iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) ETF — Holdings, Allocation & Options Analysis | Frenzy Capital

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.

Snapshot
$28.42
Pre-market $28.76 +1.02%
52-Week Range
$25.64 – $59.36
YTD
+8.89%
IV Rank (30D)
23.74
Straddle Price
$4.23
P/C Vol Ratio
0.28
Info

iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) ETF

Exchange
BATS
Inception
2009-01-30
Has Options
Yes
ETF Profile
Holdings
—
AUM
—
Provider
Unknown
Inception
2009-01-30
Exchange
BATS
Data As Of
—
Price History
Seasonality
MonthAvg ReturnYears of Data
Jan +1.77% 6
Feb +5.16% 6
Mar +4.04% 6
Apr -3.61% 6
May -8.97% 6
Jun -8.43% 5
Jul -4.31% 5
Aug -5.74% 5
Sep +7.51% 5
Oct -3.07% 5
Nov -13.85% 5
Dec -11.49% 5
Technical Indicators

Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.

Trend Indicators
  • SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
  • EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
  • MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
  • ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
  • +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
Momentum Oscillators
  • RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
  • Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
  • Williams %R — inverted scale: <−80 oversold, >−20 overbought.

Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.

Volume & Volatility
  • Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
  • OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
  • Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
  • ATR / True Range — average daily $ move; sizing and stop-loss reference.
  • HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.

Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →

Trend Indicators
SMA 20: $28.88
SMA 50: $31.71
SMA 200: $32.49
Current: $28.47
EMA 12: $28.65
EMA 26: $29.61
MACD: -0.9665 | Signal: 0.0390
BEARISH
ADX (14): 10.37
RANGE
+DI: 23.20
−DI: 21.26
Momentum Oscillators
RSI (14): 42.39
NEUTRAL
Stoch %K: 16.51
Stoch %D: 15.38
Williams %R: -73.12
Volume & Volatility
BB Upper: $30.06
BB Lower: $27.70
NEUTRAL
OBV: 102,384,397
Vol SMA 20: 7,221,412
Vol ROC: 63.78%
ATR: $1.20
True Range: $0.71
HV 20: 24.8%
HV 30: 47.3%
HV 60: 68.5%
Data Summary
Data Points: 500
Last Updated: 2026-05-11T21:15:10.806000
Date Range: 2024-05-13T00:00:00 – 2026-05-11T00:00:00
AI Analysis

Choose Frenzy-Fast™ for quick analysis or Frenzy-Pro™ for comprehensive analysis.

Analysis includes technical indicators, news sentiment, risk assessment, and specific price levels to watch.

News
Options Activity
IV Rank (30D)
23.74
IV Rank (7D)
100
Avg IV
88.5%
Straddle (30D)
$4.23
Straddle (7D)
$1.17
P/C Volume
0.28
Spread Scanner GPU
Full Algorithm Docs ↗

Each spread is ranked by a composite score built in three stages. Full documentation →

Stage 1 — Base Score (GPU scanner)

score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.

Stage 2 — Skew Adjustment (±25% cap)

RR25 and BF25 from the live options chain. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.

Stage 3 — Technical Overlay (±50% cap, 5 groups)
Group 1 · Directional Bias (±0.25)
  • RSI <40 bullish / >60 bearish
  • MACD crossover + histogram trend
  • Price vs SMA 50 & SMA 200
Group 2 · Momentum (±0.10)
  • Stochastic %K <20 / >80
  • Williams %R <−80 / >−20
Group 3 · Volatility (up to −0.25 / +0.15)
  • Blended ATR + straddle expected-move penalty
  • Bollinger Band signal (+ counter-trend penalty)
  • BB width — vol contraction boost for ICs
Group 4 · IV Regime (±0.15)
  • IV rank ≥ 75 → strong boost for credit spreads
  • IV rank < 25 → penalty (selling cheap vol)
Group 5 · Liquidity (penalty up to −0.10)
  • Min open interest across all legs
  • OI < 100 → −0.10 · OI < 500 → −0.05

score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →

Enter a ticker to scan for optimal spread opportunities.

Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.

Volatility Surface

Enter a ticker to render the implied volatility surface.

IV Rank (7 DTE)
IV Rank (30 DTE)
Straddle Price (30 DTE)
Beta Analysis
Beta (1Y vs SPY)
-3.93
Correlation (SPY)
-84.0%
R²
0.71
Ann. Volatility
58.4%
SPY Volatility
12.5%

Negative beta - stock moves opposite to market

Beta & Alpha Over Time
Constituent Performance

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Constituents
Symbol Price 1 Day 1 Week 1 Month