iPath Series B S&P 500 VIX Short-Term Futures ETN(VXX · ETF)
ETF quote, holdings, sector allocation, technicals, and options analytics.
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.
- 52-Week Range
- $17.12 – $40.83
- YTD
- -33.72%
- IV Rank (30D)
- 10.99
- Straddle Price
- $2.12
- P/C Vol Ratio
- 0.62
iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) ETF
- Exchange
- BATS
- Inception
- 2009-01-30
- Has Options
- Yes
| Month | Avg Return | Years of Data |
|---|---|---|
| Jan | -0.20% | 18 |
| Feb | +1.43% | 17 |
| Mar | -0.26% | 17 |
| Apr | -7.25% | 17 |
| May | -6.59% | 18 |
| Jun | -6.40% | 18 |
| Jul | -8.98% | 18 |
| Aug | +3.27% | 18 |
| Sep | -3.43% | 18 |
| Oct | -4.85% | 17 |
| Nov | -11.63% | 17 |
| Dec | -3.40% | 17 |
Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.
- 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.
- 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.
- 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
Momentum Oscillators
Volume & Volatility
Data Summary
LLM Stock Analysis Report: VXX
Executive Summary:
BULLISH (Confidence Level: 6/10)
Key Drivers: VXX is poised to benefit from recent market volatility, with a short-term uptrend emerging. The stock's negative beta (-3.69) means it tends to move opposite the broader market, which could lead to attractive entry points for long positions.
Primary Risks:
- Market downturn: VXX's inverse correlation could lead to significant losses if the market experiences a prolonged decline.
- IV rank: The current IV rank (14.9%) is relatively low, indicating historically low volatility. This might be a contrarian signal, but it also implies lower returns.
Investment Thesis: VXX offers an attractive entry point for long positions as the market expects increased volatility and the stock's negative beta could lead to favorable price movements.
Recent News Sentiment Impact: The recent news headlines (neutral sentiment) are not having a significant impact on VXX's technical signals, which remain bearish due to the MACD signal.
Technical Analysis:
Trend Direction:
- Short-term: Uptrend
- Medium-term: Range-bound
- Long-term: Downtrend
Support/Resistance Levels: Upper Bollinger Band ($24.27), Middle Line (SMA 20) ($22.55)
Momentum Signals:
- RSI: Neutral (39.20)
- MACD Signal: Bearish (-1.02 / 0.02 / -1.05)
- Bollinger Bands: Neutral
Volume Analysis: Volume SMA 20: 8702873.65, On-Balance Volume (OBV): 46518833.13, Volume Rate of Change: -37.83%
News & Sentiment Analysis:
Recent Headlines Summary: Recent news headlines are neutral, focusing on market commentary and general analysis.
Sentiment Assessment: Neutral sentiment is prevailing, with no significant bearish or bullish catalysts.
Catalyst Identification: None identified
Market Narrative: The market narrative is centered around the broader market's volatility expectations, with VXX's inverse correlation creating opportunities for long positions.
Risk & Volatility Assessment:
Beta Interpretation: Negative beta (-3.69) indicates inverse correlation.
Volatility Regime: Current volatility is relatively low (IV rank 14.9%).
Options Market Signals: IV Rank: Low, Put/Call Volume Ratio: 0.24 (Bullish), Options market pricing a $2.96 move by expiration
Downside Protection: Support levels include the Middle Line (SMA 20) ($22.55) and Upper Bollinger Band ($24.27)
Market Context & Positioning:
Sector Performance: VXX is not sector-specific, as it's an inverse volatility ETF.
Institutional Activity: No notable institutional activity reported
Correlation Analysis: Correlation with SPY: -0.83 (inverse correlation)
Relative Valuation: VXX is relatively inexpensive compared to its historical average
Key Levels & Action Items:
Critical Price Levels: Upper Bollinger Band ($24.27), Middle Line (SMA 20) ($22.55)
Breakout/Breakdown Levels: None identified
Time-Sensitive Catalysts: Earnings dates not available, but the options market is pricing a $2.96 move by expiration
Risk Management: Consider stop-loss levels at support areas and position sizing considerations based on risk tolerance
- IV Rank (30D)
- 10.99
- IV Rank (7D)
- 76.1
- Avg IV
- 79.4%
- Straddle (30D)
- $2.12
- Straddle (7D)
- $0.71
- P/C Volume
- 0.62
Each spread is ranked by a composite score built in three stages. Full documentation →
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.
RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.
- RSI <40 bullish / >60 bearish
- MACD crossover + histogram trend
- Price vs SMA 50 & SMA 200
- Stochastic %K <20 / >80
- Williams %R <−80 / >−20
- Blended ATR + straddle expected-move penalty
- Bollinger Band signal (+ counter-trend penalty)
- BB width — vol contraction boost for ICs
- IV rank ≥ 75 → strong boost for credit spreads
- IV rank < 25 → penalty (selling cheap vol)
- 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.
IV(put wing) − IV(ATM), in vol pointsHow much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.
- Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
- Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
- Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
- Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
IV(call wing) − IV(put wing), equal delta on each sideWhich side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.
- Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
- Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
- Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
- Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Wing-vs-ATM tells you how expensive the tails are. Risk Reversal tells you which side is favored. Combined:
- High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
- Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
- Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
Percentile is the rank of today's reading within ~3 years of this symbol's own history. High percentile = wings are rich relative to history; not a directional signal. Skew is read off the chain in real time, not from CBOE SKEW.
Enter a ticker to render the implied volatility surface.
Enter a ticker to render the implied volatility smile.
- Beta (1Y vs SPY)
- -3.48
- Correlation (SPY)
- -80.5%
- R²
- 0.65
- Ann. Volatility
- 56.1%
- SPY Volatility
- 13.0%
Negative beta - stock moves opposite to market
Click any bar to view the full quote for that stock.
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|