SOXS chuỗi quyền chọn Direxion Daily Semiconductor Bear 3X ETF
Mỗi hàng là một strike. Nửa bên trái là call, nửa bên phải là put. Bid/ask là mức giá người mua và người bán đang chào; khối lượng là số hợp đồng được giao dịch trong phiên này; open interest là các hợp đồng đang mở. Hàng được làm nổi bật nằm gần giá cổ phiếu nhất.
Kỳ đáo hạn này định giá một mức biến động khoảng ±11.8% (40.90–51.84) · ATM IV 139.6% · Open interest P/C 0.40
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Giá mua | Hỏi | KL | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Giá mua | Hỏi | KL | OI | IV | Δ | Γ | Θ | |
| 21.30 | 23.65 | 17 | 1.00 | 0.0001 | -0.007 | 23.5 | 0 | 0.0600 | 26 | 26 | 273.9% | -0.00 | 0.0004 | -0.003 | ||
| 20.80 | 23.10 | 6 | 10 | 1.00 | 0.0002 | -0.007 | 24 | 0 | 0.0900 | 85 | 34 | 280.5% | -0.00 | 0.0004 | -0.003 | |
| 20.30 | 22.65 | 1 | 2 | 1.00 | 0.0003 | -0.008 | 24.5 | 0 | 0.0900 | 5 | 272.5% | -0.00 | 0.0005 | -0.004 | ||
| 19.75 | 22.20 | 1 | 48 | 1.00 | 0.0004 | -0.008 | 25 | 0 | 0.0300 | 47 | 296 | 231.1% | -0.00 | 0.0006 | -0.004 | |
| 19.30 | 21.70 | 1 | 7 | 1.00 | 0.0004 | -0.008 | 25.5 | 0 | 0.0900 | 8 | 256.9% | -0.00 | 0.0006 | -0.005 | ||
| 18.80 | 21.10 | 1 | 11 | 1.00 | 0.0006 | -0.008 | 26 | 0 | 0.0400 | 2 | 46 | 224.9% | -0.00 | 0.0008 | -0.006 | |
| 18.30 | 20.70 | 1.00 | 0.0007 | -0.009 | 26.5 | 0 | 0.1000 | 8 | 245.5% | -0.00 | 0.0009 | -0.007 | ||||
| 17.75 | 20.10 | 1 | 92 | 1.00 | 0.0009 | -0.009 | 27 | 0 | 0.0400 | 35 | 211.4% | -0.00 | 0.0010 | -0.008 | ||
| 17.30 | 19.70 | 2 | 1.00 | 0.0011 | -0.010 | 27.5 | 0 | 0.1000 | 60 | 230.8% | -0.00 | 0.0012 | -0.009 | |||
| 17.35 | 19.20 | 1 | 19 | 1.00 | 0.0013 | -0.011 | 28 | 0.0100 | 0.0400 | 39 | 203.8% | -0.00 | 0.0014 | -0.010 | ||
| 16.30 | 18.60 | 45 | 1.00 | 0.0016 | -0.012 | 28.5 | 0.0100 | 0.0400 | 6 | 60 | 197.3% | -0.01 | 0.0016 | -0.012 | ||
| 16.85 | 18.40 | 3 | 28 | 286.9% | 1.00 | 0.0019 | -0.013 | 29 | 0.0100 | 0.0400 | 10 | 1,549 | 190.9% | -0.01 | 0.0019 | -0.013 |
| 15.30 | 17.65 | 150 | 0.99 | 0.0023 | -0.015 | 29.5 | 0.0100 | 0.0300 | 29 | 26 | 179.5% | -0.01 | 0.0022 | -0.015 | ||
| 16.00 | 17.15 | 4 | 167 | 258.5% | 0.99 | 0.0027 | -0.017 | 30 | 0.0100 | 0.0400 | 304 | 638 | 178.4% | -0.01 | 0.0026 | -0.018 |
