What is VXX's IV rank?

At the last close, VXX's IV rank was 32 with 30-day implied volatility of 76.2%. IV sits 32% of the way from its one-year low to its one-year high. Its IV percentile was 78: IV is higher than 78% of the past year's readings.

What is the expected move for VXX?

Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $3.89 (20.8%), a range of $14.84 to $22.62. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.

Which option screens have trades on VXX?

At the last close, these OptionClaws preset screens had passing trades on VXX: Bear Put Spreads Below the 200-Day (39), Long Call Butterflies for Pinning (6), Married Put Protection (4). Open a screen in the app to see the individual trades, refreshed intraday.

Is VXX option volume above average?

At the last close, VXX option volume was 1.4x its average, busier than usual.

VXX options: IV rank, expected move and trade screens

Barclays Bank plc · ETFETF

In the app, stock prices are live and options data is refreshed intraday.

VXX last closed at $18.73 with 30-day implied volatility of 76.2%. That is in the lower half of its one-year range (IV rank 32), so premiums are on the modest side for VXX. Measured by IV percentile, IV is higher than 78% of the past year's readings. Options expiring Dec 11 (28 days out) price a one standard deviation move of about $3.89, or 20.8%.

The price is above its 50-day moving average (+4.0%) but still below its 200-day (-22.6%). It is 52.6% below its 52-week high and 12.3% above its 52-week low. The 14-day RSI of 50.9 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $1.33, about 7.1% of the price, a measure of a typical day's range.

Option volume at the close (87.8K contracts) was 1.4x its average, busier than usual. A negative beta of -3.80 means VXX has tended to move against the broad market. 3 of our preset screens found trades on VXX at the close, led by Bear Put Spreads Below the 200-Day with 39 trades.

VXX stats at the close

Price: $18.73
Implied volatility: 76.2%; 30-day, at the money
IV rank: 32; IV sits 32% of the way from its one-year low to its one-year high.
IV percentile: 78; IV is higher than 78% of the past year's readings.
ATR (14-day): $1.33; 7.1% of the price on a typical day
RSI (14-day): 50.9; Between 30 and 70, neutral
52-week range: -52.6% from high; +12.3% from the 52-week low
Moving averages: +4.0% vs 50-day; -22.6% vs the 200-day
Beta: -3.80; Sensitivity to the broad market
Option volume: 1.4x avg; 87.8K contracts vs 64.1K average

VXX expected move by expiration

Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.

Expiration	IV	Expected move	1 SD range	Straddle
Nov 20, 20267 days	78.0%	±$2.02 (10.8%)	$16.71 to $20.75	$1.62
Dec 11, 202628 days	74.9%	±$3.89 (20.8%)	$14.84 to $22.62	$3.08
Jan 15, 202763 days	79.2%	±$6.16 (32.9%)	$12.57 to $24.89	$4.91

Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.

Trades that pass our screens as of the close

Counts and ranges for VXX from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.

Bear Put Spreads Below the 200-Day

Bear Put Spread

39 trades pass on VXX

Return on risk: 30.7% to 226.5%
Probability of profit: 35.7% to 59.8%

Bear put spread screener

Long Call Butterflies for Pinning

Call Butterfly

6 trades pass on VXX

Return on risk: 77.0% to 488.2%
Probability of profit: 14.6% to 68.9%

Butterfly spread screener

Married Put Protection

Married Put

4 trades pass on VXX

Probability of profit: 38.7% to 40.6%

Married put screener

VXX options FAQ

What is VXX's IV rank?: At the last close, VXX's IV rank was 32 with 30-day implied volatility of 76.2%. IV sits 32% of the way from its one-year low to its one-year high. Its IV percentile was 78: IV is higher than 78% of the past year's readings.
What is the expected move for VXX?: Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $3.89 (20.8%), a range of $14.84 to $22.62. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on VXX?: At the last close, these OptionClaws preset screens had passing trades on VXX: Bear Put Spreads Below the 200-Day (39), Long Call Butterflies for Pinning (6), Married Put Protection (4). Open a screen in the app to see the individual trades, refreshed intraday.
Is VXX option volume above average?: At the last close, VXX option volume was 1.4x its average, busier than usual.

Stocks by IV rank Expected move by stock All options screeners Options guides

Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.