VXX - Options Database

VXX

IPATH ETN LKD TO S&P Exchange Traded Note

$21.37 -3.39%

$21.44 (+0.33%)🌙

as of 07/21 07:15 PM

(7/20 19:16) ◀

Tuesday, July 21, 2026 (7:15pm)

▶ (7/22 21:22)

◀ 7/21 19:15 ▶

Option Volume

Detail

ℹ

Current (07/21) 38,308

Calls: 30,039 (78%)

Puts: 8,269 (22%)

Prior (07/20) 57,159

Calls: 51,784 (91%)

Puts: 5,375 (9%)

Current vs Prior -32.98%

Calls: -41.99% (Calls)

Puts: +53.84% (Puts)

Prior 7-Day Total 397,053

Calls: 337,180 (85%)

Puts: 59,873 (15%)

Prior 7-Day Average 56,721

Calls: 48,168 (85%)

Puts: 8,553 (15%)

Current vs Prior 7-Day Avg -32.46%

Calls: -37.64%

Puts: -3.32%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/21) $4.44M

Calls: $1.19M (27%)

Puts: $3.25M (73%)

Prior (07/20) $3.69M

Calls: $2.94M (80%)

Puts: $748.2K (20%)

Current vs Prior +20.37%

Calls: -59.66%

Puts: +334.76%

Prior 7-Day Total $25.80M

Calls: $14.31M (55%)

Puts: $11.49M (45%)

Prior 7-Day Average $3.69M

Calls: $2.04M (55%)

Puts: $1.64M (45%)

Current vs Prior 7-Day Avg +20.46%

Calls: -41.99%

Puts: +98.25%

Sentiment BEARISH

Put/Call Ratio

Detail

ℹ

Current (07/21) 0.28

Prior (07/20) 0.10

Current vs Prior +165.21%

Prior 7-Day Average 0.20

Current vs Prior 7-Day Avg +37.14%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (07/21) 182,431

Calls: 137,252 (75%)

Puts: 45,179 (25%)

Prior (07/20) 144,303

Calls: 107,387 (74%)

Puts: 36,916 (26%)

Current vs Prior +26.42%

Prior 7-Day Total 1,290,091

Calls: 920,850 (71%)

Puts: 369,241 (29%)

Prior 7-Day Average 184,298

Calls: 131,550 (71%)

Puts: 52,748 (29%)

Current vs Prior 7-Day Avg -1.01%

Sentiment BEARISH

Expected Move

Detail

ℹ

WKMO Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)

Current 5.57% | 8.19%14.23% | 25.08%

Prior 6.87% | 9.18%15.82% | 24.91%

Current vs Prior -18.96% | -10.77%-10.09% | +0.69%

Prior 7-Day Avg 6.62% | 7.74%7.16% | 18.14%

Current vs 7-Day Avg -15.89% | +5.84%+98.79% | +38.30%

Prior 7-Day Eod 6.87% | 9.18%15.82% | 24.91%

Current vs 7-Day Eod -18.96% | -10.77%-10.09% | +0.69%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 78.77% | 16.09%

Calls: 121.43% | 15.25%

Puts: 36.11% | 16.92%

Prior 78.77% | 16.09%

Calls: 121.43% | 15.25%

Puts: 36.11% | 16.92%

Current vs Prior +0.00% | +0.00%

Prior 7-Day Avg 78.77% | 16.09%

Calls: 121.43% | 15.25%

Puts: 36.11% | 16.92%

Current vs 7-Day Avg +0.00% | +0.00%

Liquidity Expensive

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Moderately bearish flow with 73% put dollar volume ($3.25M). Extreme bullish P/C ratio of 0.28 - heavy call buying (30,039 calls vs 8,269 puts). P/C ratio rising 165% - increased hedging/bearish positioning. Call-heavy open interest (137,252 calls vs 45,179 puts) suggests bullish positioning.

Smart Money BEARISH

Retail Flow BULLISH

Overall BULLISH

Dollar Volume

Option Volume

Put/Call Ratio

Open Interest

Expected Move

Current BEARISH

Prior BULLISH

7-Day Avg BULLISH

Current BULLISH

Prior BULLISH

7-Day Avg NEUTRAL

Current BULLISH

Prior BULLISH

7-Day Avg NEUTRAL

Current BULLISH

Prior BULLISH

7-Day Avg NEUTRAL

Current BEARISH

Prior BULLISH

7-Day Avg BULLISH

📈 Options Analysis

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💰 Best Value Under $1

📊 High Delta (ITM)

🔥 High Volume

⏰ Backwardation

📈 Debit Spreads

📉 Credit Spreads

📅 Calendar Spreads

⚡ Straddles

🔀 Strangles

🦅 Iron Condors

🦋 Butterflies

⚖️ Ratio Spreads

🛡️ Covered Calls

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Tightest Spreads

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Best Value <$1

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High Delta

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Ratio Spreads

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Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 3 of results (avg 8.9%, best 7.5%)