| 14.30 | 16.60 | 105 | 0.99 | 0.0031 | -0.019 | 30.5 | 0 | 0.0400 | 15 | 23 | 167.5% | -0.01 | 0.0030 | -0.020 | ||
| 13.80 | 16.15 | 4 | 77 | 0.99 | 0.0036 | -0.022 | 31 | 0.0300 | 0.1000 | 24 | 63 | 190.5% | -0.01 | 0.0035 | -0.023 | |
| 13.30 | 15.70 | 1 | 85 | 0.99 | 0.0042 | -0.025 | 31.5 | 0.0300 | 0.0500 | 21 | 23 | 170.9% | -0.01 | 0.0040 | -0.027 | |
| 13.10 | 15.20 | 2 | 98 | 0.99 | 0.0049 | -0.029 | 32 | 0.0300 | 0.0700 | 72 | 66 | 170.2% | -0.02 | 0.0047 | -0.030 | |
| 12.30 | 14.65 | 157 | 0.98 | 0.0056 | -0.033 | 32.5 | 0.0400 | 0.0800 | 2 | 59 | 168.6% | -0.02 | 0.0054 | -0.035 | ||
| 11.85 | 14.15 | 677 | 153 | 0.98 | 0.0064 | -0.038 | 33 | 0.0500 | 0.0900 | 6 | 115 | 166.3% | -0.02 | 0.0062 | -0.040 | |
| 11.35 | 13.75 | 195 | 0.98 | 0.0073 | -0.044 | 33.5 | 0.0500 | 0.1100 | 49 | 23 | 163.6% | -0.02 | 0.0071 | -0.045 | ||
| 11.30 | 12.90 | 8 | 1,717 | 0.97 | 0.0084 | -0.050 | 34 | 0.0600 | 0.0900 | 52 | 266 | 155.4% | -0.03 | 0.0082 | -0.051 | |
| 10.35 | 12.70 | 353 | 0.97 | 0.0095 | -0.057 | 34.5 | 0.0800 | 0.1300 | 3 | 19 | 158.3% | -0.03 | 0.0094 | -0.058 | ||
| 11.25 | 12.35 | 22 | 721 | 213.9% | 0.96 | 0.0108 | -0.065 | 35 | 0.0900 | 0.1500 | 167 | 655 | 155.7% | -0.04 | 0.0107 | -0.066 |
| 9.40 | 11.80 | 3 | 0.96 | 0.0123 | -0.074 | 35.5 | 0 | 0.1900 | 69 | 173 | 142.7% | -0.04 | 0.0122 | -0.074 | ||
| 9.75 | 11.25 | 64 | 587 | 152.1% | 0.95 | 0.0140 | -0.083 | 36 | 0.1100 | 0.2100 | 73 | 95 | 151.3% | -0.05 | 0.0138 | -0.084 |
| 8.45 | 10.85 | 0.94 | 0.0158 | -0.094 | 36.5 | 0.1500 | 0.3100 | 112 | 47 | 156.9% | -0.06 | 0.0157 | -0.094 | |||
| 8.25 | 10.30 | 11 | 318 | 0.93 | 0.0178 | -0.105 | 37 | 0.1600 | 0.2900 | 243 | 1,042 | 149.0% | -0.07 | 0.0177 | -0.106 | |
| 7.50 | 9.85 | 19 | 0.92 | 0.0200 | -0.118 | 37.5 | 0.1900 | 0.4000 | 113 | 35 | 152.0% | -0.08 | 0.0198 | -0.118 | ||
| 8.30 | 9.10 | 6 | 542 | 153.8% | 0.91 | 0.0223 | -0.132 | 38 | 0.2600 | 0.3300 | 304 | 1,060 | 144.6% | -0.09 | 0.0222 | -0.132 |
| 6.60 | 8.90 | 2 | 28 | 0.90 | 0.0248 | -0.146 | 38.5 | 0.2700 | 0.5200 | 78 | 81 | 149.2% | -0.10 | 0.0247 | -0.146 | |
| 6.10 | 8.50 | 32 | 354 | 0.89 | 0.0275 | -0.161 | 39 | 0.3400 | 0.4200 | 341 | 113 | 139.9% | -0.11 | 0.0273 | -0.161 | |
