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iPath Series B S&P 500 VIX Short-Term Futures ETN VXX

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Market dataready · fetched 2026-10-16T21:49:29.913Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T21:48:50.655555323Z

FundamentalsAlpha Vantage · ready

Share price$18.44
1D+9.5%
AH$16.47$17.21$17.95$18.68$19.425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVXX
Sold putSold callAH

iPath Series B S&P 500 VIX Short-Term Futures ETN options

Live interpolated VXX call and put midpoint premiums by absolute delta.iPath Series B S&P 500 VIX Short-Term Futures ETN$0.14$0.98$1.82$2.66$3.50$15.28$16.86$18.44$20.02$21.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VXX spot · $18.44VXX PRICE$0.42$0.43$0.53$0.62$0.70$0.76$0.90$1.01$1.11$1.23$1.36$1.51$1.67$0.23$0.34$0.46$0.57$0.70$0.92$1.12$1.29$1.53$2.81$2.21$2.74$3.26
PutsExpensive1.87×
CallsExpensive1.42×
SkewBullish-0.50 pp
Implied moveBearish±$2.02
TiltBearish19.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.97164.9%26.9%16.9677.8%9.3%
25Δ21.00122.8%16.2%17.2380.9%8.4%
30Δ20.39118.4%13.4%17.4586.9%7.8%
35Δ19.84112.7%11.0%17.7388.4%6.9%
40Δ19.35103.9%8.7%18.0289.2%6.1%
45Δ18.9294.3%6.7%18.3296.3%5.6%
50Δ18.6195.6%5.8%18.63100.0%5.0%
55Δ18.3292.7%4.9%18.9598.7%4.2%
60Δ18.0387.2%3.8%19.31100.5%3.6%
65Δ17.7784.0%3.0%20.45151.2%4.3%
70Δ17.5181.0%2.3%20.19106.5%2.5%
75Δ17.2677.7%1.8%20.80111.0%2.0%
80Δ17.0174.4%1.3%21.41115.6%1.6%

20Δ

Calls
Pseudo strike
22.97
IV
164.9%
B/E move
26.9%
Puts
Pseudo strike
16.96
IV
77.8%
B/E move
9.3%

25Δ

Calls
Pseudo strike
21.00
IV
122.8%
B/E move
16.2%
Puts
Pseudo strike
17.23
IV
80.9%
B/E move
8.4%

30Δ

Calls
Pseudo strike
20.39
IV
118.4%
B/E move
13.4%
Puts
Pseudo strike
17.45
IV
86.9%
B/E move
7.8%

35Δ

Calls
Pseudo strike
19.84
IV
112.7%
B/E move
11.0%
Puts
Pseudo strike
17.73
IV
88.4%
B/E move
6.9%

40Δ

Calls
Pseudo strike
19.35
IV
103.9%
B/E move
8.7%
Puts
Pseudo strike
18.02
IV
89.2%
B/E move
6.1%

45Δ

Calls
Pseudo strike
18.92
IV
94.3%
B/E move
6.7%
Puts
Pseudo strike
18.32
IV
96.3%
B/E move
5.6%

50Δ

Calls
Pseudo strike
18.61
IV
95.6%
B/E move
5.8%
Puts
Pseudo strike
18.63
IV
100.0%
B/E move
5.0%

55Δ

Calls
Pseudo strike
18.32
IV
92.7%
B/E move
4.9%
Puts
Pseudo strike
18.95
IV
98.7%
B/E move
4.2%

60Δ

Calls
Pseudo strike
18.03
IV
87.2%
B/E move
3.8%
Puts
Pseudo strike
19.31
IV
100.5%
B/E move
3.6%

65Δ

Calls
Pseudo strike
17.77
IV
84.0%
B/E move
3.0%
Puts
Pseudo strike
20.45
IV
151.2%
B/E move
4.3%

70Δ

Calls
Pseudo strike
17.51
IV
81.0%
B/E move
2.3%
Puts
Pseudo strike
20.19
IV
106.5%
B/E move
2.5%

75Δ

Calls
Pseudo strike
17.26
IV
77.7%
B/E move
1.8%
Puts
Pseudo strike
20.80
IV
111.0%
B/E move
2.0%

80Δ

Calls
Pseudo strike
17.01
IV
74.4%
B/E move
1.3%
Puts
Pseudo strike
21.41
IV
115.6%
B/E move
1.6%