VIX 옵션 체인 Cboe Volatility Index
Cboe delayed options data · 기준일 00:46 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 ±20.6% (14.65–22.23) · ATM IV 90.2% · 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 | |
| 8.55 | 8.70 | 122 | 255 | 0.99 | 0.0035 | -0.001 | 10 | 0 | 0.0200 | 366 | 92.2% | -0.01 | 0.0035 | -0.001 | ||
| 8.05 | 8.25 | 22 | 79.5% | 0.99 | 0.0044 | -0.002 | 10.5 | 0 | 0.0200 | 204 | 85.6% | -0.01 | 0.0044 | -0.002 | ||
| 7.55 | 7.75 | 15 | 161 | 70.2% | 0.99 | 0.0055 | -0.002 | 11 | 0 | 0.0300 | 5 | 459 | 83.5% | -0.01 | 0.0055 | -0.002 |
| 7.10 | 7.25 | 3 | 83.8% | 0.99 | 0.0069 | -0.002 | 11.5 | 0 | 0.0300 | 4 | 77.2% | -0.01 | 0.0069 | -0.002 | ||
| 6.60 | 6.75 | 23 | 2,083 | 76.4% | 0.98 | 0.0089 | -0.002 | 12 | 0 | 0.0400 | 664 | 74.0% | -0.01 | 0.0089 | -0.002 | |
| 6.10 | 6.25 | 22 | 69.3% | 0.98 | 0.0115 | -0.003 | 12.5 | 0 | 0.0400 | 935 | 68.0% | -0.02 | 0.0115 | -0.003 | ||
| 5.60 | 5.75 | 2 | 1,675 | 62.5% | 0.97 | 0.0152 | -0.003 | 13 | 0 | 0.0400 | 7 | 10.3K | 62.1% | -0.02 | 0.0152 | -0.003 |
| 5.10 | 5.25 | 1 | 88 | 56.0% | 0.97 | 0.0203 | -0.004 | 13.5 | 0 | 0.0400 | 3,256 | 3,787 | 56.4% | -0.03 | 0.0203 | -0.004 |
| 4.60 | 4.75 | 54 | 1,095 | 49.7% | 0.95 | 0.0274 | -0.005 | 14 | 0.0200 | 0.0500 | 1,426 | 20.1K | 55.8% | -0.04 | 0.0274 | -0.005 |
| 4.15 | 4.30 | 20 | 1,560 | 56.6% | 0.94 | 0.0368 | -0.006 | 14.5 | 0.0400 | 0.0800 | 1,748 | 53.0K | 55.6% | -0.06 | 0.0368 | -0.006 |
| 3.70 | 3.85 | 632 | 7,241 | 57.5% | 0.91 | 0.0486 | -0.008 | 15 | 0.0800 | 0.1400 | 14.8K | 134.2K | 57.0% | -0.08 | 0.0486 | -0.008 |
| 3.30 | 3.45 | 5 | 362 | 61.0% | 0.87 | 0.0628 | -0.012 | 15.5 | 0.1800 | 0.2400 | 9,376 | 34.1K | 60.8% | -0.13 | 0.0628 | -0.012 |
| 2.98 | 3.15 | 545 | 27.2K | 67.9% | 0.81 | 0.0737 | -0.016 | 16 | 0.3400 | 0.4000 | 15.3K | 153.8K | 65.8% | -0.18 | 0.0737 | -0.016 |
| 2.69 | 2.81 | 157 | 1,817 | 71.0% | 0.76 | 0.0805 | -0.020 | 16.5 | 0.5400 | 0.6100 | 1,197 | 42.5K | 70.5% | -0.24 | 0.0805 | -0.020 |
| 2.45 | 2.56 | 334 | 7,436 | 75.9% | 0.70 | 0.0843 | -0.024 | 17 | 0.7900 | 0.8600 | 4,586 | 164.4K | 75.2% | -0.29 | 0.0843 | -0.024 |
| 2.24 | 2.35 | 76 | 47.0K | 80.5% | 0.65 | 0.0854 | -0.027 | 17.5 | 1.08 | 1.16 | 10.8K | 143.0K | 80.3% | -0.34 | 0.0854 | -0.027 |
