VIX 期权链 Cboe Volatility Index
Cboe delayed options data · 截至 15:39 UTC
每行对应一个行权价。左半部分为call，右半部分为put。买价/卖价为买卖双方当前报价；成交量为本交易日已成交合约数；未平仓量为持仓合约数。高亮行最接近当前股价。
本到期日定价的波动幅度约为 ±25.1% (11.16–18.66) · ATM IV 52.7% · P/C 未平仓量 0.26
| 看涨期权 | 行权价 | 认沽期权 | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 买价 | 提问 | 成交量 | 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 | 买价 | 提问 | 成交量 | OI | IV | Δ | Γ | Θ | |
| 8.10 | 8.30 | 264 | 0.99 | 0.0030 | 0.000 | 10 | 0 | 0.0200 | 284 | 70.4% | -0.00 | 0.0030 | -0.001 | |||
| 7.60 | 7.80 | 2 | 0.99 | 0.0038 | 0.000 | 10.5 | 0 | 0.0200 | 22 | 65.1% | -0.01 | 0.0038 | -0.001 | |||
| 7.10 | 7.30 | 52 | 0.99 | 0.0050 | 0.000 | 11 | 0 | 0.0200 | 11 | 60.1% | -0.01 | 0.0050 | -0.001 | |||
| 6.65 | 6.80 | 5 | 124 | 0.98 | 0.0067 | 0.000 | 11.5 | 0 | 0.0200 | 206 | 55.4% | -0.01 | 0.0067 | -0.001 | ||
| 6.10 | 6.30 | 5 | 181 | 0.98 | 0.0091 | 0.000 | 12 | 0 | 0.0300 | 920 | 53.6% | -0.01 | 0.0091 | -0.001 | ||
| 5.70 | 5.80 | 18 | 45.5% | 0.98 | 0.0125 | 0.000 | 12.5 | 0.0100 | 0.0300 | 1,251 | 51.0% | -0.02 | 0.0125 | -0.002 | ||
| 5.20 | 5.30 | 1,563 | 39.2% | 0.97 | 0.0174 | 0.000 | 13 | 0.0100 | 0.0500 | 19.9K | 49.5% | -0.02 | 0.0174 | -0.002 | ||
| 4.75 | 4.85 | 6 | 67 | 49.6% | 0.96 | 0.0248 | 0.000 | 13.5 | 0.0300 | 0.0700 | 5,000 | 930 | 49.1% | -0.04 | 0.0248 | -0.003 |
| 4.30 | 4.40 | 32 | 1,644 | 51.3% | 0.94 | 0.0352 | -0.001 | 14 | 0.0700 | 0.1100 | 2,067 | 2,830 | 50.1% | -0.06 | 0.0352 | -0.004 |
| 3.85 | 3.95 | 36 | 950 | 50.7% | 0.90 | 0.0478 | -0.003 | 14.5 | 0.1300 | 0.1600 | 1 | 6,309 | 50.5% | -0.09 | 0.0478 | -0.006 |
| 3.45 | 3.55 | 138 | 10.7K | 52.7% | 0.86 | 0.0602 | -0.006 | 15 | 0.2300 | 0.2600 | 7 | 37.5K | 52.8% | -0.13 | 0.0602 | -0.008 |
| 3.10 | 3.20 | 30 | 1,126 | 55.6% | 0.82 | 0.0707 | -0.008 | 15.5 | 0.3700 | 0.4000 | 3,000 | 33.2K | 55.2% | -0.18 | 0.0707 | -0.010 |
| 2.80 | 2.87 | 137 | 7,012 | 58.2% | 0.76 | 0.0786 | -0.010 | 16 | 0.5500 | 0.6000 | 8,804 | 187.3K | 58.3% | -0.23 | 0.0786 | -0.012 |
| 2.54 | 2.60 | 18 | 174 | 61.3% | 0.71 | 0.0825 | -0.013 | 16.5 | 0.7900 | 0.8400 | 20.4K | 61.8% | -0.28 | 0.0825 | -0.014 | |
| 2.33 | 2.39 | 239 | 6,972 | 65.2% | 0.66 | 0.0833 | -0.015 | 17 | 1.07 | 1.12 | 2,066 | 176.4K | 65.3% | -0.33 | 0.0833 | -0.016 |
| 2.14 | 2.20 | 107 | 609 | 68.5% | 0.61 | 0.0824 | -0.017 | 17.5 | 1.39 | 1.44 | 11.3K | 69.2% | -0.38 | 0.0824 | -0.017 | |
| 1.98 | 2.05 | 543 | 14.5K | 72.1% | 0.57 | 0.0805 | -0.018 | 18 | 1.73 | 1.78 | 32 | 92.0K | 72.6% | -0.42 | 0.0805 | -0.019 |
| 1.86 | 1.91 | 5,320 | 36.4K | 75.7% | 0.54 | 0.0780 | -0.020 | 18.5 | 2.09 | 2.15 | 5,280 | 36.9K | 76.1% | -0.46 | 0.0780 | -0.019 |
| 1.74 | 1.79 | 256 | 57.4K | 78.9% | 0.50 | 0.0753 | -0.021 | 19 | 2.47 | 2.52 | 10 | 104.6K | 79.2% | -0.49 | 0.0753 | -0.020 |
| 1.63 | 1.69 | 2 | 8,293 | 81.9% | 0.47 | 0.0725 | -0.021 | 19.5 | 2.86 | 2.91 | 13.9K | 82.2% | -0.52 | 0.0725 | -0.021 | |
| 1.55 | 1.58 | 980 | 259.1K | 84.8% | 0.44 | 0.0697 | -0.022 | 20 | 3.25 | 3.35 | 92 | 78.8K | 85.6% | -0.55 | 0.0697 | -0.021 |
| 1.45 | 1.51 | 6,125 | 87.6% | 0.42 | 0.0669 | -0.023 | 20.5 | 3.65 | 3.75 | 3,082 | 87.9% | -0.58 | 0.0669 | -0.021 | ||
| 1.37 | 1.43 | 108 | 85.5K | 90.1% | 0.40 | 0.0641 | -0.023 | 21 | 4.05 | 4.15 | 44.8K | 89.7% | -0.60 | 0.0641 | -0.021 | |
| 1.30 | 1.36 | 29 | 1,270 | 92.6% | 0.37 | 0.0615 | -0.023 | 21.5 | 4.50 | 4.60 | 2,343 | 93.1% | -0.62 | 0.0615 | -0.021 | |
| 1.24 | 1.29 | 133 | 92.6K | 94.9% | 0.36 | 0.0590 | -0.024 | 22 | 4.95 | 5.05 | 13.1K | 96.2% | -0.64 | 0.0590 | -0.021 | |
显示的行权价：标的价格 ±50% 范围内。内在价值 = max(0, 价格 − 行权价)（call）或 max(0, 行权价 − 价格)（put）；时间价值 = 期权价格 − 内在价值。 希腊字母及隐含波动率来自交易所数据源的计算结果。