CALLS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$22.00	Jul 31	0.51	0.55	$0.53	7.5%	1.4K	0.38	1.6K

PUTS (2)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$25.50	Jul 24	3.95	4.35	$4.15	9.6%	1	0.90	31
$25.00	Jul 24	3.45	3.80	$3.63	9.6%	1	0.90	126

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 4 found (avg $0.45, cheapest $0.22)

CALLS (4)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$24.00	Jul 31	0.21	0.24	$0.22	13.6%	18	0.17	576
$23.00	Jul 31	0.31	0.35	$0.33	12.1%	275	0.25	927
$22.00	Jul 31	0.51	0.55	$0.53	7.5%	1.4K	0.38	1.6K
$25.00	Aug 21	0.65	0.77	$0.71	16.9%	136	0.27	10.9K

PUTS (0)

No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 46 found (avg delta 0.74, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$18.00	Jul 24	3.05	4.25	$3.65	32.9%	1	1.00	--
$19.00	Jul 24	2.28	2.61	$2.44	13.5%	6	1.00	74
$18.00	Jul 31	2.69	3.60	$3.15	28.9%	2	1.00	--
$19.00	Jul 31	1.96	2.65	$2.30	30.0%	75	0.99	151
$19.50	Jul 31	1.83	2.20	$2.02	18.3%	3	0.98	1

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$24.50	Jul 24	2.98	4.25	$3.62	35.1%	2	0.94	56
$24.00	Jul 24	2.48	2.83	$2.66	13.2%	22	0.91	221
$25.00	Jul 24	3.45	3.80	$3.63	9.6%	1	0.90	126
$25.50	Jul 24	3.95	4.35	$4.15	9.6%	1	0.90	31
$23.50	Jul 24	2.00	2.45	$2.23	20.2%	22	0.89	31

Most actively traded options today. High liquidity = easy entry/exit. 113 active (total vol 25.8K, top 8.5K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$22.00	Jul 24	0.21	0.26	$0.24	20.8%	8.5K	0.31	3.2K
$22.50	Jul 24	0.12	0.20	$0.16	50.0%	5.5K	0.21	4.5K
$23.00	Jul 24	0.09	0.11	$0.10	20.0%	2.9K	0.14	27.1K
$22.00	Jul 31	0.51	0.55	$0.53	7.5%	1.4K	0.38	1.6K
$21.50	Jul 24	0.33	0.42	$0.38	23.7%	1.1K	0.46	1.3K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$21.00	Jul 24	0.20	0.25	$0.23	21.7%	814	0.34	1.7K
$20.50	Jul 24	0.05	0.09	$0.07	57.1%	418	0.15	1.1K
$21.50	Jul 24	0.41	0.61	$0.51	39.2%	243	0.54	1.0K
$22.00	Jul 24	0.72	1.00	$0.86	32.6%	240	0.69	1.1K
$20.00	Jul 31	0.01	0.19	$0.10	180.0%	166	0.15	259

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 19 strikes (avg 29.4%, max 92.6%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$25.50	Jul 24	Aug 7	149.7%	77.7%	92.6%	3	--
$25.00	Jul 24	Aug 28	128.9%	79.6%	61.9%	58	4.4K
$18.00	Jul 24	Jul 31	82.5%	51.4%	60.6%	3	--
$19.00	Jul 24	Aug 21	59.1%	41.2%	43.4%	12	154
$24.50	Jul 24	Aug 21	93.4%	69.0%	35.4%	202	9.7K

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$18.00	Jul 24	Aug 14	82.5%	48.7%	69.5%	11	309
$24.00	Jul 24	Aug 21	93.5%	70.0%	33.7%	72	221
$19.00	Jul 24	Aug 28	59.1%	46.2%	28.0%	2	185
$19.50	Jul 24	Aug 21	62.8%	53.2%	18.0%	61	272
$23.50	Jul 24	Aug 21	83.7%	71.8%	16.5%	75	31

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 44 found (best R:R 6.69, avg 2.02)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$24.00	$25.00	Aug 7	$0.15	$0.85	$0.15	5.67	$24.15
$22.00	$23.00	Aug 14	$0.17	$0.83	$0.17	4.88	$22.17
$23.00	$25.00	Aug 28	$0.41	$1.59	$0.41	3.88	$23.41
$19.00	$19.50	Aug 21	$0.11	$0.39	$0.11	3.55	$19.11
$23.00	$24.00	Aug 14	$0.23	$0.77	$0.23	3.35	$23.23

