	0.502	0.0404	-0.010	23	-0.010	0.0404	-0.475	65.9%	102	5	5.00	5.05	4.85
2.68	2.87	2.82		89	67.5%	0.472	0.0392	-0.011	24	-0.010	0.0392	-0.506	67.8%	280	5	5.80	5.85	5.60
2.50	2.68	2.64		1,369	69.2%	0.445	0.0380	-0.011	25	-0.011	0.0380	-0.533	69.6%	100	4	6.60	6.65	6.40
2.35	2.52	2.36		23	71.0%	0.420	0.0367	-0.011	26	-0.011	0.0367	-0.557	71.4%	101		7.40	7.45	7.25
2.20	2.37	2.38		35	72.4%	0.397	0.0355	-0.011	27	-0.011	0.0355	-0.580	72.9%			0.00	8.30	8.05
2.08	2.24	2.14	7	167	74.0%	0.377	0.0342	-0.011	28	-0.011	0.0342	-0.600	74.4%	6		9.45	9.15	8.90
1.96	2.12	1.89		340	75.4%	0.358	0.0330	-0.011	29	-0.011	0.0330	-0.619	75.6%			0.00	10.00	9.75
1.85	2.01	1.97	7	11,974	76.7%	0.341	0.0319	-0.011	30	-0.011	0.0319	-0.636	77.1%	323	4	10.85	10.85	10.65
1.77	1.92	1.79		11	78.2%	0.326	0.0308	-0.011	31	-0.011	0.0308	-0.652	78.3%			0.00	11.75	11.50
1.68	1.83	1.55		169	79.4%	0.311	0.0297	-0.011	32	-0.010	0.0297	-0.666	79.7%			0.00	12.65	12.40
1.60	1.75	1.62	2	57	80.6%	0.298	0.0287	-0.011	33	-0.010	0.0287	-0.680	81.0%			0.00	13.55	13.30

Open VIX in Obelion Terminal

How this is calculated: Options Chain methodology

EXPIRATION

APR 21, 2027 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS