VIX 옵션 체인 Cboe Volatility Index
Cboe delayed options data · 기준일 22:05 UTC
각 행은 하나의 행사가를 나타냅니다. 왼쪽 절반은 콜, 오른쪽 절반은 풋입니다. 매수호가/매도호가는 현재 매수자와 매도자가 제시하는 가격이며, 거래량은 이번 세션에서 거래된 계약 수, 미결제약정은 잔존 계약 수입니다. 강조 표시된 행이 현재 주가에 가장 가깝습니다.
이 만기는 약 ±20.9% (14.59–22.29) · ATM IV 169.6% · P/C 미결제약정 0.30
| 콜 | 행사가 | 풋 | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 매수호가 | 질문하기 | 거래량 | 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 | 매수호가 | 질문하기 | 거래량 | OI | IV | Δ | Γ | Θ | |
| 8.40 | 8.70 | 122 | 255 | 0.99 | 0.0024 | 0.000 | 10 | 0 | 0.0100 | 366 | 91.7% | -0.00 | 0.0024 | -0.001 | ||
| 7.90 | 8.35 | 22 | 0.99 | 0.0033 | 0.000 | 10.5 | 0 | 0.0100 | 204 | 85.1% | -0.00 | 0.0033 | -0.001 | |||
| 7.40 | 7.85 | 15 | 161 | 0.99 | 0.0044 | -0.000 | 11 | 0 | 0.0100 | 5 | 459 | 188.5% | -0.01 | 0.0044 | -0.001 | |
| 6.90 | 7.35 | 3 | 0.99 | 0.0058 | -0.001 | 11.5 | 0 | 0.0600 | 4 | 526.2% | -0.01 | 0.0058 | -0.001 | |||
| 6.40 | 6.85 | 23 | 2,083 | 76.1% | 0.99 | 0.0076 | -0.001 | 12 | 0 | 0.0600 | 664 | 90.8% | -0.01 | 0.0076 | -0.002 | |
| 5.90 | 6.35 | 22 | 84.4% | 0.98 | 0.0101 | -0.001 | 12.5 | 0 | 0.1000 | 935 | 83.6% | -0.01 | 0.0101 | -0.002 | ||
| 5.40 | 5.85 | 2 | 1,675 | 254.5% | 0.98 | 0.0135 | -0.002 | 13 | 0 | 0.1000 | 7 | 10.3K | 80.7% | -0.02 | 0.0135 | -0.002 |
| 4.90 | 5.35 | 1 | 88 | 55.7% | 0.97 | 0.0182 | -0.002 | 13.5 | 0.0100 | 0.0500 | 3,256 | 3,787 | 78.7% | -0.02 | 0.0182 | -0.003 |
| 4.45 | 4.95 | 54 | 1,095 | 101.2% | 0.96 | 0.0253 | -0.003 | 14 | 0.0200 | 0.0500 | 1,426 | 20.1K | 406.8% | -0.04 | 0.0253 | -0.004 |
| 3.95 | 4.40 | 20 | 1,560 | 129.6% | 0.94 | 0.0361 | -0.005 | 14.5 | 0.0400 | 0.0900 | 1,748 | 53.0K | 64.5% | -0.06 | 0.0361 | -0.006 |
| 3.55 | 3.95 | 632 | 7,241 | 0.91 | 0.0493 | -0.007 | 15 | 0.1000 | 0.1300 | 14.8K | 134.2K | 57.0% | -0.08 | 0.0493 | -0.008 | |
| 3.10 | 3.50 | 5 | 362 | 167.7% | 0.87 | 0.0640 | -0.011 | 15.5 | 0.1900 | 0.2700 | 9,376 | 34.1K | 352.9% | -0.13 | 0.0640 | -0.011 |
| 2.84 | 3.15 | 545 | 27.2K | 100.7% | 0.81 | 0.0751 | -0.016 | 16 | 0.3100 | 0.4200 | 15.3K | 153.8K | 70.3% | -0.19 | 0.0751 | -0.016 |
| 2.52 | 2.86 | 157 | 1,817 | 196.0% | 0.75 | 0.0821 | -0.020 | 16.5 | 0.4900 | 0.6300 | 1,197 | 42.5K | 66.3% | -0.24 | 0.0821 | -0.020 |
| 2.28 | 2.61 | 334 | 7,436 | 0.70 | 0.0859 | -0.023 | 17 | 0.7500 | 0.9700 | 4,586 | 164.4K | 70.7% | -0.30 | 0.0859 | -0.023 | |
