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

VXX Historical Options Analysis

Explore VXX (iPath Series B S&P 500) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab 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
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

VXX / Comparative study

3 signals / 502 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z 0.81
36.74
Mean
25.48
Window
+177.7%
ATM IV z -0.70
0.63
Mean
0.74
Window
-8.7%
IV Percentile z -0.73
29.76
Mean
50.98
Window
-54.1%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.53 0.29
ATM IV 0.53 1.00 0.84
IV Percent... 0.29 0.84 1.00
Source observations

Data inspector

1-50 of 502
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-21 17.68 36.74 0.63 29.76
2026-09-18 17.76 33.74 0.6 21.34
2026-09-17 17.73 34.93 0.61 23.72
2026-09-16 18.43 42.11 0.67 44.66
2026-09-15 18.26 37.15 0.63 30.43
2026-09-14 18.23 37.9 0.64 32.94
2026-09-11 18.07 36.08 0.62 27.27
2026-09-10 18.88 40.46 0.66 39.92
2026-09-09 18.3 37.64 0.63 31.62
2026-09-08 17.99 38.66 0.64 34.78
2026-09-07 17.74 37.1 0.63 29.76
2026-09-04 17.72 33.14 0.59 18.97
2026-09-03 17.62 35.35 0.61 24.51
2026-09-02 18.02 34.43 0.61 21.74
2026-09-01 18.55 36.96 0.63 28.17
2026-08-31 18 26.19 0.53 4.78
2026-08-28 18.36 25.7 0.53 3.57
2026-08-27 18.1 22.72 0.5 1.98
2026-08-26 18.54 24.09 0.51 2.38
2026-08-25 18.67 25.81 0.53 2.78
2026-08-24 18.96 26.58 0.54 3.19
2026-08-21 18.95 25.03 0.52 2.38
2026-08-20 19.19 29.28 0.56 5.95
2026-08-19 19.05 28.09 0.55 3.17
2026-08-18 19.65 34.85 0.61 19.05
2026-08-17 19.5 30.41 0.57 7.57
2026-08-14 19.36 23.66 0.51 1.98
2026-08-13 19.62 29.36 0.56 5.56
2026-08-12 19.45 29.16 0.56 4.76
2026-08-11 20.05 33.31 0.6 14.29
2026-08-10 20.21 34.08 0.6 15.54
2026-08-07 20.32 36.42 0.62 19.84
2026-08-06 20.23 36.83 0.63 21.03
2026-08-05 20.51 39.02 0.65 26.59
2026-08-04 21.27 40.36 0.66 29.76
2026-08-03 21.08 35.06 0.61 17.53
2026-07-31 21.25 35.02 0.61 17.06
2026-07-30 21.82 46.47 0.71 42.86
2026-07-29 23.42 47.93 0.73 48.81
2026-07-28 22.03 45.63 0.71 42.06
2026-07-27 22.21 44.22 0.69 38.65
2026-07-24 22.36 40.14 0.66 30.56
2026-07-23 22.52 41.87 0.67 33.33
2026-07-22 21.55 39.19 0.65 28.17
2026-07-21 21.37 37.6 0.63 23.02
2026-07-20 22.12 41.43 0.67 31.47
2026-07-17 22.48 37.99 0.64 24.6
2026-07-16 21.45 30.73 0.57 7.94
2026-07-15 20.85 28.76 0.56 3.97
2026-07-14 21.51 36.6 0.63 20.24