Short Strangle Options for VXX


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Data is delayed from April 3, 2024. You can get started for free to get the latest data.

#	Stock	Stock Price	Expiry	Days	Short Call				Short Put				% of Stock	IVol Sum	Price
#	Stock	Stock Price	Expiry	Days	Strike	IVol	Price	Volume	Strike	IVol	Price	Volume	% of Stock	IVol Sum	Price

1	VXX	13.37	17 Jan '25	289	14.00	0.848	5.55	0	13.00	0.853	3.15	47	65.07	1.70	8.70
2	VXX	13.37	16 Jan '26	653	13.00	0.721	6.35	0	14.00	0.971	4.30	0	79.66	1.69	10.65
3	VXX	13.37	16 Jan '26	653	14.00	0.707	6.25	3	13.00	0.977	4.65	0	81.53	1.68	10.90
4	VXX	13.37	5 Apr '24	2	13.50	0.655	0.22	1,233	14.00	0.986	0.49	1,069	5.31	1.64	0.71
5	VXX	13.37	17 Jan '25	289	13.00	0.775	6.00	0	14.00	0.836	3.60	0	71.80	1.61	9.60
6	VXX	13.37	20 Sep '24	170	14.00	0.787	4.80	1	13.00	0.751	2.00	57	50.86	1.54	6.80
7	VXX	13.37	20 Sep '24	170	13.00	0.748	3.75	1	14.00	0.767	2.56	0	47.20	1.52	6.31
8	VXX	13.37	5 Apr '24	2	14.00	0.726	0.12	888	13.50	0.706	0.26	2,114	2.84	1.43	0.38
9	VXX	13.37	5 Apr '24	2	13.00	0.416	0.51	408	14.00	0.986	0.49	1,069	7.48	1.40	1.00
10	VXX	13.37	21 Jun '24	79	13.00	0.658	1.89	20	14.00	0.712	1.95	17	28.72	1.37	3.84
11	VXX	13.37	5 Apr '24	2	12.50	0.368	1.06	99	14.00	0.986	0.49	1,069	11.59	1.35	1.55
12	VXX	13.37	21 Jun '24	79	14.00	0.714	1.68	217	13.00	0.634	1.30	94	22.29	1.35	2.98
13	VXX	13.37	5 Apr '24	2	14.00	0.726	0.12	888	13.00	0.620	0.07	3,184	1.42	1.35	0.19
14	VXX	13.37	5 Apr '24	2	14.00	0.726	0.12	888	12.50	0.590	0.01	461	0.97	1.32	0.13
15	VXX	13.37	17 May '24	44	14.00	0.680	1.05	493	13.00	0.609	0.87	149	14.36	1.29	1.92
16	VXX	13.37	5 Apr '24	2	13.50	0.655	0.22	1,233	13.00	0.620	0.07	3,184	2.17	1.27	0.29
17	VXX	13.37	17 May '24	44	13.00	0.576	1.38	237	14.00	0.686	1.53	418	21.77	1.26	2.91
18	VXX	13.37	26 Apr '24	23	14.00	0.634	0.80	38	13.50	0.614	0.80	12	11.97	1.25	1.60
19	VXX	13.37	5 Apr '24	2	13.50	0.655	0.22	1,233	12.50	0.590	0.01	461	1.72	1.25	0.23
20	VXX	13.37	12 Apr '24	9	13.50	0.537	0.45	1,164	14.00	0.692	0.83	359	9.57	1.23	1.28
21	VXX	13.37	26 Apr '24	23	13.00	0.606	1.05	80	13.50	0.614	0.80	12	13.84	1.22	1.85
22	VXX	13.37	26 Apr '24	23	13.00	0.606	1.05	80	14.00	0.606	1.16	0	16.53	1.21	2.21
23	VXX	13.37	19 Apr '24	16	14.00	0.622	0.47	537	13.50	0.583	0.65	110	8.38	1.21	1.12
24	VXX	13.37	19 Apr '24	16	13.50	0.546	0.65	313	14.00	0.651	0.94	49	11.89	1.20	1.59
25	VXX	13.37	26 Apr '24	23	14.00	0.634	0.80	38	13.00	0.554	0.35	37	8.60	1.19	1.15
26	VXX	13.37	26 Apr '24	23	13.50	0.574	0.78	46	14.00	0.606	1.16	0	14.51	1.18	1.94
27	VXX	13.37	12 Apr '24	9	13.00	0.469	0.85	627	14.00	0.692	0.83	359	12.57	1.16	1.68
