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iPath Series B S&P 500 VXX 17.68 -0.08 -0.44%

VXX Delta Exposure (DEX)

VXX (iPath Series B S&P 500): Compare call and put delta exposure by strike to understand directional positioning. Free delayed preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
ATM IV
0.626
Put Call Ratio (OI)
0.387
Put Call Ratio (Vol)
0.525
IV Rank
36.7
IV Percentile
29.8
Max Pain
18

Delta exposure (2026-09-21)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
4.0
851.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-107.3
107.3
View values by strike
VXX · Delta exposure · 2026-09-21. Delta-weighted share equivalents.
StrikeCallsPuts
1.00 0 -183
2.00 0 -55.8
3.00 0 -14
4.00 0 -32.3
5.00 957 -1.22 K
6.00 0 -157
7.00 3.1 K -232
8.00 8.98 K -2.06 K
9.00 43.6 K -1.66 K
10.00 6.93 K -25.6 K
11.00 950 -5.97 K
12.00 1.2 K -8.05 K
13.00 4.96 K -5.08 K
13.50 0 -5.62
14.00 4.62 K -30.1 K
14.50 0 -4.23 K
15.00 95.9 K -348 K
15.50 451 -7.77 K
16.00 198 K -114 K
16.50 5.57 K -15.9 K
17.00 350 K -177 K
17.50 48.9 K -75.3 K
18.00 709 K -382 K
18.50 68.9 K -17.7 K
19.00 258 K -179 K
19.50 86.6 K -7.91 K
20.00 842 K -578 K
20.50 10.2 K -180
21.00 142 K -41.8 K
21.50 72.4 K -982
22.00 176 K -103 K
22.50 65.1 K -19.2 K
23.00 149 K -357 K
23.50 1.23 K -112 K
24.00 111 K -67.4 K
24.50 10.5 K -5.44 K
25.00 144 K -207 K
25.50 3.38 K -828
26.00 26.7 K -36.6 K
27.00 15.4 K -48.9 K
28.00 247 K -41.1 K
29.00 116 K -32.9 K
30.00 345 K -337 K
31.00 172 K -24.7 K
32.00 48.5 K -33.5 K
33.00 36.4 K -29.4 K
34.00 149 K -110 K
35.00 63.1 K -84.7 K
36.00 18 K -109 K
37.00 6.12 K -24.3 K
38.00 19.5 K -25.4 K
39.00 2.2 K -10.6 K
40.00 59.6 K -96.3 K
41.00 7.04 K -22.9 K
42.00 1.67 K -15.2 K
43.00 1.77 K -13.5 K
44.00 1.12 K -11.5 K
45.00 7.6 K -18.1 K
46.00 1.54 K -10.2 K
47.00 477 -22.6 K
48.00 1.49 K -33.3 K
49.00 7.95 K -21.4 K
50.00 43.1 K -129 K
51.00 1.3 K -607
52.00 599 -1.09 K
53.00 300 -1.95 K
54.00 83 -259
55.00 698 -3.09 K
56.00 189 -93
57.00 24 -166
58.00 145 -12.6 K
59.00 990 -94.4
60.00 6 K -28.9 K
61.00 41.8 -94.4
62.00 770 0
63.00 397 -399
64.00 580 -3.84 K
65.00 17.6 K -3.45 K
66.00 35.7 0
67.00 28.4 -1.24 K
68.00 55.8 0
69.00 451 -6 K
70.00 1.98 K -3.24 K
71.00 54.8 0
72.00 48 -95.3
73.00 53.7 -95.3
74.00 47.5 0
75.00 477 -763
76.00 92.7 0
77.00 57.7 0
78.00 130 0
79.00 263 0
80.00 8.16 K -482
81.00 89.4 0
82.00 215 0
83.00 174 0
84.00 81.4 0
85.00 169 -96.4
86.00 63.3 0
87.00 43.7 0
88.00 116 0
89.00 116 0
90.00 771 -386
95.00 497 0
100.00 4.77 K -3.18 K
105.00 137 0
110.00 28.7 0
115.00 101 0
120.00 379 -193
125.00 6.2 K -2.03 K