VIX Optionskette Cboe Volatility Index
Cboe delayed options data · Stand 15:05 UTC
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 ±19.0% (14.46–21.26) · ATM IV 81.5% · P/C Open Interest 0.30
| 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 | |
| 8.20 | 8.60 | 121 | 255 | 0.99 | 0.0019 | 0.000 | 10 | 0 | 0.0100 | 366 | 83.5% | -0.00 | 0.0019 | -0.001 | ||
| 7.70 | 8.10 | 22 | 0.99 | 0.0027 | 0.000 | 10.5 | 0 | 0.0100 | 204 | 77.4% | -0.00 | 0.0027 | -0.001 | |||
| 7.20 | 7.60 | 161 | 0.99 | 0.0037 | 0.000 | 11 | 0 | 0.0100 | 2 | 459 | 71.5% | -0.01 | 0.0037 | -0.001 | ||
| 6.70 | 7.10 | 3 | 0.99 | 0.0051 | -0.000 | 11.5 | 0 | 0.0200 | 4 | 71.5% | -0.01 | 0.0051 | -0.001 | |||
| 6.20 | 6.60 | 2 | 2,083 | 0.99 | 0.0069 | -0.001 | 12 | 0 | 0.0200 | 664 | 65.7% | -0.01 | 0.0069 | -0.001 | ||
| 5.70 | 6.10 | 22 | 0.98 | 0.0094 | -0.001 | 12.5 | 0 | 0.0200 | 935 | 60.1% | -0.01 | 0.0094 | -0.002 | |||
| 5.25 | 5.60 | 1,675 | 0.98 | 0.0129 | -0.001 | 13 | 0 | 0.0200 | 1 | 10.3K | 54.7% | -0.02 | 0.0129 | -0.002 | ||
| 4.90 | 5.00 | 88 | 0.97 | 0.0177 | -0.002 | 13.5 | 0.0100 | 0.0300 | 1,450 | 3,787 | 54.7% | -0.02 | 0.0177 | -0.003 | ||
| 4.45 | 4.55 | 46 | 1,095 | 48.0% | 0.96 | 0.0251 | -0.003 | 14 | 0.0200 | 0.0400 | 1,009 | 20.1K | 52.6% | -0.03 | 0.0251 | -0.004 |
| 3.95 | 4.05 | 6 | 1,560 | 42.0% | 0.94 | 0.0365 | -0.004 | 14.5 | 0.0400 | 0.0800 | 23 | 53.0K | 53.6% | -0.05 | 0.0365 | -0.005 |
| 3.55 | 3.65 | 552 | 7,241 | 55.3% | 0.91 | 0.0512 | -0.007 | 15 | 0.1100 | 0.1400 | 10.0K | 134.2K | 56.7% | -0.08 | 0.0512 | -0.007 |
| 3.15 | 3.25 | 2 | 362 | 58.5% | 0.86 | 0.0672 | -0.011 | 15.5 | 0.2200 | 0.2500 | 1,646 | 34.1K | 60.6% | -0.13 | 0.0672 | -0.011 |
| 2.80 | 2.87 | 145 | 27.2K | 61.3% | 0.81 | 0.0792 | -0.015 | 16 | 0.3600 | 0.4000 | 12.1K | 153.8K | 63.8% | -0.19 | 0.0792 | -0.015 |
| 2.51 | 2.57 | 109 | 1,817 | 65.9% | 0.75 | 0.0865 | -0.019 | 16.5 | 0.5700 | 0.6000 | 74 | 42.5K | 68.1% | -0.25 | 0.0865 | -0.019 |
| 2.26 | 2.33 | 96 | 7,436 | 70.6% | 0.69 | 0.0899 | -0.022 | 17 | 0.8400 | 0.8600 | 2,302 | 164.4K | 73.3% | -0.30 | 0.0899 | -0.023 |
| 2.06 | 2.13 | 11 | 47.0K | 75.3% | 0.64 | 0.0903 | -0.025 | 17.5 | 1.12 | 1.16 | 177 | 143.0K | 77.6% | -0.36 | 0.0903 | -0.025 |
