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.


Related pages


bull call spread option strategywhat is macd indicatorgreeks calculatoroptions puts and calls for dummiescomputational formula for the sample variancefx implied volatilityvariance and covariance formulavix 3x etfarbitrage trading definitionvix options expirationcalculate sample standard deviation excelhow to manually calculate standard deviationstandard deviation variance calculatorcumulative distribution function excelfinance yahoo msftmean deviation calculatorshort put payoffubs e tracshow to calculate ema in excelblack scholes calculationdow jones industrial average divisorstraddle options strategycalculating the sharpe ratiocost of debt formula wacc13f sec filingscontango graph5th and 95th percentile statisticsoverbought stockmacd divergence strategycalculating volatility of a stockcommitment of traders chartmicrosoft stocks historyskewness coefficientfinding the median in excelema excelcost accounting sumsimplied volatility equationcontango graphlognormal calculatorhow to calculate sample variance in statisticscalculating averages on excelrsi valuesvix settlement pricesdelta hedge examplemerits and demerits of arithmetic meanfloat adjusted market capitalizationpercentile standard deviation calculatoroptions payoff diagramsmsft excelhow to trade with macdcontinuously compounded calculatorportfolio sharpe ratiovxz fact sheetsum of squares calculatorultra etfsskew definition mathrsi barswhat is an option straddlevix put optionstrading macd crossovernotepad themescfe vix futuresuxvymsft stock split historyubs e-tracsetracstrading option greeksforex volatility calculatorformula for coefficient of variation in excelvariance function in excelsharpe ratio formula excelstandard deviation finance calculatornormal backwardation vs backwardationleptokurtic kurtosisvariance formula excel