| 5.65 | 8.05 | 1 | 0.87 | 0.0303 | -0.177 | 39.5 | 0.3800 | 0.6900 | 20 | 65 | 147.6% | -0.13 | 0.0301 | -0.177 | ||
| 6.45 | 7.45 | 129 | 1,768 | 147.2% | 0.85 | 0.0331 | -0.194 | 40 | 0.4500 | 0.5700 | 949 | 1,291 | 137.3% | -0.15 | 0.0329 | -0.194 |
| 4.80 | 7.15 | 348 | 88.7% | 0.84 | 0.0360 | -0.211 | 40.5 | 0.5700 | 0.7100 | 106 | 47 | 140.3% | -0.17 | 0.0358 | -0.211 | |
| 5.55 | 6.80 | 10 | 209 | 147.9% | 0.81 | 0.0389 | -0.228 | 41 | 0.6400 | 0.7900 | 172 | 51 | 137.8% | -0.19 | 0.0387 | -0.228 |
| 4.00 | 6.40 | 6 | 47 | 101.0% | 0.79 | 0.0418 | -0.246 | 41.5 | 0.7100 | 1.30 | 108 | 11 | 149.9% | -0.21 | 0.0416 | -0.245 |
| 4.95 | 5.70 | 116 | 917 | 140.2% | 0.77 | 0.0446 | -0.263 | 42 | 0.9100 | 1.05 | 390 | 553 | 138.9% | -0.23 | 0.0444 | -0.262 |
| 4.55 | 5.35 | 23 | 110 | 138.9% | 0.74 | 0.0472 | -0.279 | 42.5 | 1.06 | 1.20 | 57 | 57 | 139.2% | -0.26 | 0.0470 | -0.278 |
| 4.35 | 4.70 | 57 | 629 | 133.8% | 0.72 | 0.0496 | -0.294 | 43 | 1.16 | 1.36 | 174 | 891 | 137.4% | -0.28 | 0.0493 | -0.294 |
| 3.95 | 4.70 | 265 | 68 | 141.4% | 0.69 | 0.0517 | -0.309 | 43.5 | 1.19 | 1.62 | 73 | 15 | 135.8% | -0.31 | 0.0515 | -0.308 |
| 3.80 | 4.20 | 173 | 513 | 140.6% | 0.66 | 0.0536 | -0.322 | 44 | 1.59 | 1.75 | 446 | 376 | 140.2% | -0.34 | 0.0533 | -0.321 |
| 3.40 | 3.90 | 268 | 43 | 137.7% | 0.64 | 0.0551 | -0.333 | 44.5 | 1.58 | 2.04 | 80 | 9 | 136.8% | -0.36 | 0.0548 | -0.332 |
| 3.35 | 3.60 | 4,635 | 619 | 143.4% | 0.61 | 0.0562 | -0.342 | 45 | 1.92 | 2.28 | 604 | 232 | 140.6% | -0.39 | 0.0560 | -0.341 |
| 2.98 | 3.50 | 250 | 710 | 145.0% | 0.58 | 0.0570 | -0.350 | 45.5 | 2.16 | 2.49 | 51 | 41 | 140.2% | -0.42 | 0.0568 | -0.349 |
| 2.76 | 3.05 | 859 | 670 | 140.7% | 0.55 | 0.0575 | -0.356 | 46 | 2.50 | 2.80 | 211 | 106 | 144.2% | -0.45 | 0.0573 | -0.354 |
| 2.53 | 2.79 | 191 | 235 | 140.3% | 0.52 | 0.0576 | -0.359 | 46.5 | 2.57 | 3.05 | 32 | 93 | 138.9% | -0.48 | 0.0574 | -0.358 |
| 2.36 | 2.57 | 580 | 748 | 141.7% | 0.49 | 0.0574 | -0.361 | 47 | 2.82 | 3.35 | 68 | 246 | 138.8% | -0.51 | 0.0572 | -0.360 |
| 1.85 | 2.78 | 101 | 436 | 144.8% | 0.46 | 0.0569 | -0.361 | 47.5 | 3.05 | 3.70 | 11 | 63 | 138.7% | -0.54 | 0.0567 | -0.360 |