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$20.00	$19.00	Aug 14	$0.13	$0.87	$0.13	6.69	$19.87
$19.00	$18.00	Aug 14	$0.18	$0.82	$0.18	4.56	$18.82
$20.00	$19.00	Aug 7	$0.28	$0.72	$0.28	2.57	$19.72
$21.00	$20.50	Jul 24	$0.16	$0.34	$0.16	2.12	$20.84
$20.50	$20.00	Jul 31	$0.16	$0.34	$0.16	2.12	$20.34

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 52 found (best R:R 5.67, avg 1.17)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$18.00	$19.00	Jul 31	$0.85	$0.85	$0.15	5.67	$18.85
$21.50	$22.00	Aug 7	$0.38	$0.38	$0.12	3.17	$21.88
$19.50	$20.00	Aug 21	$0.35	$0.35	$0.15	2.33	$19.85
$20.00	$20.50	Aug 21	$0.32	$0.32	$0.18	1.78	$20.32
$21.00	$21.50	Jul 24	$0.30	$0.30	$0.20	1.50	$21.30

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$23.00	$22.00	Aug 21	$0.80	$0.80	$0.20	4.00	$22.20
$22.50	$22.00	Jul 24	$0.39	$0.39	$0.11	3.55	$22.11
$23.00	$22.50	Aug 7	$0.39	$0.39	$0.11	3.55	$22.61
$22.00	$21.50	Jul 24	$0.35	$0.35	$0.15	2.33	$21.65
$20.50	$20.00	Aug 14	$0.34	$0.34	$0.16	2.12	$20.16

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 22 found (avg debit $0.21, cheapest $0.07)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$25.50	Jul 24	Jul 31	$0.09	149.7%	95.4%
$23.50	Jul 24	Jul 31	$0.10	83.7%	59.9%
$19.50	Jul 24	Jul 31	$0.12	62.8%	37.4%
$24.50	Jul 24	Jul 31	$0.14	93.4%	75.4%
$25.00	Jul 24	Jul 31	$0.14	128.9%	91.3%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$20.00	Jul 24	Jul 31	$0.07	48.6%	36.7%
$20.50	Jul 24	Jul 31	$0.19	45.6%	40.6%
$23.50	Jul 24	Jul 31	$0.19	83.7%	59.9%
$23.00	Jul 24	Jul 31	$0.22	74.8%	65.8%
$21.00	Jul 24	Jul 31	$0.26	50.0%	44.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 43 found (cheapest 4.16% of stock, avg 11.16%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$21.50	Jul 24	$0.38	$0.51	$0.89	$20.61	$22.39	4.16%
$21.00	Jul 24	$0.68	$0.23	$0.91	$20.09	$21.91	4.26%
$20.50	Jul 24	$0.90	$0.07	$0.97	$19.53	$21.47	4.54%
$22.00	Jul 24	$0.24	$0.86	$1.10	$20.90	$23.10	5.15%
$21.00	Jul 31	$0.85	$0.49	$1.34	$19.66	$22.34	6.27%
$20.50	Jul 31	$1.12	$0.26	$1.38	$19.12	$21.88	6.46%
$22.50	Jul 24	$0.16	$1.25	$1.41	$21.09	$23.91	6.60%
$20.00	Jul 24	$1.45	$0.03	$1.48	$18.52	$21.48	6.93%
$21.50	Jul 31	$0.69	$0.90	$1.59	$19.91	$23.09	7.44%
$22.00	Jul 31	$0.53	$1.16	$1.69	$20.31	$23.69	7.91%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 108 found (cheapest 0.51% of stock, avg 5.05%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$23.50	$20.00	Jul 24	$0.08	$0.03	$0.11	$19.89	$23.61
$23.00	$20.00	Jul 24	$0.10	$0.03	$0.13	$19.87	$23.13
$23.50	$20.50	Jul 24	$0.08	$0.07	$0.15	$20.35	$23.65
$23.00	$20.50	Jul 24	$0.10	$0.07	$0.17	$20.33	$23.17
$22.50	$20.00	Jul 24	$0.16	$0.03	$0.19	$19.81	$22.69
$22.50	$20.50	Jul 24	$0.16	$0.07	$0.23	$20.27	$22.73
$24.00	$19.00	Jul 31	$0.22	$0.04	$0.26	$18.74	$24.26
$22.00	$20.00	Jul 24	$0.24	$0.03	$0.27	$19.73	$22.27
$24.00	$19.50	Jul 31	$0.22	$0.05	$0.27	$19.23	$24.27
$22.00	$20.50	Jul 24	$0.24	$0.07	$0.31	$20.19	$22.31