| 1.89 | 1.97 | 811 | 168.7K | 80.7% | 0.59 | 0.0887 | -0.028 | 18 | 1.45 | 1.49 | 2,561 | 84.3K | 82.3% | -0.41 | 0.0887 | -0.028 |
| 1.75 | 1.82 | 7,974 | 110.9K | 84.9% | 0.55 | 0.0860 | -0.030 | 18.5 | 1.80 | 1.85 | 9,578 | 107.9K | 86.8% | -0.45 | 0.0860 | -0.030 |
| 1.63 | 1.71 | 254 | 87.6K | 89.6% | 0.51 | 0.0825 | -0.032 | 19 | 2.18 | 2.24 | 4,494 | 114.3K | 91.6% | -0.49 | 0.0825 | -0.032 |
| 1.54 | 1.59 | 389 | 14.6K | 93.8% | 0.48 | 0.0789 | -0.033 | 19.5 | 2.56 | 2.64 | 352 | 17.9K | 95.7% | -0.52 | 0.0789 | -0.033 |
| 1.45 | 1.52 | 17.1K | 313.3K | 98.4% | 0.45 | 0.0752 | -0.034 | 20 | 2.98 | 3.05 | 5,858 | 71.6K | 100.1% | -0.55 | 0.0752 | -0.034 |
| 1.37 | 1.44 | 7 | 18.5K | 102.3% | 0.42 | 0.0716 | -0.035 | 20.5 | 3.40 | 3.50 | 559 | 104.9% | -0.58 | 0.0716 | -0.035 | |
| 1.30 | 1.37 | 11.3K | 136.2K | 106.1% | 0.40 | 0.0681 | -0.036 | 21 | 3.80 | 3.90 | 12 | 32.3K | 107.3% | -0.60 | 0.0681 | -0.036 |
| 1.24 | 1.30 | 32 | 32.9K | 109.4% | 0.37 | 0.0648 | -0.036 | 21.5 | 4.25 | 4.35 | 1 | 1,910 | 111.7% | -0.62 | 0.0648 | -0.036 |
| 1.18 | 1.21 | 1,585 | 168.5K | 112.2% | 0.35 | 0.0618 | -0.037 | 22 | 4.65 | 4.80 | 9 | 65.9K | 114.4% | -0.64 | 0.0618 | -0.037 |
| 1.13 | 1.19 | 4 | 11.7K | 116.1% | 0.34 | 0.0589 | -0.037 | 22.5 | 5.10 | 5.25 | 2,072 | 118.0% | -0.66 | 0.0589 | -0.037 | |
| 1.08 | 1.14 | 4,217 | 107.0K | 119.4% | 0.32 | 0.0563 | -0.038 | 23 | 5.55 | 5.70 | 17 | 35.5K | 121.1% | -0.67 | 0.0563 | -0.037 |
| 1.03 | 1.09 | 14 | 18.0K | 122.2% | 0.31 | 0.0538 | -0.038 | 23.5 | 6.00 | 6.15 | 3 | 124.0% | -0.69 | 0.0538 | -0.037 | |
| 0.9900 | 1.05 | 83 | 57.9K | 125.1% | 0.29 | 0.0515 | -0.038 | 24 | 6.45 | 6.60 | 6 | 8,231 | 126.6% | -0.70 | 0.0515 | -0.037 |
| 0.9500 | 1.01 | 9 | 3,381 | 127.8% | 0.28 | 0.0494 | -0.038 | 24.5 | 6.95 | 7.05 | 15 | 130.2% | -0.72 | 0.0494 | -0.037 | |
| 0.9100 | 0.9700 | 1,689 | 325.6K | 130.2% | 0.27 | 0.0474 | -0.038 | 25 | 7.40 | 7.50 | 27 | 7,107 | 132.2% | -0.73 | 0.0474 | -0.037 |
| 0.8400 | 0.9000 | 28 | 36.3K | 134.9% | 0.25 | 0.0438 | -0.038 | 26 | 8.30 | 8.40 | 1 | 1,494 | 135.5% | -0.75 | 0.0438 | -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 — Nov 18, 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.
CallsPuts