Cboe Volatility Index (^VIX)
INDEX: ^VIX
· Real-Time Price · USD
15.32
-1.42 (-8.48%)
At close: Sep 26, 2025, 3:59 PM
Cboe Volatility Index Greeks
Delta, Gamma, Theta, and Vega Greek Charts for ^VIX options.
Delta Table
| Strike Price | Delta | Gamma | Theta | Vega |
|---|---|---|---|---|
| 10.00 | 0.8260 | 0.0239 | -0.0512 | 0.0128 |
| 10.50 | 0.7653 | 0.0457 | -0.0566 | 0.0178 |
| 11.00 | 0.7459 | 0.0530 | -0.0554 | 0.0188 |
| 11.50 | 0.7250 | 0.0621 | -0.0536 | 0.0199 |
| 12.00 | 0.7580 | 0.0472 | -0.0469 | 0.0162 |
| 12.50 | 0.6851 | 0.0855 | -0.0482 | 0.0215 |
| 13.00 | 0.6810 | 0.0929 | -0.046 | 0.0208 |
| 13.50 | 0.5924 | 0.1312 | -0.0496 | 0.0259 |
| 14.00 | 0.5397 | 0.1695 | -0.0462 | 0.0280 |
| 14.50 | 0.4094 | 0.2266 | -0.0338 | 0.0329 |
| 15.00 | 0.3406 | 0.2885 | -0.0425 | 0.0344 |
| 15.50 | 0.1753 | 0.2595 | -0.0487 | 0.0372 |
| 16.00 | 0.0067 | 0.3679 | -0.0435 | 0.0378 |
| 16.50 | -0.069 | 0.2370 | -0.0477 | 0.0376 |
| 17.00 | -0.471 | 0.1696 | -0.0355 | 0.0222 |
| 17.50 | -0.5257 | 0.0637 | -0.0353 | 0.0191 |
| 18.00 | -0.4721 | 0.1767 | -0.0366 | 0.0269 |
| 18.50 | -0.4411 | 0.1806 | -0.0365 | 0.0314 |
| 19.00 | -0.6709 | 0.0737 | -0.0246 | 0.0173 |
| 19.50 | -0.6935 | 0.0698 | -0.0243 | 0.0168 |
| 20.00 | -0.6427 | 0.0572 | -0.0342 | 0.0179 |
| 20.50 | -0.3881 | 0.1182 | -0.0599 | 0.0336 |
| 21.00 | -0.7441 | 0.0592 | -0.0239 | 0.0154 |
| 21.50 | -0.668 | 0.0496 | -0.0372 | 0.0174 |
| 22.00 | -0.6795 | 0.0481 | -0.0373 | 0.0171 |
| 22.50 | -0.724 | 0.0486 | -0.0318 | 0.0160 |
| 23.00 | -0.7192 | 0.0462 | -0.0342 | 0.0162 |
| 23.50 | -0.7931 | 0.0462 | -0.0238 | 0.0137 |
| 24.00 | -0.7143 | 0.0423 | -0.038 | 0.0163 |
| 24.50 | -0.7447 | 0.0418 | -0.034 | 0.0154 |
| 25.00 | -0.7186 | 0.0396 | -0.04 | 0.0162 |
| 26.00 | -0.7966 | 0.0383 | -0.0282 | 0.0135 |
| 27.00 | -0.7832 | 0.0362 | -0.0324 | 0.0141 |
| 28.00 | -0.8153 | 0.0339 | -0.0281 | 0.0128 |
| 29.00 | -0.8215 | 0.0321 | -0.0283 | 0.0125 |
| 30.00 | -0.8352 | 0.0303 | -0.0269 | 0.0119 |
| 31.00 | -0.8771 | 0.0268 | -0.0195 | 0.0097 |
| 32.00 | -0.8798 | 0.0256 | -0.0198 | 0.0096 |
| 33.00 | -0.85 | 0.0265 | -0.0269 | 0.0112 |
| 34.00 | -0.9041 | 0.0219 | -0.016 | 0.0082 |
| 35.00 | -0.9081 | 0.0208 | -0.0156 | 0.0079 |
| 36.00 | -0.9063 | 0.0204 | -0.0165 | 0.0080 |
| 37.00 | -0.9112 | 0.0193 | -0.0159 | 0.0077 |
| 38.00 | -0.9193 | 0.0180 | -0.0144 | 0.0072 |
| 39.00 | -0.9194 | 0.0176 | -0.0146 | 0.0072 |
| 40.00 | -0.8992 | 0.0190 | -0.02 | 0.0084 |
| 42.50 | -0.9344 | 0.0146 | -0.012 | 0.0061 |
| 45.00 | -0.9167 | 0.0158 | -0.0173 | 0.0073 |
| 47.50 | -0.9324 | 0.0136 | -0.0135 | 0.0063 |
| 50.00 | -0.9225 | 0.0140 | -0.0169 | 0.0069 |
| 55.00 | -0.9418 | 0.0112 | -0.0118 | 0.0056 |
| 60.00 | -0.9491 | 0.0098 | -0.01 | 0.0050 |
| 65.00 | -0.9528 | 0.0090 | -0.0091 | 0.0047 |
| 70.00 | -0.9157 | 0.0118 | -0.0223 | 0.0074 |
| 75.00 | -0.9207 | 0.0111 | -0.0211 | 0.0071 |
| 80.00 | -0.9369 | 0.0095 | -0.0155 | 0.0059 |
| 85.00 | -0.8912 | 0.0121 | -0.0332 | 0.0089 |
| 90.00 | -0.8948 | 0.0117 | -0.0324 | 0.0087 |
| 95.00 | -0.9322 | 0.0091 | -0.0178 | 0.0063 |
| 100.00 | -0.9347 | 0.0087 | -0.0169 | 0.0061 |
| 110.00 | -0.9378 | 0.0081 | -0.0156 | 0.0059 |
| 120.00 | -0.908 | 0.0097 | -0.0287 | 0.0079 |
| 130.00 | -0.9699 | 0.0048 | -0.0005 | 0.0033 |
| 140.00 | -0.9724 | 0.0044 | 0.0014 | 0.0030 |
| 150.00 | -0.9738 | 0.0041 | 0.0028 | 0.0029 |
| 160.00 | -0.9742 | 0.0040 | 0.0037 | 0.0029 |
| 170.00 | -0.9745 | 0.0039 | 0.0047 | 0.0028 |
| 180.00 | -0.9748 | 0.0038 | 0.0057 | 0.0028 |
| 190.00 | -0.9751 | 0.0037 | 0.0066 | 0.0028 |
| 200.00 | -0.9873 | 0.0022 | 0.0142 | 0.0016 |