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 42 found (best R:R 5.67, avg credit $0.47)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
20/21	23/24	Aug 21	$0.85	$0.15	5.67	$20.15	$23.85
20/21	22/22	Aug 21	$0.83	$0.17	4.88	$20.17	$22.83
21/22	23/24	Aug 14	$0.80	$0.20	4.00	$21.20	$23.80
20/21	22/22	Jul 31	$0.39	$0.11	3.55	$20.61	$21.89
20/21	22/22	Jul 31	$0.39	$0.11	3.55	$20.61	$22.39
20/21	23/24	Jul 31	$0.38	$0.12	3.17	$20.62	$23.38
20/20	24/24	Aug 7	$0.38	$0.12	3.17	$20.12	$23.88
22/22	24/25	Aug 7	$0.75	$0.25	3.00	$21.75	$24.75
22/22	24/24	Aug 7	$0.72	$0.28	2.57	$21.78	$24.22
20/21	24/24	Aug 21	$0.70	$0.30	2.33	$20.30	$24.70

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 29 found (best R:R 7.33, cheapest $0.06)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$21.50	$22.00	$22.50	Jul 24	$0.06	$0.44	7.33
$20.00	$20.50	$21.00	Aug 14	$0.07	$0.43	6.14
$23.00	$24.00	$25.00	Aug 14	$0.14	$0.86	6.14
$19.00	$19.50	$20.00	Jul 24	$0.09	$0.41	4.56
$24.00	$24.50	$25.00	Jul 24	$0.10	$0.40	4.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$21.00	$21.50	$22.00	Jul 24	$0.07	$0.43	6.14
$20.00	$20.50	$21.00	Jul 31	$0.07	$0.43	6.14
$19.50	$20.00	$20.50	Jul 31	$0.11	$0.39	3.55
$20.00	$20.50	$21.00	Jul 24	$0.12	$0.38	3.17
$20.50	$21.00	$21.50	Jul 24	$0.12	$0.38	3.17

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 44 found (best net $-0.59, 39 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$23.00	$25.00	1:2	Aug 28	-$0.59	$1.41
$24.00	$25.00	1:2	Aug 7	-$0.13	$0.87
$23.00	$24.00	1:2	Aug 14	-$0.40	$0.60
$24.00	$25.00	1:2	Aug 14	-$0.45	$0.55
$23.00	$24.00	1:2	Aug 21	-$0.52	$0.48

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$19.00	$18.00	1:2	Jul 31	$0.00	$1.00
$21.00	$20.00	1:2	Aug 21	-$0.05	$0.95
$20.00	$19.00	1:2	Aug 14	-$0.14	$0.86
$22.00	$21.00	1:2	Aug 14	-$0.35	$0.65
$22.50	$21.50	1:2	Aug 7	-$0.53	$0.47

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 35 found (best yield 6.13%, avg 2.41%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$22.00	Aug 28	$1.31	0.50	3.0%	6.13%	9.08%	8	316
$21.50	Aug 21	$1.23	0.52	0.6%	5.76%	6.36%	5	5
$22.00	Aug 21	$1.20	0.47	3.0%	5.62%	8.56%	69	1.1K
$23.00	Aug 28	$1.11	0.43	7.6%	5.19%	12.82%	6	58
$23.00	Aug 21	$0.97	0.39	7.6%	4.54%	12.17%	107	882
$22.00	Aug 14	$0.90	0.47	3.0%	4.21%	7.16%	30	20
$22.50	Aug 21	$0.87	0.42	5.3%	4.07%	9.36%	2	--
$21.50	Aug 14	$0.86	0.53	0.6%	4.02%	4.63%	12	558
$21.50	Aug 7	$0.81	0.49	0.6%	3.79%	4.40%	5	28
$25.00	Aug 28	$0.76	0.32	17.0%	3.56%	20.54%	13	135

Current 5-Minute Volume Snapshots

Time (HH:MM)	Total Volume	Call Volume	Put Volume	Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM)	Total Volume	Call Volume	Put Volume	Volume Change
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Current Put/Call Breakdown

Total Calls 30,039

Total Puts 8,269

Put/Call Ratio 0.28

Net Difference 21,770

Prior's Put/Call Breakdown

Total Calls 51,784

Total Puts 5,375

Put/Call Ratio 0.10

Net Difference 46,409

Prior 7-Day Put/Call Summary

Total Calls 337,180

Total Puts 59,873

Average Put/Call Ratio 0.20

Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date	Calls	Puts	Ratio	Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker	Earnings Date	Days Away	Call Volume	Put Volume	IV Rank
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Option Volume

Dollar Volume

Put/Call Ratio

Open Interest

Expected Move

Relative Spread

🤖 AI Insights

📈 Options Analysis

Current 5-Minute Volume Snapshots

Prior's 5-Minute Volume Snapshots

Current Put/Call Breakdown

Prior's Put/Call Breakdown

Prior 7-Day Put/Call Summary

Daily Put/Call History (Last 7 Days)

Upcoming Earnings - 2 Weeks Prior

Upcoming Earnings - 1 Week Prior

Earnings This Week

Earnings - Day Before / Day After

Options Activity Around Earnings

Chart Title

Price — Past 7 Days

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