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

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Market dataready · fetched 2026-10-16T01:01:45.561Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-16T00:00:07.701514928Z

FundamentalsAlpha Vantage · ready

Share price$17.08
1D-1.6%
AH$16.90$17.11$17.33$17.55$17.765:30 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$0.00$0.69$1.38$2.07$2.76$16.41$16.76$17.11$17.46$17.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VXX spot · $17.08VXX PRICE$0.11$0.08$0.10$0.11$0.13$0.15$0.16$0.18$0.21$0.31$0.41$0.50$0.60$0.05$0.07$0.08$0.10$0.11$0.16$0.22$0.27$0.33$0.39$0.45$0.50$2.56
PutsFair0.98×
CallsExpensive1.35×
SkewBearish+0.98 pp
Implied moveBearish±$0.38
TiltBearish26.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.09185.1%12.4%16.6845.5%2.6%
25Δ17.4861.4%2.8%16.7644.9%2.3%
30Δ17.4158.6%2.5%16.8344.3%1.9%
35Δ17.3455.8%2.2%16.9143.6%1.6%
40Δ17.2753.0%1.9%16.9843.0%1.2%
45Δ17.2050.2%1.5%17.0645.6%1.1%
50Δ17.1347.4%1.2%17.1349.1%1.0%
55Δ17.0644.6%0.9%17.2052.5%0.9%
60Δ16.9843.6%0.7%17.2856.0%0.8%
65Δ16.8750.2%0.6%17.3559.5%0.7%
70Δ16.7656.7%0.5%17.4363.0%0.6%
75Δ16.6663.3%0.5%17.5066.5%0.5%
80Δ16.5569.8%0.4%19.49238.8%0.9%

20Δ

Calls
Pseudo strike
19.09
IV
185.1%
B/E move
12.4%
Puts
Pseudo strike
16.68
IV
45.5%
B/E move
2.6%

25Δ

Calls
Pseudo strike
17.48
IV
61.4%
B/E move
2.8%
Puts
Pseudo strike
16.76
IV
44.9%
B/E move
2.3%

30Δ

Calls
Pseudo strike
17.41
IV
58.6%
B/E move
2.5%
Puts
Pseudo strike
16.83
IV
44.3%
B/E move
1.9%

35Δ

Calls
Pseudo strike
17.34
IV
55.8%
B/E move
2.2%
Puts
Pseudo strike
16.91
IV
43.6%
B/E move
1.6%

40Δ

Calls
Pseudo strike
17.27
IV
53.0%
B/E move
1.9%
Puts
Pseudo strike
16.98
IV
43.0%
B/E move
1.2%

45Δ

Calls
Pseudo strike
17.20
IV
50.2%
B/E move
1.5%
Puts
Pseudo strike
17.06
IV
45.6%
B/E move
1.1%

50Δ

Calls
Pseudo strike
17.13
IV
47.4%
B/E move
1.2%
Puts
Pseudo strike
17.13
IV
49.1%
B/E move
1.0%

55Δ

Calls
Pseudo strike
17.06
IV
44.6%
B/E move
0.9%
Puts
Pseudo strike
17.20
IV
52.5%
B/E move
0.9%

60Δ

Calls
Pseudo strike
16.98
IV
43.6%
B/E move
0.7%
Puts
Pseudo strike
17.28
IV
56.0%
B/E move
0.8%

65Δ

Calls
Pseudo strike
16.87
IV
50.2%
B/E move
0.6%
Puts
Pseudo strike
17.35
IV
59.5%
B/E move
0.7%

70Δ

Calls
Pseudo strike
16.76
IV
56.7%
B/E move
0.5%
Puts
Pseudo strike
17.43
IV
63.0%
B/E move
0.6%

75Δ

Calls
Pseudo strike
16.66
IV
63.3%
B/E move
0.5%
Puts
Pseudo strike
17.50
IV
66.5%
B/E move
0.5%

80Δ

Calls
Pseudo strike
16.55
IV
69.8%
B/E move
0.4%
Puts
Pseudo strike
19.49
IV
238.8%
B/E move
0.9%