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

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Market dataready · fetched 2026-10-16T00:22:13.599Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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$0.20$1.50$2.81$4.11$5.41$12.98$15.02$17.06$19.10$21.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VXX spot · $17.08VXX PRICE$0.42$0.55$0.65$0.77$0.89$1.02$1.15$1.29$1.42$1.55$1.68$1.96$2.23$0.34$0.47$0.61$0.78$0.97$1.16$1.47$1.78$2.22$2.68$3.26$4.20$5.04
PutsExpensive1.66×
CallsExpensive1.57×
SkewBearish+0.73 pp
Implied moveBearish±$2.63
TiltBearish23.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.7177.6%29.5%15.1950.2%13.0%
25Δ20.8277.4%25.1%15.5651.9%11.7%
30Δ19.8171.8%19.8%15.9253.6%10.3%
35Δ19.0768.6%16.2%16.2954.7%9.2%
40Δ18.4865.5%13.4%16.6655.8%8.1%
45Δ17.9362.6%10.9%17.0456.9%7.0%
50Δ17.4860.3%9.1%17.4859.6%6.3%
55Δ17.0458.1%7.3%17.9262.2%5.5%
60Δ16.6955.1%6.0%18.4865.3%4.8%
65Δ16.3552.1%4.8%19.0768.4%4.1%
70Δ16.0049.1%3.6%19.7770.9%3.3%
75Δ15.6248.9%2.9%20.8177.3%2.7%
80Δ15.2348.8%2.2%21.7878.7%2.0%

20Δ

Calls
Pseudo strike
21.71
IV
77.6%
B/E move
29.5%
Puts
Pseudo strike
15.19
IV
50.2%
B/E move
13.0%

25Δ

Calls
Pseudo strike
20.82
IV
77.4%
B/E move
25.1%
Puts
Pseudo strike
15.56
IV
51.9%
B/E move
11.7%

30Δ

Calls
Pseudo strike
19.81
IV
71.8%
B/E move
19.8%
Puts
Pseudo strike
15.92
IV
53.6%
B/E move
10.3%

35Δ

Calls
Pseudo strike
19.07
IV
68.6%
B/E move
16.2%
Puts
Pseudo strike
16.29
IV
54.7%
B/E move
9.2%

40Δ

Calls
Pseudo strike
18.48
IV
65.5%
B/E move
13.4%
Puts
Pseudo strike
16.66
IV
55.8%
B/E move
8.1%

45Δ

Calls
Pseudo strike
17.93
IV
62.6%
B/E move
10.9%
Puts
Pseudo strike
17.04
IV
56.9%
B/E move
7.0%

50Δ

Calls
Pseudo strike
17.48
IV
60.3%
B/E move
9.1%
Puts
Pseudo strike
17.48
IV
59.6%
B/E move
6.3%

55Δ

Calls
Pseudo strike
17.04
IV
58.1%
B/E move
7.3%
Puts
Pseudo strike
17.92
IV
62.2%
B/E move
5.5%

60Δ

Calls
Pseudo strike
16.69
IV
55.1%
B/E move
6.0%
Puts
Pseudo strike
18.48
IV
65.3%
B/E move
4.8%

65Δ

Calls
Pseudo strike
16.35
IV
52.1%
B/E move
4.8%
Puts
Pseudo strike
19.07
IV
68.4%
B/E move
4.1%

70Δ

Calls
Pseudo strike
16.00
IV
49.1%
B/E move
3.6%
Puts
Pseudo strike
19.77
IV
70.9%
B/E move
3.3%

75Δ

Calls
Pseudo strike
15.62
IV
48.9%
B/E move
2.9%
Puts
Pseudo strike
20.81
IV
77.3%
B/E move
2.7%

80Δ

Calls
Pseudo strike
15.23
IV
48.8%
B/E move
2.2%
Puts
Pseudo strike
21.78
IV
78.7%
B/E move
2.0%