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iPath Series B S&P 500 VIX Mid-Term Futures ETN VXZ

i

Market datapartial · fetched 2026-10-23T02:01:42.035Z

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

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T00:00:08.011779158Z

FundamentalsAlpha Vantage · unavailable

Share price$46.45
1D+1.2%
AH$45.86$46.07$46.27$46.47$46.675:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVXZ
Sold putSold callAH

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

Live interpolated VXZ call and put midpoint premiums by absolute delta.iPath Series B S&P 500 VIX Mid-Term Futures ETN$1.69$3.12$4.55$5.97$7.40$36.36$41.33$46.30$51.27$56.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VXZ spot · $46.45VXZ PRICE$1.85$2.45$2.45$2.45$2.48$2.76$2.58$2.56$2.74$2.83$2.92$3.63$2.45$2.45$2.45$2.45$2.48$2.54$2.53$2.64$2.80$3.06$4.41$5.94$6.99
PutsExpensive4.33×
CallsExpensive1.31×
SkewBearish+2.25 pp
Implied moveBullish±$5.28
TiltBearish15.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.26138.1%27.2%
25Δ60.34108.6%33.9%39.80107.4%19.6%
30Δ58.30115.9%30.8%42.2686.4%14.3%
35Δ53.3291.7%20.1%44.0371.1%10.5%
40Δ50.2273.9%13.4%45.2760.4%7.9%
45Δ48.4062.1%9.5%46.2152.6%6.0%
50Δ47.2358.3%7.6%46.9644.7%4.3%
55Δ46.3346.7%5.3%47.5340.5%3.4%
60Δ45.6339.3%3.7%48.0936.9%2.5%
65Δ45.0436.2%2.9%48.6235.0%1.9%
70Δ44.6632.7%2.3%50.0142.9%1.8%
75Δ44.3129.1%1.7%51.6649.1%1.6%
80Δ43.3830.4%1.2%52.9249.6%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.26
IV
138.1%
B/E move
27.2%

25Δ

Calls
Pseudo strike
60.34
IV
108.6%
B/E move
33.9%
Puts
Pseudo strike
39.80
IV
107.4%
B/E move
19.6%

30Δ

Calls
Pseudo strike
58.30
IV
115.9%
B/E move
30.8%
Puts
Pseudo strike
42.26
IV
86.4%
B/E move
14.3%

35Δ

Calls
Pseudo strike
53.32
IV
91.7%
B/E move
20.1%
Puts
Pseudo strike
44.03
IV
71.1%
B/E move
10.5%

40Δ

Calls
Pseudo strike
50.22
IV
73.9%
B/E move
13.4%
Puts
Pseudo strike
45.27
IV
60.4%
B/E move
7.9%

45Δ

Calls
Pseudo strike
48.40
IV
62.1%
B/E move
9.5%
Puts
Pseudo strike
46.21
IV
52.6%
B/E move
6.0%

50Δ

Calls
Pseudo strike
47.23
IV
58.3%
B/E move
7.6%
Puts
Pseudo strike
46.96
IV
44.7%
B/E move
4.3%

55Δ

Calls
Pseudo strike
46.33
IV
46.7%
B/E move
5.3%
Puts
Pseudo strike
47.53
IV
40.5%
B/E move
3.4%

60Δ

Calls
Pseudo strike
45.63
IV
39.3%
B/E move
3.7%
Puts
Pseudo strike
48.09
IV
36.9%
B/E move
2.5%

65Δ

Calls
Pseudo strike
45.04
IV
36.2%
B/E move
2.9%
Puts
Pseudo strike
48.62
IV
35.0%
B/E move
1.9%

70Δ

Calls
Pseudo strike
44.66
IV
32.7%
B/E move
2.3%
Puts
Pseudo strike
50.01
IV
42.9%
B/E move
1.8%

75Δ

Calls
Pseudo strike
44.31
IV
29.1%
B/E move
1.7%
Puts
Pseudo strike
51.66
IV
49.1%
B/E move
1.6%

80Δ

Calls
Pseudo strike
43.38
IV
30.4%
B/E move
1.2%
Puts
Pseudo strike
52.92
IV
49.6%
B/E move
1.1%

Options history

No recorded observations