28	VXX	13.37	12 Apr '24	9	14.00	0.614	0.32	174	13.50	0.538	0.50	1,350	6.13	1.15	0.82
29	VXX	13.37	19 Apr '24	16	14.00	0.622	0.47	537	13.00	0.515	0.37	1,942	6.28	1.14	0.84
30	VXX	13.37	19 Apr '24	16	13.00	0.485	0.90	272	14.00	0.651	0.94	49	13.76	1.14	1.84
31	VXX	13.37	26 Apr '24	23	14.00	0.634	0.80	38	12.50	0.498	0.11	8	6.81	1.13	0.91
32	VXX	13.37	26 Apr '24	23	13.50	0.574	0.78	46	13.00	0.554	0.35	37	8.45	1.13	1.13
33	VXX	13.37	5 Apr '24	2	13.00	0.416	0.51	408	13.50	0.706	0.26	2,114	5.76	1.12	0.77
34	VXX	13.37	12 Apr '24	9	14.00	0.614	0.32	174	13.00	0.508	0.20	603	3.89	1.12	0.52
35	VXX	13.37	12 Apr '24	9	12.50	0.423	1.02	123	14.00	0.692	0.83	359	13.84	1.11	1.85
36	VXX	13.37	26 Apr '24	23	12.50	0.496	1.26	0	13.50	0.614	0.80	12	15.41	1.11	2.06
37	VXX	13.37	26 Apr '24	23	13.00	0.606	1.05	80	12.50	0.498	0.11	8	8.68	1.10	1.16
38	VXX	13.37	26 Apr '24	23	12.50	0.496	1.26	0	14.00	0.606	1.16	0	18.10	1.10	2.42
39	VXX	13.37	19 Apr '24	16	12.50	0.449	1.16	116	14.00	0.651	0.94	49	15.71	1.10	2.10
40	VXX	13.37	19 Apr '24	16	14.00	0.622	0.47	537	12.50	0.474	0.16	312	4.71	1.10	0.63
41	VXX	13.37	12 Apr '24	9	14.00	0.614	0.32	174	12.50	0.463	0.07	260	2.92	1.08	0.39
42	VXX	13.37	5 Apr '24	2	12.50	0.368	1.06	99	13.50	0.706	0.26	2,114	9.87	1.07	1.32
43	VXX	13.37	26 Apr '24	23	13.50	0.574	0.78	46	12.50	0.498	0.11	8	6.66	1.07	0.89
44	VXX	13.37	19 Apr '24	16	13.00	0.485	0.90	272	13.50	0.583	0.65	110	11.59	1.07	1.55
45	VXX	13.37	19 Apr '24	16	13.50	0.546	0.65	313	13.00	0.515	0.37	1,942	7.63	1.06	1.02
46	VXX	13.37	26 Apr '24	23	12.50	0.496	1.26	0	13.00	0.554	0.35	37	12.04	1.05	1.61
47	VXX	13.37	12 Apr '24	9	13.50	0.537	0.45	1,164	13.00	0.508	0.20	603	4.86	1.05	0.65
48	VXX	13.37	19 Apr '24	16	12.50	0.449	1.16	116	13.50	0.583	0.65	110	13.54	1.03	1.81
49	VXX	13.37	19 Apr '24	16	13.50	0.546	0.65	313	12.50	0.474	0.16	312	6.06	1.02	0.81
50	VXX	13.37	5 Apr '24	2	13.00	0.416	0.51	408	12.50	0.590	0.01	461	3.89	1.01	0.52
51	VXX	13.37	12 Apr '24	9	13.00	0.469	0.85	627	13.50	0.538	0.50	1,350	10.10	1.01	1.35
52	VXX	13.37	12 Apr '24	9	13.50	0.537	0.45	1,164	12.50	0.463	0.07	260	3.89	1.00	0.52
53	VXX	13.37	5 Apr '24	2	12.50	0.368	1.06	99	13.00	0.620	0.07	3,184	8.45	0.99	1.13
54	VXX	13.37	19 Apr '24	16	12.50	0.449	1.16	116	13.00	0.515	0.37	1,942	11.44	0.96	1.53
55	VXX	13.37	12 Apr '24	9	12.50	0.423	1.02	123	13.50	0.538	0.50	1,350	11.37	0.96	1.52
56	VXX	13.37	19 Apr '24	16	13.00	0.485	0.90	272	12.50	0.474	0.16	312	7.93	0.96	1.06
57	VXX	13.37	12 Apr '24	9	13.00	0.469	0.85	627	12.50	0.463	0.07	260	6.88	0.93	0.92
58	VXX	13.37	12 Apr '24	9	12.50	0.423	1.02	123	13.00	0.508	0.20	603	9.12	0.93	1.22

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