| 1.94 | 2.49 | 576 | 1,079 | 149.8% | 0.44 | 0.0560 | -0.359 | 48 | 3.45 | 5.00 | 199 | 130 | 166.9% | -0.56 | 0.0559 | -0.358 |
| 1.79 | 2.35 | 70 | 806 | 151.8% | 0.41 | 0.0550 | -0.356 | 48.5 | 3.65 | 4.60 | 8 | 5 | 145.4% | -0.59 | 0.0548 | -0.355 |
| 1.58 | 2.00 | 322 | 271 | 146.1% | 0.39 | 0.0538 | -0.351 | 49 | 3.95 | 5.35 | 4 | 15 | 155.8% | -0.61 | 0.0536 | -0.350 |
| 1.20 | 1.91 | 46 | 25 | 142.0% | 0.36 | 0.0523 | -0.345 | 49.5 | 4.30 | 6.65 | 9 | 1 | 181.8% | -0.64 | 0.0522 | -0.344 |
| 1.42 | 1.58 | 2,081 | 1,960 | 147.0% | 0.34 | 0.0508 | -0.338 | 50 | 4.65 | 5.80 | 10 | 31 | 149.7% | -0.66 | 0.0506 | -0.337 |
| 1.26 | 1.57 | 55 | 74 | 150.0% | 0.32 | 0.0491 | -0.330 | 50.5 | 5.00 | 7.35 | 182.4% | -0.68 | 0.0490 | -0.329 | ||
| 0.9000 | 1.51 | 203 | 658 | 145.2% | 0.30 | 0.0473 | -0.322 | 51 | 5.30 | 7.70 | 123 | 180.6% | -0.70 | 0.0472 | -0.320 | |
| 1.00 | 1.30 | 28 | 151 | 148.9% | 0.28 | 0.0455 | -0.312 | 51.5 | 5.70 | 8.10 | 1 | 1 | 182.5% | -0.72 | 0.0454 | -0.311 |
| 1.01 | 1.31 | 174 | 520 | 156.4% | 0.26 | 0.0437 | -0.303 | 52 | 6.05 | 8.45 | 3 | 181.1% | -0.74 | 0.0436 | -0.302 | |
| 0.8100 | 1.22 | 10 | 73 | 153.8% | 0.25 | 0.0418 | -0.293 | 52.5 | 6.50 | 8.85 | 2 | 2 | 183.6% | -0.75 | 0.0418 | -0.292 |
| 0.8000 | 1.07 | 170 | 310 | 154.8% | 0.23 | 0.0400 | -0.283 | 53 | 6.95 | 9.25 | 5 | 34 | 185.8% | -0.77 | 0.0399 | -0.281 |
| 0.6100 | 1.03 | 10 | 32 | 152.8% | 0.21 | 0.0382 | -0.273 | 53.5 | 7.35 | 9.65 | 2 | 186.2% | -0.78 | 0.0381 | -0.271 | |
| 0.6600 | 0.9300 | 148 | 207 | 156.8% | 0.20 | 0.0364 | -0.262 | 54 | 7.75 | 10.05 | 186.1% | -0.80 | 0.0364 | -0.261 | ||
| 0.5900 | 0.8400 | 10 | 73 | 156.5% | 0.19 | 0.0347 | -0.252 | 54.5 | 8.20 | 10.55 | 10 | 190.5% | -0.81 | 0.0346 | -0.251 | |
| 0.5400 | 0.6700 | 269 | 1,381 | 153.1% | 0.18 | 0.0330 | -0.242 | 55 | 8.65 | 11.00 | 2 | 25 | 193.1% | -0.82 | 0.0330 | -0.241 |
| 0.3100 | 0.7600 | 1 | 83 | 152.3% | 0.16 | 0.0314 | -0.232 | 55.5 | 9.10 | 11.35 | 1 | 192.0% | -0.83 | 0.0313 | -0.231 | |
| 0.3000 | 0.6800 | 56 | 148 | 153.2% | 0.15 | 0.0298 | -0.223 | 56 | 9.35 | 11.80 | 3 | 186.8% | -0.84 | 0.0298 | -0.221 | |
