VIX Optionskette Cboe Volatility Index
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 ±12.6% (13.29–17.11) · ATM IV 54.8% · P/C Open Interest 0.44
| 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 | |
| 6.55 | 6.75 | 10 | 3,985 | 138.0% | 0.99 | 0.0034 | 0.000 | 10 | 0 | 0.0100 | 268 | 105.9% | -0.00 | 0.0034 | -0.001 | |
| 6.05 | 6.25 | 240 | 125.9% | 0.99 | 0.0045 | 0.000 | 10.5 | 0 | 0.0100 | 2 | 105.1% | -0.00 | 0.0045 | -0.001 | ||
| 5.55 | 5.75 | 10 | 365 | 114.3% | 0.99 | 0.0061 | 0.000 | 11 | 0 | 0.0100 | 1 | 22 | 95.5% | -0.01 | 0.0061 | -0.002 |
| 5.05 | 5.25 | 22 | 103.1% | 0.99 | 0.0084 | 0.000 | 11.5 | 0 | 0.0100 | 2,021 | 86.2% | -0.01 | 0.0084 | -0.002 | ||
| 4.55 | 4.75 | 13 | 2,137 | 92.5% | 0.99 | 0.0117 | -0.000 | 12 | 0 | 0.0300 | 576 | 81.9% | -0.01 | 0.0117 | -0.002 | |
| 4.05 | 4.25 | 44 | 82.1% | 0.98 | 0.0168 | -0.001 | 12.5 | 0 | 0.0300 | 120 | 72.9% | -0.02 | 0.0168 | -0.003 | ||
| 3.55 | 3.75 | 12 | 2,271 | 72.2% | 0.98 | 0.0245 | -0.002 | 13 | 0 | 0.0300 | 1 | 4,571 | 64.1% | -0.02 | 0.0245 | -0.004 |
| 3.10 | 3.25 | 2 | 402 | 70.8% | 0.97 | 0.0368 | -0.003 | 13.5 | 0 | 0.0300 | 10 | 1,036 | 55.5% | -0.03 | 0.0368 | -0.005 |
| 2.61 | 2.74 | 50 | 2,183 | 60.5% | 0.95 | 0.0580 | -0.006 | 14 | 0.0200 | 0.0500 | 11 | 34.4K | 51.6% | -0.05 | 0.0580 | -0.007 |
| 2.15 | 2.27 | 38 | 1,739 | 57.5% | 0.91 | 0.0922 | -0.010 | 14.5 | 0.0300 | 0.0800 | 333 | 20.4K | 50.9% | -0.09 | 0.0922 | -0.011 |
| 1.72 | 1.84 | 2,347 | 8,265 | 56.6% | 0.84 | 0.1336 | -0.016 | 15 | 0.1000 | 0.1600 | 8,455 | 82.4K | 53.0% | -0.16 | 0.1336 | -0.016 |
| 1.37 | 1.48 | 688 | 2,502 | 59.5% | 0.74 | 0.1656 | -0.023 | 15.5 | 0.2300 | 0.3100 | 2,378 | 98.0K | 56.4% | -0.25 | 0.1656 | -0.023 |
| 1.12 | 1.20 | 2,144 | 31.4K | 65.0% | 0.64 | 0.1802 | -0.029 | 16 | 0.4700 | 0.5600 | 10.2K | 259.7K | 63.3% | -0.35 | 0.1802 | -0.029 |
| 0.9200 | 1.03 | 3,937 | 39.6K | 72.1% | 0.55 | 0.1757 | -0.033 | 16.5 | 0.7700 | 0.8700 | 7,621 | 80.1K | 69.7% | -0.45 | 0.1757 | -0.033 |
| 0.7900 | 0.8500 | 3,201 | 54.8K | 77.6% | 0.47 | 0.1587 | -0.037 | 17 | 1.15 | 1.23 | 9,137 | 279.3K | 77.3% | -0.53 | 0.1587 | -0.037 |
| 0.7000 | 0.7900 | 255 | 55.4K | 86.7% | 0.41 | 0.1410 | -0.040 | 17.5 | 1.54 | 1.65 | 354 | 99.5K | 84.8% | -0.59 | 0.1410 | -0.040 |
| 0.6500 | 0.7200 | 4,162 | 155.5K | 95.0% | 0.36 | 0.1254 | -0.042 | 18 | 1.97 | 2.07 | 3,117 | 166.6K | 91.8% | -0.64 | 0.1254 | -0.041 |
| 0.5800 | 0.6600 | 620 | 72.0K | 101.3% | 0.32 | 0.1122 | -0.043 | 18.5 | 2.41 | 2.52 | 129 | 63.0K | 98.9% | -0.68 | 0.1122 | -0.042 |
| 0.5300 | 0.6100 | 8,289 | 121.4K | 107.6% | 0.29 | 0.1009 | -0.043 | 19 | 2.86 | 2.97 | 175 | 156.0K | 105.2% | -0.71 | 0.1009 | -0.042 |
| 0.4800 | 0.5600 | 105 | 23.9K | 112.9% | 0.26 | 0.0912 | -0.043 | 19.5 | 3.30 | 3.45 | 63 | 24.7K | 111.4% | -0.74 | 0.0912 | -0.042 |
| 0.4500 | 0.5200 | 23.0K | 351.1K | 118.6% | 0.24 | 0.0829 | -0.043 | 20 | 3.75 | 3.90 | 40 | 158.9K | 115.7% | -0.76 | 0.0829 | -0.042 |
| 0.4100 | 0.4800 | 4,086 | 17.6K | 123.1% | 0.22 | 0.0757 | -0.043 | 20.5 | 4.20 | 4.35 | 5,306 | 119.0% | -0.78 | 0.0757 | -0.041 | |
| 0.3800 | 0.4500 | 5,035 | 149.0K | 127.9% | 0.20 | 0.0694 | -0.042 | 21 | 4.70 | 4.85 | 7 | 18.6K | 127.1% | -0.80 | 0.0694 | -0.040 |
| 0.3400 | 0.4100 | 9 | 9,984 | 131.0% | 0.19 | 0.0638 | -0.041 | 21.5 | 5.15 | 5.30 | 3,433 | 129.0% | -0.81 | 0.0638 | -0.039 | |
| 0.3200 | 0.3900 | 1,717 | 161.4K | 135.8% | 0.17 | 0.0589 | -0.040 | 22 | 5.60 | 5.75 | 2 | 42.0K | 129.9% | -0.83 | 0.0589 | -0.038 |
| 0.2900 | 0.3600 | 565 | 8,484 | 138.8% | 0.16 | 0.0545 | -0.039 | 22.5 | 6.10 | 6.25 | 1 | 75 | 136.7% | -0.84 | 0.0545 | -0.037 |
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 — Sep 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.