VIX 옵션 체인 Cboe Volatility Index
Cboe delayed options data · 기준일 09:39 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 ±11.8% (13.40–17.00) · ATM IV 52.2% · P/C 미결제약정 0.44
| 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 | |
| 6.45 | 6.60 | 10 | 3,980 | 114.3% | 0.99 | 0.0042 | 0.000 | 10 | 0 | 0.0100 | 268 | 105.8% | -0.00 | 0.0042 | -0.002 | |
| 5.95 | 6.10 | 240 | 103.1% | 0.99 | 0.0056 | 0.000 | 10.5 | 0 | 0.0100 | 2 | 104.9% | -0.01 | 0.0056 | -0.002 | ||
| 5.45 | 5.60 | 10 | 365 | 92.4% | 0.99 | 0.0074 | 0.000 | 11 | 0 | 0.0100 | 1 | 23 | 95.2% | -0.01 | 0.0074 | -0.002 |
| 4.95 | 5.10 | 22 | 82.2% | 0.99 | 0.0100 | -0.000 | 11.5 | 0 | 0.0100 | 2,021 | 85.8% | -0.01 | 0.0100 | -0.002 | ||
| 4.45 | 4.60 | 13 | 2,134 | 72.4% | 0.99 | 0.0137 | -0.001 | 12 | 0 | 0.0300 | 576 | 81.4% | -0.01 | 0.0137 | -0.003 | |
| 3.95 | 4.10 | 44 | 63.1% | 0.98 | 0.0192 | -0.002 | 12.5 | 0 | 0.0300 | 120 | 72.3% | -0.02 | 0.0192 | -0.003 | ||
| 3.45 | 3.60 | 12 | 2,269 | 54.1% | 0.97 | 0.0273 | -0.003 | 13 | 0 | 0.0300 | 1 | 4,572 | 63.4% | -0.02 | 0.0273 | -0.004 |
| 2.98 | 3.10 | 2 | 402 | 56.9% | 0.96 | 0.0398 | -0.004 | 13.5 | 0 | 0.0300 | 10 | 1,046 | 54.7% | -0.03 | 0.0398 | -0.005 |
| 2.49 | 2.61 | 50 | 2,206 | 51.9% | 0.95 | 0.0605 | -0.005 | 14 | 0.0200 | 0.0500 | 11 | 34.5K | 50.7% | -0.05 | 0.0605 | -0.007 |
| 2.03 | 2.16 | 38 | 1,725 | 53.3% | 0.91 | 0.0969 | -0.009 | 14.5 | 0.0300 | 0.0800 | 333 | 20.7K | 49.7% | -0.09 | 0.0969 | -0.010 |
| 1.61 | 1.73 | 2,347 | 8,021 | 53.7% | 0.83 | 0.1428 | -0.016 | 15 | 0.1100 | 0.1400 | 8,455 | 85.3K | 50.8% | -0.17 | 0.1428 | -0.016 |
| 1.27 | 1.38 | 688 | 2,625 | 57.5% | 0.73 | 0.1721 | -0.024 | 15.5 | 0.2500 | 0.3300 | 2,378 | 98.1K | 56.4% | -0.27 | 0.1721 | -0.024 |
| 1.10 | 1.14 | 2,144 | 32.1K | 67.6% | 0.62 | 0.1817 | -0.030 | 16 | 0.5000 | 0.5900 | 10.2K | 252.3K | 63.4% | -0.37 | 0.1817 | -0.030 |
| 0.8500 | 0.9500 | 3,937 | 40.9K | 71.0% | 0.53 | 0.1752 | -0.034 | 16.5 | 0.8200 | 0.9200 | 7,621 | 84.5K | 70.7% | -0.47 | 0.1752 | -0.034 |
| 0.7200 | 0.8200 | 3,201 | 53.8K | 78.0% | 0.46 | 0.1568 | -0.038 | 17 | 1.19 | 1.29 | 9,137 | 280.6K | 77.7% | -0.54 | 0.1568 | -0.038 |
| 0.6500 | 0.7400 | 255 | 56.3K | 86.7% | 0.40 | 0.1391 | -0.041 | 17.5 | 1.60 | 1.71 | 354 | 99.0K | 85.6% | -0.60 | 0.1391 | -0.040 |
| 0.6000 | 0.6700 | 4,162 | 154.1K | 94.6% | 0.35 | 0.1238 | -0.042 | 18 | 2.04 | 2.15 | 3,117 | 165.3K | 93.6% | -0.65 | 0.1238 | -0.042 |
| 0.5400 | 0.6200 | 620 | 72.5K | 101.5% | 0.31 | 0.1108 | -0.043 | 18.5 | 2.48 | 2.59 | 129 | 61.3K | 100.0% | -0.68 | 0.1108 | -0.042 |
| 0.4800 | 0.5700 | 8,289 | 124.6K | 107.1% | 0.28 | 0.0996 | -0.043 | 19 | 2.94 | 3.05 | 175 | 156.1K | 107.0% | -0.72 | 0.0996 | -0.042 |
| 0.4500 | 0.5300 | 105 | 24.0K | 113.5% | 0.25 | 0.0901 | -0.043 | 19.5 | 3.35 | 3.50 | 63 | 24.8K | 110.0% | -0.74 | 0.0901 | -0.042 |
| 0.4100 | 0.4900 | 23.0K | 346.4K | 118.6% | 0.23 | 0.0819 | -0.043 | 20 | 3.85 | 4.00 | 40 | 158.9K | 119.2% | -0.77 | 0.0819 | -0.041 |
| 0.3800 | 0.4500 | 4,086 | 17.6K | 123.3% | 0.21 | 0.0747 | -0.042 | 20.5 | 4.30 | 4.45 | 5,306 | 122.4% | -0.79 | 0.0747 | -0.040 | |
| 0.3400 | 0.4200 | 5,035 | 145.1K | 127.4% | 0.19 | 0.0683 | -0.041 | 21 | 4.75 | 4.90 | 7 | 18.6K | 124.8% | -0.81 | 0.0683 | -0.039 |
| 0.3200 | 0.3900 | 9 | 9,984 | 132.0% | 0.18 | 0.0628 | -0.040 | 21.5 | 5.25 | 5.40 | 3,433 | 132.4% | -0.82 | 0.0628 | -0.038 | |
| 0.2900 | 0.3600 | 1,717 | 160.7K | 135.3% | 0.16 | 0.0578 | -0.039 | 22 | 5.70 | 5.85 | 2 | 42.0K | 133.3% | -0.83 | 0.0578 | -0.037 |
| 0.2700 | 0.3300 | 565 | 8,536 | 138.8% | 0.15 | 0.0534 | -0.038 | 22.5 | 6.15 | 6.35 | 1 | 74 | 136.7% | -0.85 | 0.0534 | -0.035 |
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.