VIX Option Chain

VIX Options Strike Price Intervals

The minimum strike price interval for VIX options is 1.00 dollar in the area where VIX futures trade most often. In the current VIX option chain (February 2012), the strike price interval is 1 dollar between 15 and 30 strikes. Between 30 and 50 strikes the interval is 2.50. Above 50 the interval is 5 dollars. The highest strike available is currently 100. Below 15, only the 10 strike is available. This can change when VIX futures get to these lower levels.

VIX Option Chain: Currently Available Strikes

10, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 32.5, 35, 37.5, 40, 42.5, 45, 47.5, 50, 55, 60, 65, 70, 75, 80, 85, 90, 95, 100

Update (January 2013): Because the VIX futures are quite low in these days, strikes between 10 and 15 are now also available in dollar intervals (11, 12, 13, 14).

VIX Options Expiration Months Available

According to the rules published on the official website of , there may be up to 6 expiration months available for trading at a time. These 6 expirations are typically the nearest 6 months – the interval is monthly. The time to expiration of any traded VIX option may never be greater than 12 months.

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