UVXY rantai opsi ProShares - Ultra VIX Short-Term Futures ETF
Setiap baris adalah satu strike. Bagian kiri adalah call, bagian kanan adalah put. Bid/ask adalah harga yang saat ini dikutip pembeli dan penjual; volume adalah kontrak yang diperdagangkan sesi ini; open interest adalah kontrak yang masih berdiri. Baris yang disorot paling dekat dengan harga saham.
Ekspirasi ini memperhitungkan pergerakan sekitar ±55.4% (7.80–27.20) · ATM IV 113.5% · P/C open interest 0.85
| CALLS | Strike | PUT | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Tanya | 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 | Bid | Tanya | Vol | OI | IV | Δ | Γ | Θ | |
| 6.95 | 10.85 | 91.6% | 0.90 | 0.0146 | -0.006 | 9 | 0 | 2.59 | 10 | 135.3% | -0.09 | 0.0138 | -0.006 | |||
| 6.50 | 9.80 | 18 | 92.6% | 0.87 | 0.0175 | -0.007 | 10 | 0.1000 | 2.93 | 22 | 128.4% | -0.12 | 0.0168 | -0.008 | ||
| 5.65 | 9.20 | 3 | 92.0% | 0.84 | 0.0204 | -0.008 | 11 | 0 | 3.30 | 2 | 118.3% | -0.15 | 0.0198 | -0.009 | ||
| 5.10 | 8.70 | 181 | 96.5% | 0.81 | 0.0230 | -0.010 | 12 | 0 | 3.75 | 9 | 111.7% | -0.18 | 0.0225 | -0.010 | ||
| 4.65 | 8.00 | 177 | 97.0% | 0.78 | 0.0249 | -0.011 | 13 | 0.2200 | 4.25 | 95 | 109.0% | -0.21 | 0.0245 | -0.011 | ||
| 4.00 | 7.85 | 1 | 100.8% | 0.74 | 0.0262 | -0.012 | 14 | 0.8600 | 4.80 | 75 | 112.1% | -0.25 | 0.0260 | -0.012 | ||
| 5.50 | 6.15 | 16 | 47 | 111.0% | 0.71 | 0.0271 | -0.013 | 15 | 2.94 | 3.55 | 370 | 109.1% | -0.28 | 0.0270 | -0.013 | |
| 4.90 | 5.70 | 200 | 270 | 108.3% | 0.68 | 0.0277 | -0.014 | 16 | 2.75 | 4.80 | 68 | 108.3% | -0.31 | 0.0276 | -0.014 | |
| 4.55 | 5.60 | 300 | 302 | 112.4% | 0.65 | 0.0281 | -0.015 | 17 | 3.55 | 5.70 | 62 | 114.5% | -0.33 | 0.0281 | -0.015 | |
| 4.20 | 5.25 | 100 | 276 | 112.6% | 0.63 | 0.0283 | -0.016 | 18 | 4.80 | 6.45 | 144 | 123.3% | -0.36 | 0.0284 | -0.016 | |
| 3.80 | 6.50 | 60 | 15 | 130.2% | 0.60 | 0.0284 | -0.016 | 19 | 4.30 | 8.20 | 16 | 122.3% | -0.38 | 0.0285 | -0.016 | |
| 2.57 | 6.00 | 60 | 356 | 116.9% | 0.58 | 0.0283 | -0.017 | 20 | 6.55 | 7.20 | 16 | 636 | 120.7% | -0.41 | 0.0286 | -0.017 |
| 2.60 | 6.05 | 24 | 124.1% | 0.56 | 0.0282 | -0.017 | 21 | 6.30 | 9.70 | 26 | 130.2% | -0.43 | 0.0285 | -0.017 | ||
| 2.90 | 4.80 | 92 | 119.1% | 0.54 | 0.0280 | -0.018 | 22 | 7.25 | 10.45 | 248 | 132.8% | -0.45 | 0.0284 | -0.018 | ||
| 2.15 | 4.20 | 1 | 7 | 109.2% | 0.52 | 0.0278 | -0.018 | 23 | 7.45 | 11.25 | 207 | 127.0% | -0.47 | 0.0283 | -0.018 | |
| 1.71 | 5.50 | 51 | 123.8% | 0.50 | 0.0276 | -0.018 | 24 | 9.40 | 12.05 | 20 | 140.8% | -0.49 | 0.0281 | -0.018 | ||
| 1.50 | 4.95 | 174 | 119.8% | 0.49 | 0.0273 | -0.018 | 25 | 10.50 | 11.15 | 16 | 529 | 125.3% | -0.50 | 0.0278 | -0.018 | |
| 1.32 | 5.20 | 3 | 124.9% | 0.47 | 0.0270 | -0.019 | 26 | 10.00 | 13.80 | 90 | 131.5% | -0.52 | 0.0276 | -0.018 | ||
Strike yang ditampilkan: dalam kisaran ±50% dari harga aset dasar. Nilai intrinsik = maks(0, harga − strike) untuk call, maks(0, strike − harga) untuk put; ekstrinsik = harga opsi − intrinsik. Greeks dan IV sebagaimana dihitung oleh feed bursa.
Volatility smile — Mar 19, 2027
Halaman volatilitas →Implied volatility per strike untuk kedaluwarsa ini. Put out-of-the-money biasanya memiliki IV lebih tinggi daripada call — itulah skew.