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 ±8.2% (58.43–68.83) · ATM IV 34.4% · P/C Open Interest 11.75
| 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 | |
| 13.10 | 14.30 | 3 | 43.4% | 0.92 | 0.0126 | -0.023 | 50 | 0.3000 | 0.5500 | 2 | 2,780 | 60.8% | -0.07 | 0.0124 | -0.024 | |
| 11.20 | 14.20 | 40.2% | 0.91 | 0.0144 | -0.025 | 51 | 0.3500 | 0.5500 | 1,094 | 103 | 57.7% | -0.09 | 0.0142 | -0.026 | ||
| 10.20 | 13.60 | 47.9% | 0.90 | 0.0165 | -0.028 | 52 | 0.2500 | 0.7500 | 961 | 10 | 55.5% | -0.10 | 0.0163 | -0.029 | ||
| 10.50 | 11.60 | 49.5% | 0.88 | 0.0188 | -0.030 | 53 | 0.2500 | 2.15 | 794 | 11 | 68.9% | -0.11 | 0.0186 | -0.031 | ||
| 9.50 | 11.00 | 51.2% | 0.87 | 0.0214 | -0.032 | 54 | 0.5500 | 0.9000 | 131 | 215 | 53.5% | -0.13 | 0.0212 | -0.033 | ||
| 7.80 | 9.90 | 1 | 35.2% | 0.84 | 0.0242 | -0.035 | 55 | 0.6500 | 0.9500 | 73 | 1,658 | 51.1% | -0.15 | 0.0240 | -0.035 | |
| 7.40 | 9.60 | 2 | 48.5% | 0.82 | 0.0273 | -0.037 | 56 | 0.8500 | 1.15 | 10 | 187 | 51.0% | -0.18 | 0.0271 | -0.038 | |
| 6.70 | 8.30 | 11 | 44.0% | 0.80 | 0.0307 | -0.039 | 57 | 0.8500 | 1.60 | 6 | 72 | 50.8% | -0.20 | 0.0306 | -0.040 | |
| 6.30 | 7.30 | 10 | 45.1% | 0.77 | 0.0345 | -0.041 | 58 | 0.1500 | 3.10 | 34 | 52.9% | -0.23 | 0.0344 | -0.041 | ||
| 5.40 | 6.90 | 4 | 46.1% | 0.74 | 0.0386 | -0.042 | 59 | 1.20 | 1.65 | 1 | 42 | 44.6% | -0.26 | 0.0385 | -0.042 | |
| 4.40 | 5.60 | 1 | 1 | 38.6% | 0.70 | 0.0431 | -0.043 | 60 | 1.35 | 2.25 | 1 | 2,202 | 45.3% | -0.30 | 0.0430 | -0.043 |
| 3.90 | 5.60 | 87 | 44.3% | 0.66 | 0.0479 | -0.043 | 61 | 1.45 | 3.80 | 39 | 51.6% | -0.34 | 0.0479 | -0.043 | ||
| 3.40 | 4.30 | 1 | 68 | 39.9% | 0.61 | 0.0527 | -0.043 | 62 | 1.85 | 2.35 | 10 | 7 | 38.3% | -0.39 | 0.0527 | -0.043 |
| 2.00 | 3.60 | 68 | 32.9% | 0.56 | 0.0572 | -0.042 | 63 | 2.25 | 2.60 | 68 | 71 | 36.5% | -0.44 | 0.0572 | -0.042 | |
| 2.25 | 2.65 | 24 | 95 | 34.8% | 0.50 | 0.0607 | -0.040 | 64 | 2.60 | 2.90 | 1 | 37 | 34.1% | -0.50 | 0.0607 | -0.040 |
| 1.75 | 2.15 | 29 | 177 | 33.8% | 0.43 | 0.0627 | -0.038 | 65 | 2.95 | 4.30 | 193 | 37 | 38.2% | -0.56 | 0.0628 | -0.038 |
| 1.25 | 1.55 | 116 | 140 | 31.2% | 0.37 | 0.0628 | -0.035 | 66 | 3.20 | 5.70 | 1,540 | 41.0% | -0.63 | 0.0631 | -0.035 | |
| 0.7500 | 1.00 | 5 | 38 | 27.8% | 0.30 | 0.0603 | -0.031 | 67 | 4.00 | 6.30 | 2 | 41.5% | -0.70 | 0.0606 | -0.031 | |
| 0.2000 | 1.00 | 19 | 26.9% | 0.25 | 0.0546 | -0.028 | 68 | 4.70 | 6.90 | 5 | 40.7% | -0.75 | 0.0550 | -0.028 | ||
| 0.2000 | 2.55 | 5 | 43.4% | 0.21 | 0.0478 | -0.026 | 69 | 4.90 | 7.70 | 4 | 36.7% | -0.79 | 0.0482 | -0.026 | ||
| 0.1000 | 2.00 | 29 | 41.7% | 0.18 | 0.0416 | -0.026 | 70 | 5.60 | 8.40 | 34.8% | -0.81 | 0.0421 | -0.025 | |||
| 0.1000 | 1.50 | 2 | 40.6% | 0.17 | 0.0366 | -0.026 | 71 | 6.70 | 9.10 | 35.9% | -0.83 | 0.0370 | -0.025 | |||
| 0.0500 | 1.65 | 5 | 44.6% | 0.15 | 0.0324 | -0.025 | 72 | 7.70 | 10.00 | 37.7% | -0.85 | 0.0328 | -0.025 | |||
| 0.0500 | 0.4500 | 1 | 3 | 33.2% | 0.14 | 0.0289 | -0.025 | 73 | 8.70 | 11.00 | 40.5% | -0.86 | 0.0294 | -0.024 | ||
| 0 | 1.15 | 2 | 44.6% | 0.13 | 0.0260 | -0.025 | 74 | 9.60 | 12.40 | 46.8% | -0.87 | 0.0264 | -0.024 | |||
| 0 | 2.15 | 2 | 57.9% | 0.12 | 0.0235 | -0.024 | 75 | 9.80 | 13.20 | 34.7% | -0.88 | 0.0239 | -0.024 | |||
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 — Nov 20, 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.