SVXY Optionskette ProShares - Short VIX Short-Term Futures ETF
Jede Zeile entspricht einem Strike. Die linke Hälfte zeigt den Call, die rechte den Put. Geld-/Briefkurs sind die aktuellen Quotes von Käufern und Verkäufern; Volumen sind die in dieser Sitzung gehandelten Kontrakte; Open Interest sind die offenen Kontrakte. Die hervorgehobene Zeile liegt dem Aktienkurs am nächsten.
Dieser Verfallstermin preist einen Move von etwa ±7.8% (58.15–67.95) · ATM IV 28.2% · P/C Open Interest 3.40
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Geldkurs | Fragen | Vol | 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 | Geldkurs | Fragen | Vol | OI | IV | Δ | Γ | Θ | |
| 13.60 | 15.80 | 0.94 | 0.0104 | -0.014 | 48 | 0.0500 | 0.4000 | 3 | 49.6% | -0.06 | 0.0101 | -0.016 | ||||
| 12.80 | 14.40 | 0.93 | 0.0117 | -0.014 | 49 | 0 | 0.4000 | 1 | 45.3% | -0.07 | 0.0114 | -0.016 | ||||
| 11.80 | 14.00 | 0.93 | 0.0132 | -0.015 | 50 | 0.2000 | 0.3500 | 1 | 64 | 45.5% | -0.07 | 0.0129 | -0.016 | |||
| 10.90 | 13.10 | 0.92 | 0.0150 | -0.015 | 51 | 0.1500 | 0.4000 | 18 | 42.3% | -0.08 | 0.0147 | -0.017 | ||||
| 10.30 | 11.70 | 0.91 | 0.0171 | -0.016 | 52 | 0.2000 | 0.4500 | 2 | 119 | 40.9% | -0.09 | 0.0168 | -0.017 | |||
| 9.60 | 10.80 | 1 | 32.3% | 0.90 | 0.0197 | -0.016 | 53 | 0.4000 | 0.5000 | 24 | 24 | 41.3% | -0.10 | 0.0194 | -0.018 | |
| 9.30 | 9.90 | 40.8% | 0.88 | 0.0227 | -0.018 | 54 | 0.4500 | 0.6500 | 48 | 35 | 40.4% | -0.11 | 0.0224 | -0.019 | ||
| 8.30 | 8.90 | 37.3% | 0.86 | 0.0263 | -0.019 | 55 | 0.5500 | 0.7000 | 48 | 48 | 38.5% | -0.13 | 0.0260 | -0.020 | ||
| 7.40 | 8.00 | 3 | 35.7% | 0.84 | 0.0304 | -0.021 | 56 | 0.6500 | 0.8500 | 40 | 119 | 37.4% | -0.16 | 0.0301 | -0.022 | |
| 6.90 | 7.20 | 4 | 38.1% | 0.81 | 0.0349 | -0.023 | 57 | 0.7500 | 0.9500 | 32 | 93 | 35.4% | -0.19 | 0.0346 | -0.024 | |
| 5.70 | 6.40 | 34.1% | 0.77 | 0.0396 | -0.025 | 58 | 0.9500 | 1.10 | 34 | 11 | 34.4% | -0.22 | 0.0394 | -0.025 | ||
| 4.80 | 5.50 | 1 | 31.5% | 0.73 | 0.0447 | -0.026 | 59 | 1.15 | 1.30 | 46 | 51 | 33.2% | -0.26 | 0.0445 | -0.027 | |
| 4.20 | 4.70 | 1 | 31.2% | 0.69 | 0.0498 | -0.027 | 60 | 1.35 | 1.65 | 46 | 23 | 32.5% | -0.31 | 0.0497 | -0.028 | |
| 3.70 | 3.90 | 30.9% | 0.64 | 0.0550 | -0.028 | 61 | 1.60 | 1.75 | 22 | 61 | 30.1% | -0.36 | 0.0549 | -0.028 | ||
| 2.75 | 3.40 | 34 | 29.1% | 0.58 | 0.0597 | -0.028 | 62 | 1.75 | 2.25 | 9 | 28.9% | -0.41 | 0.0597 | -0.028 | ||
| 1.60 | 3.10 | 72 | 26.7% | 0.52 | 0.0635 | -0.028 | 63 | 2.30 | 2.80 | 29.7% | -0.47 | 0.0636 | -0.028 | |||
| 1.50 | 2.60 | 17 | 66 | 28.4% | 0.46 | 0.0658 | -0.027 | 64 | 2.75 | 3.30 | 28.9% | -0.54 | 0.0660 | -0.026 | ||
| 1.35 | 1.85 | 34 | 3 | 27.7% | 0.39 | 0.0662 | -0.025 | 65 | 3.20 | 4.00 | 28.5% | -0.61 | 0.0665 | -0.024 | ||
| 0.7500 | 1.40 | 17 | 25.2% | 0.32 | 0.0644 | -0.022 | 66 | 3.30 | 5.50 | 30.2% | -0.68 | 0.0647 | -0.022 | |||
| 0.3500 | 0.9000 | 2 | 22.3% | 0.25 | 0.0594 | -0.019 | 67 | 4.40 | 5.80 | 30.1% | -0.75 | 0.0600 | -0.018 | |||
| 0 | 0.7000 | 20.6% | 0.20 | 0.0519 | -0.017 | 68 | 5.20 | 6.30 | 28.5% | -0.80 | 0.0525 | -0.016 | ||||
| 0.1500 | 0.7500 | 7 | 13 | 25.1% | 0.17 | 0.0444 | -0.016 | 69 | 6.00 | 7.20 | 29.2% | -0.83 | 0.0451 | -0.015 | ||
| 0 | 0.4500 | 22.7% | 0.15 | 0.0383 | -0.016 | 70 | 6.90 | 8.90 | 36.8% | -0.85 | 0.0390 | -0.015 | ||||
| 0 | 0.4000 | 24.2% | 0.14 | 0.0334 | -0.016 | 71 | 6.90 | 9.60 | 27.8% | -0.86 | 0.0341 | -0.015 | ||||
| 0 | 0.3500 | 25.5% | 0.12 | 0.0296 | -0.016 | 72 | 7.90 | 10.60 | 30.1% | -0.87 | 0.0302 | -0.015 | ||||
Angezeigte Strikes: innerhalb von ±50 % des Basiswertpreises. Innerer Wert = max(0, Kurs − Strike) bei Calls, max(0, Strike − Kurs) bei Puts; Zeitwert = Optionspreis − innerer Wert. Greeks und IV gemäß Berechnung des Börsendatenfeeds.
Volatility Smile — Oct 16, 2026
Volatilitätsseite →Implizite Volatilität je Strike für diesen Verfallstermin. Out-of-the-money-Puts werden in der Regel mit höherer IV bepreist als Calls — der Skew.