| 2.09 | 2.37 | 76 | 47.0K | 219.1% | 0.65 | 0.0864 | -0.026 | 17.5 | 0.9500 | 1.26 | 10.8K | 143.0K | 281.6% | -0.35 | 0.0864 | -0.026 |
| 2.03 | 2.21 | 1,868 | 168.7K | 109.7% | 0.60 | 0.0849 | -0.029 | 18 | 1.44 | 1.54 | 3,786 | 84.3K | 84.4% | -0.39 | 0.0849 | -0.029 |
| 1.89 | 2.12 | 14.2K | 110.9K | 286.4% | 0.56 | 0.0821 | -0.031 | 18.5 | 1.74 | 1.95 | 15.8K | 107.9K | 52.8% | -0.44 | 0.0821 | -0.031 |
| 1.77 | 1.99 | 12.3K | 87.6K | 126.1% | 0.52 | 0.0788 | -0.033 | 19 | 2.02 | 2.36 | 11.3K | 114.3K | 280.1% | -0.47 | 0.0788 | -0.033 |
| 1.54 | 1.78 | 545 | 14.6K | 256.5% | 0.49 | 0.0753 | -0.035 | 19.5 | 2.39 | 2.74 | 5,307 | 17.9K | 213.7% | -0.51 | 0.0753 | -0.035 |
| 1.60 | 1.70 | 51.5K | 313.3K | 102.6% | 0.46 | 0.0718 | -0.036 | 20 | 2.90 | 3.10 | 10.4K | 71.6K | 257.4% | -0.53 | 0.0718 | -0.036 |
| 1.45 | 1.62 | 121 | 18.5K | 71.2% | 0.44 | 0.0685 | -0.038 | 20.5 | 3.20 | 3.50 | 9 | 559 | 182.3% | -0.56 | 0.0685 | -0.037 |
| 1.35 | 1.53 | 18.6K | 136.2K | 76.5% | 0.41 | 0.0653 | -0.039 | 21 | 3.65 | 3.95 | 15 | 32.3K | 211.3% | -0.58 | 0.0653 | -0.038 |
| 1.25 | 1.46 | 72 | 32.9K | 286.3% | 0.39 | 0.0623 | -0.040 | 21.5 | 4.15 | 4.50 | 1 | 1,910 | 149.7% | -0.60 | 0.0623 | -0.039 |
| 1.21 | 1.40 | 4,923 | 168.5K | 100.4% | 0.37 | 0.0596 | -0.040 | 22 | 4.65 | 4.80 | 22 | 65.9K | 132.4% | -0.62 | 0.0596 | -0.040 |
| 1.26 | 1.42 | 24 | 11.7K | 299.3% | 0.36 | 0.0570 | -0.041 | 22.5 | 4.95 | 5.25 | 2,072 | 113.7% | -0.64 | 0.0570 | -0.040 | |
| 1.17 | 1.29 | 12.1K | 107.0K | 123.8% | 0.34 | 0.0546 | -0.041 | 23 | 5.35 | 5.70 | 37 | 35.5K | 198.0% | -0.65 | 0.0546 | -0.041 |
| 1.05 | 1.34 | 37 | 18.0K | 311.3% | 0.33 | 0.0524 | -0.041 | 23.5 | 5.80 | 6.15 | 3 | 60.1% | -0.67 | 0.0524 | -0.041 | |
| 1.03 | 1.21 | 1,727 | 57.9K | 105.4% | 0.31 | 0.0503 | -0.042 | 24 | 6.25 | 6.75 | 6 | 8,231 | -0.68 | 0.0503 | -0.041 | |
| 0.9700 | 1.16 | 73 | 3,381 | 104.8% | 0.30 | 0.0484 | -0.042 | 24.5 | 6.90 | 7.20 | 5 | 15 | -0.69 | 0.0484 | -0.041 | |
| 1.07 | 1.15 | 7,956 | 325.6K | 148.7% | 0.29 | 0.0466 | -0.042 | 25 | 7.35 | 7.70 | 32 | 7,107 | -0.71 | 0.0466 | -0.041 | |
| 0.8600 | 1.06 | 103 | 36.3K | 290.2% | 0.27 | 0.0433 | -0.042 | 26 | 8.15 | 8.60 | 1 | 1,494 | 135.7% | -0.73 | 0.0433 | -0.041 |
| 0.9000 | 1.10 | 874 | 99.4K | 122.4% | 0.25 | 0.0404 | -0.042 | 27 | 9.20 | 9.55 | 1,265 | 144.2% | -0.74 | 0.0404 | -0.041 | |
표시되는 행사가: 기초자산 가격의 ±50% 범위 이내. 내재가치 = max(0, 가격 − 행사가) (콜 기준), max(0, 행사가 − 가격) (풋 기준); 외재가치 = 옵션 가격 − 내재가치. 거래소 피드에서 산출된 그릭스 및 IV.