VXX Settlements for 11/20/20

Settlement price: 18.57. 1-week out (11/27/2020) values:

StrikeBid Ask IVDeltaGamma
16.002.622.780.0201.0000.000
16.502.182.320.5610.9640.059
17.001.721.850.5710.9130.115
17.501.311.430.5930.8240.182
18.000.991.050.6210.7050.231
18.500.800.840.7340.5710.223
19.000.600.620.7640.4610.216
19.500.500.530.8650.3790.183
20.000.380.410.8960.3040.163
20.500.300.350.9600.2510.138

2-weeks out 12/04/20 values (18.57 settlement)

StrikeBid Ask IVDeltaGamma
16.002.732.860.6170.9190.068
16.502.312.430.6240.8700.095
17.001.952.060.6690.7940.120
17.501.641.750.7100.7140.135
18.001.391.490.7550.6340.141
18.501.201.280.8060.5600.138
19.001.041.100.8510.4940.133
19.500.900.970.8970.4370.124
20.000.790.850.9390.3870.115
20.500.700.750.9800.3440.106
21.000.620.671.0190.3070.098
21.500.550.601.0570.2760.089

3-weeks out values 12/11/20 (18.57 settlement)

strikeBid Ask IVDeltaGamma
14.004.604.900.7820.9510.029
15.003.703.900.6770.9280.045
16.002.903.050.7130.8450.076
17.002.252.360.7680.7310.098
18.001.761.870.8400.6140.104
19.001.411.510.9130.5120.099
20.001.161.250.9870.4300.091
21.000.971.051.0540.3640.081
21.500.890.971.0860.3360.077
22.000.820.901.1160.3110.072
22.500.760.841.1490.2900.068