VIX 期权链 Cboe Volatility Index
Cboe delayed options data · 截至 14:05 UTC
每行对应一个行权价。左半部分为call，右半部分为put。买价/卖价为买卖双方当前报价；成交量为本交易日已成交合约数；未平仓量为持仓合约数。高亮行最接近当前股价。
本到期日定价的波动幅度约为 ±20.3% (14.86–22.41) · ATM IV 89.5% · P/C 未平仓量 0.30
| 看涨期权 | 行权价 | 认沽期权 | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 买价 | 提问 | 成交量 | 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 | 买价 | 提问 | 成交量 | OI | IV | Δ | Γ | Θ | |
| 8.70 | 9.30 | 60 | 270 | 112.2% | 0.99 | 0.0011 | 0.000 | 10 | 0 | 0.0100 | 366 | 88.0% | -0.00 | 0.0011 | -0.000 | |
| 8.20 | 8.80 | 22 | 103.6% | 0.99 | 0.0016 | 0.000 | 10.5 | 0 | 0.0100 | 204 | 81.8% | -0.00 | 0.0016 | -0.000 | ||
| 7.70 | 8.20 | 163 | 0.99 | 0.0023 | 0.000 | 11 | 0 | 0.0100 | 461 | 75.9% | -0.00 | 0.0023 | -0.001 | |||
| 7.20 | 7.75 | 3 | 66.0% | 0.99 | 0.0033 | 0.000 | 11.5 | 0 | 0.0200 | 4 | 76.1% | -0.00 | 0.0033 | -0.001 | ||
| 6.70 | 7.25 | 2,088 | 54.9% | 0.99 | 0.0046 | 0.000 | 12 | 0 | 0.0200 | 664 | 70.2% | -0.01 | 0.0046 | -0.001 | ||
| 6.25 | 6.75 | 22 | 73.0% | 0.99 | 0.0065 | -0.000 | 12.5 | 0 | 0.0200 | 935 | 64.6% | -0.01 | 0.0065 | -0.001 | ||
| 5.75 | 6.25 | 1,675 | 66.2% | 0.98 | 0.0093 | -0.001 | 13 | 0 | 0.0200 | 10.3K | 59.1% | -0.01 | 0.0093 | -0.002 | ||
| 5.40 | 5.50 | 87 | 0.98 | 0.0132 | -0.002 | 13.5 | 0 | 0.0300 | 2,933 | 56.9% | -0.02 | 0.0132 | -0.002 | |||
| 4.95 | 5.05 | 51 | 1,123 | 53.2% | 0.97 | 0.0192 | -0.002 | 14 | 0.0200 | 0.0400 | 6 | 19.5K | 57.5% | -0.03 | 0.0192 | -0.003 |
| 4.45 | 4.55 | 50 | 1,542 | 47.1% | 0.95 | 0.0293 | -0.004 | 14.5 | 0.0400 | 0.0700 | 1 | 51.9K | 58.0% | -0.04 | 0.0293 | -0.005 |
| 4.00 | 4.10 | 35 | 6,997 | 53.8% | 0.93 | 0.0416 | -0.007 | 15 | 0.0800 | 0.1200 | 318 | 145.4K | 59.4% | -0.07 | 0.0416 | -0.007 |
| 3.60 | 3.70 | 363 | 60.3% | 0.89 | 0.0546 | -0.010 | 15.5 | 0.1700 | 0.2100 | 3 | 43.0K | 63.1% | -0.10 | 0.0546 | -0.010 | |
| 3.20 | 3.35 | 175 | 27.3K | 64.1% | 0.84 | 0.0670 | -0.014 | 16 | 0.3100 | 0.3400 | 1,035 | 155.2K | 67.2% | -0.16 | 0.0670 | -0.015 |
| 2.93 | 2.99 | 2 | 1,764 | 69.0% | 0.79 | 0.0753 | -0.019 | 16.5 | 0.4800 | 0.5200 | 44.5K | 71.0% | -0.21 | 0.0753 | -0.019 | |
| 2.65 | 2.72 | 40 | 7,507 | 73.6% | 0.73 | 0.0804 | -0.022 | 17 | 0.7200 | 0.7500 | 8,134 | 168.1K | 76.0% | -0.26 | 0.0804 | -0.023 |
| 2.42 | 2.49 | 2 | 47.7K | 78.3% | 0.68 | 0.0824 | -0.026 | 17.5 | 0.9700 | 1.02 | 12.1K | 140.5K | 80.1% | -0.32 | 0.0824 | -0.026 |
