VXX implied volatility
VXX implied volatility: the term structure across expirations and the front expiry's smile by strike.
- VXX options traded $884.03K in premium on 2026-11-02: $716.53K in calls and $167.50K in puts, a net bearish lean of $111.09K.
- Put/call ratio 0.23.
- Options price a move of about ±$2.16 by 2026-11-06.
- Max pain for 2026-11-06 is $18.0.
Updated 2026-11-02 19:55 UTC