| 2.09 | 2.20 | 1,868 | 168.7K | 86.4% | 0.61 | 0.0843 | -0.029 | 18 | 1.42 | 1.50 | 3,786 | 84.3K | 85.8% | -0.39 | 0.0843 | -0.029 |
| 1.93 | 2.04 | 14.2K | 110.9K | 90.4% | 0.56 | 0.0819 | -0.032 | 18.5 | 1.76 | 1.85 | 15.8K | 107.9K | 90.1% | -0.43 | 0.0819 | -0.032 |
| 1.83 | 1.93 | 12.3K | 87.6K | 95.9% | 0.53 | 0.0787 | -0.034 | 19 | 2.15 | 2.24 | 11.3K | 114.3K | 95.4% | -0.47 | 0.0787 | -0.034 |
| 1.71 | 1.81 | 545 | 14.6K | 99.7% | 0.49 | 0.0753 | -0.035 | 19.5 | 2.53 | 2.62 | 5,307 | 17.9K | 99.3% | -0.50 | 0.0753 | -0.035 |
| 1.63 | 1.70 | 51.5K | 313.3K | 103.8% | 0.47 | 0.0718 | -0.037 | 20 | 2.95 | 3.05 | 10.4K | 71.6K | 104.6% | -0.53 | 0.0718 | -0.037 |
| 1.54 | 1.63 | 121 | 18.5K | 108.0% | 0.44 | 0.0685 | -0.038 | 20.5 | 3.35 | 3.45 | 9 | 559 | 107.9% | -0.56 | 0.0685 | -0.038 |
| 1.47 | 1.57 | 18.6K | 136.2K | 112.4% | 0.42 | 0.0654 | -0.039 | 21 | 3.75 | 3.90 | 15 | 32.3K | 111.8% | -0.58 | 0.0654 | -0.039 |
| 1.41 | 1.50 | 72 | 32.9K | 116.2% | 0.40 | 0.0624 | -0.040 | 21.5 | 4.20 | 4.35 | 1 | 1,910 | 116.5% | -0.60 | 0.0624 | -0.040 |
| 1.34 | 1.43 | 4,923 | 168.5K | 119.3% | 0.38 | 0.0597 | -0.041 | 22 | 4.60 | 4.75 | 22 | 65.9K | 118.2% | -0.62 | 0.0597 | -0.041 |
| 1.29 | 1.37 | 24 | 11.7K | 122.8% | 0.36 | 0.0571 | -0.041 | 22.5 | 5.05 | 5.20 | 2,072 | 122.0% | -0.64 | 0.0571 | -0.041 | |
| 1.24 | 1.32 | 12.1K | 107.0K | 126.1% | 0.34 | 0.0548 | -0.041 | 23 | 5.50 | 5.65 | 37 | 35.5K | 125.4% | -0.65 | 0.0548 | -0.041 |
| 1.19 | 1.27 | 37 | 18.0K | 129.1% | 0.33 | 0.0526 | -0.042 | 23.5 | 5.95 | 6.10 | 3 | 128.4% | -0.67 | 0.0526 | -0.042 | |
| 1.14 | 1.22 | 1,727 | 57.9K | 131.7% | 0.32 | 0.0505 | -0.042 | 24 | 6.40 | 6.55 | 6 | 8,231 | 131.2% | -0.68 | 0.0505 | -0.042 |
| 1.10 | 1.18 | 73 | 3,381 | 134.7% | 0.30 | 0.0486 | -0.042 | 24.5 | 6.85 | 7.00 | 5 | 15 | 133.7% | -0.69 | 0.0486 | -0.042 |
| 1.06 | 1.14 | 7,956 | 325.6K | 137.3% | 0.29 | 0.0468 | -0.042 | 25 | 7.30 | 7.45 | 32 | 7,107 | 135.9% | -0.70 | 0.0468 | -0.042 |
| 0.9900 | 1.06 | 103 | 36.3K | 142.3% | 0.27 | 0.0435 | -0.042 | 26 | 8.25 | 8.40 | 1 | 1,494 | 142.4% | -0.73 | 0.0435 | -0.042 |
| 0.9300 | 1.00 | 874 | 99.4K | 147.3% | 0.25 | 0.0406 | -0.042 | 27 | 9.20 | 9.35 | 1,265 | 148.2% | -0.74 | 0.0406 | -0.042 | |
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.