| 0.1300 | 0.6200 | 2 | 9 | 146.6% | 0.14 | 0.0283 | -0.213 | 56.5 | 9.95 | 12.25 | 194.0% | -0.85 | 0.0283 | -0.212 | ||
| 0.3500 | 0.5500 | 13 | 61 | 158.9% | 0.14 | 0.0269 | -0.204 | 57 | 10.40 | 12.70 | 1 | 195.4% | -0.86 | 0.0268 | -0.203 | |
| 0.1500 | 0.5300 | 14 | 151.8% | 0.13 | 0.0255 | -0.195 | 57.5 | 10.90 | 13.15 | 3 | 198.6% | -0.87 | 0.0255 | -0.194 | ||
| 0.1100 | 0.5200 | 1 | 40 | 153.2% | 0.12 | 0.0242 | -0.187 | 58 | 11.30 | 13.65 | 1 | 199.7% | -0.88 | 0.0242 | -0.185 | |
| 0.1100 | 0.4300 | 78 | 65 | 155.8% | 0.10 | 0.0217 | -0.171 | 59 | 12.25 | 14.60 | 205.2% | -0.89 | 0.0217 | -0.169 | ||
| 0.2500 | 0.3500 | 351 | 565 | 167.8% | 0.09 | 0.0196 | -0.156 | 60 | 13.15 | 15.50 | 11 | 205.6% | -0.91 | 0.0195 | -0.154 | |
| 0.1200 | 0.3900 | 9 | 147 | 169.4% | 0.08 | 0.0176 | -0.142 | 61 | 14.10 | 16.55 | 214.4% | -0.92 | 0.0176 | -0.140 | ||
| 0.0700 | 0.5900 | 3 | 187.3% | 0.07 | 0.0158 | -0.130 | 62 | 15.10 | 17.45 | 218.2% | -0.93 | 0.0158 | -0.128 | |||
| 0.0600 | 0.2700 | 3 | 132 | 168.7% | 0.06 | 0.0142 | -0.118 | 63 | 16.05 | 18.40 | 221.3% | -0.93 | 0.0142 | -0.116 | ||
| 0.0400 | 0.5600 | 124 | 198.0% | 0.06 | 0.0128 | -0.108 | 64 | 17.00 | 19.40 | 226.6% | -0.94 | 0.0128 | -0.106 | |||
| 0.0500 | 0.2200 | 35 | 297 | 175.5% | 0.05 | 0.0116 | -0.099 | 65 | 18.00 | 20.35 | 1 | 231.5% | -0.95 | 0.0116 | -0.096 | |
| 0 | 0.9400 | 9 | 234.6% | 0.05 | 0.0104 | -0.090 | 66 | 18.95 | 21.35 | 236.0% | -0.95 | 0.0104 | -0.088 | |||
| 0 | 0.9500 | 12 | 242.3% | 0.04 | 0.0094 | -0.083 | 67 | 19.80 | 22.35 | 233.9% | -0.96 | 0.0094 | -0.080 | |||
| 0 | 0.5000 | 37 | 217.2% | 0.04 | 0.0086 | -0.075 | 68 | 20.95 | 23.30 | 247.3% | -0.96 | 0.0085 | -0.073 | |||
| 0.0100 | 0.1600 | 8 | 16 | 185.4% | 0.03 | 0.0078 | -0.069 | 69 | 21.95 | 24.30 | 254.2% | -0.96 | 0.0078 | -0.066 | ||
Các mức giá thực hiện hiển thị: trong phạm vi ±50% so với giá tài sản cơ sở. Giá trị nội tại = max(0, giá − strike) đối với call, max(0, strike − giá) đối với put; giá trị ngoại tại = giá quyền chọn − giá trị nội tại. Chỉ số Greeks và IV do nguồn dữ liệu sàn giao dịch tính toán.
Nụ cười biến động — Oct 23, 2026
Trang biến động →Biến động ngụ ý theo strike cho kỳ đáo hạn này. Các quyền chọn put ngoài tiền thường có IV cao hơn call — đó là skew.