| 2.23 | 2.31 | 14 | 170.5K | 83.4% | 0.63 | 0.0820 | -0.029 | 18 | 1.28 | 1.34 | 29 | 85.2K | 85.2% | -0.36 | 0.0820 | -0.029 |
| 2.07 | 2.15 | 519 | 116.6K | 88.2% | 0.59 | 0.0802 | -0.032 | 18.5 | 1.65 | 1.68 | 113.6K | 90.8% | -0.41 | 0.0802 | -0.032 | |
| 1.94 | 2.02 | 11 | 93.4K | 93.2% | 0.55 | 0.0776 | -0.034 | 19 | 2.02 | 2.05 | 9,917 | 115.9K | 95.8% | -0.44 | 0.0776 | -0.034 |
| 1.84 | 1.90 | 20 | 14.9K | 98.1% | 0.52 | 0.0746 | -0.036 | 19.5 | 2.37 | 2.44 | 16.9K | 99.8% | -0.48 | 0.0746 | -0.036 | |
| 1.75 | 1.80 | 5,061 | 319.6K | 102.7% | 0.49 | 0.0715 | -0.038 | 20 | 2.77 | 2.83 | 55 | 65.1K | 104.1% | -0.51 | 0.0715 | -0.038 |
| 1.64 | 1.71 | 18.5K | 106.4% | 0.46 | 0.0684 | -0.039 | 20.5 | 3.15 | 3.25 | 558 | 107.9% | -0.54 | 0.0684 | -0.039 | ||
| 1.57 | 1.60 | 1,527 | 141.2K | 109.9% | 0.44 | 0.0654 | -0.040 | 21 | 3.60 | 3.70 | 32.3K | 113.4% | -0.56 | 0.0654 | -0.040 | |
| 1.50 | 1.56 | 3 | 32.9K | 114.6% | 0.41 | 0.0626 | -0.041 | 21.5 | 4.00 | 4.10 | 1,909 | 116.0% | -0.58 | 0.0626 | -0.041 | |
| 1.44 | 1.49 | 548 | 167.2K | 118.3% | 0.39 | 0.0600 | -0.042 | 22 | 4.45 | 4.55 | 66.0K | 120.5% | -0.60 | 0.0600 | -0.042 | |
| 1.38 | 1.44 | 11.8K | 122.0% | 0.38 | 0.0575 | -0.043 | 22.5 | 4.85 | 5.00 | 2,072 | 123.4% | -0.62 | 0.0575 | -0.042 | ||
| 1.32 | 1.35 | 470 | 108.7K | 124.3% | 0.36 | 0.0551 | -0.043 | 23 | 5.30 | 5.40 | 1 | 35.6K | 128.3% | -0.64 | 0.0551 | -0.043 |
| 1.28 | 1.33 | 17.9K | 128.6% | 0.34 | 0.0530 | -0.044 | 23.5 | 5.75 | 5.90 | 3 | 130.4% | -0.65 | 0.0530 | -0.043 | ||
| 1.24 | 1.29 | 59.0K | 132.0% | 0.33 | 0.0509 | -0.044 | 24 | 6.20 | 6.35 | 8 | 8,228 | 133.5% | -0.67 | 0.0509 | -0.043 | |
| 1.18 | 1.24 | 4 | 3,421 | 134.4% | 0.32 | 0.0490 | -0.044 | 24.5 | 6.65 | 6.80 | 20 | 136.2% | -0.68 | 0.0490 | -0.043 | |
| 1.15 | 1.20 | 3,092 | 328.4K | 137.5% | 0.30 | 0.0472 | -0.044 | 25 | 7.15 | 7.25 | 5 | 7,110 | 140.0% | -0.69 | 0.0472 | -0.043 |
| 1.06 | 1.12 | 36.3K | 142.3% | 0.28 | 0.0439 | -0.044 | 26 | 8.05 | 8.15 | 1,495 | 144.3% | -0.71 | 0.0439 | -0.043 | ||
| 0.9900 | 1.05 | 1,651 | 99.6K | 147.0% | 0.26 | 0.0410 | -0.044 | 27 | 8.95 | 9.10 | 1,265 | 149.0% | -0.73 | 0.0410 | -0.043 | |
显示的行权价：标的价格 ±50% 范围内。内在价值 = max(0, 价格 − 行权价)（call）或 max(0, 行权价 − 价格)（put）；时间价值 = 期权价格 − 内在价值。 希腊字母及隐含波动率来自交易所数据源的计算结果。