VIX 期权链 Cboe Volatility Index
Cboe delayed options data · 截至 16:03 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 ±11.5% (13.17–16.59) · ATM IV 51.7% · P/C 未平仓量 0.44
| 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 | |
| 6.35 | 6.55 | 2 | 3,980 | 138.0% | 1.00 | 0.0028 | 0.000 | 10 | 0 | 0.0100 | 268 | 105.8% | -0.00 | 0.0028 | -0.001 | |
| 5.85 | 6.05 | 240 | 125.6% | 0.99 | 0.0042 | 0.000 | 10.5 | 0 | 0.0200 | 2 | 104.8% | -0.00 | 0.0042 | -0.001 | ||
| 5.35 | 5.55 | 365 | 113.7% | 0.99 | 0.0062 | 0.000 | 11 | 0 | 0.0200 | 23 | 94.9% | -0.01 | 0.0062 | -0.002 | ||
| 4.80 | 5.05 | 22 | 82.4% | 0.99 | 0.0089 | 0.000 | 11.5 | 0 | 0.0200 | 2,021 | 85.5% | -0.01 | 0.0089 | -0.002 | ||
| 4.30 | 4.55 | 2,134 | 72.5% | 0.99 | 0.0128 | -0.000 | 12 | 0 | 0.0200 | 576 | 76.4% | -0.01 | 0.0128 | -0.002 | ||
| 3.80 | 4.05 | 1 | 44 | 63.1% | 0.98 | 0.0182 | -0.001 | 12.5 | 0 | 0.0200 | 120 | 67.5% | -0.02 | 0.0182 | -0.003 | |
| 3.40 | 3.50 | 4 | 2,269 | 70.7% | 0.98 | 0.0261 | -0.002 | 13 | 0 | 0.0200 | 1 | 4,572 | 59.0% | -0.02 | 0.0261 | -0.004 |
| 2.90 | 2.96 | 402 | 50.2% | 0.97 | 0.0386 | -0.003 | 13.5 | 0 | 0.0300 | 1,046 | 53.9% | -0.03 | 0.0387 | -0.004 | ||
| 2.42 | 2.48 | 21 | 2,206 | 51.0% | 0.95 | 0.0612 | -0.005 | 14 | 0.0200 | 0.0400 | 34.5K | 51.5% | -0.05 | 0.0612 | -0.006 | |
| 1.95 | 2.01 | 17 | 1,725 | 49.1% | 0.91 | 0.1007 | -0.008 | 14.5 | 0.0500 | 0.0800 | 23 | 20.7K | 50.6% | -0.09 | 0.1007 | -0.009 |
| 1.55 | 1.59 | 169 | 8,021 | 52.2% | 0.84 | 0.1543 | -0.014 | 15 | 0.1300 | 0.1500 | 386 | 85.3K | 51.2% | -0.16 | 0.1543 | -0.015 |
| 1.21 | 1.27 | 48 | 2,625 | 57.0% | 0.72 | 0.1917 | -0.022 | 15.5 | 0.2900 | 0.3200 | 46 | 98.1K | 55.9% | -0.27 | 0.1917 | -0.022 |
| 0.9600 | 1.00 | 293 | 32.1K | 61.7% | 0.61 | 0.1992 | -0.029 | 16 | 0.5400 | 0.5800 | 66 | 252.3K | 62.1% | -0.39 | 0.1992 | -0.029 |
| 0.8100 | 0.8500 | 9,739 | 40.9K | 70.3% | 0.51 | 0.1830 | -0.034 | 16.5 | 0.8700 | 0.9300 | 9,712 | 84.5K | 70.0% | -0.49 | 0.1830 | -0.034 |
| 0.6900 | 0.7400 | 5,580 | 53.8K | 78.0% | 0.44 | 0.1623 | -0.037 | 17 | 1.26 | 1.29 | 403 | 280.6K | 76.8% | -0.56 | 0.1623 | -0.037 |
| 0.6100 | 0.6600 | 107 | 56.3K | 85.8% | 0.38 | 0.1428 | -0.039 | 17.5 | 1.68 | 1.74 | 20 | 99.0K | 85.9% | -0.62 | 0.1428 | -0.039 |
| 0.5600 | 0.5900 | 252 | 154.1K | 93.3% | 0.33 | 0.1260 | -0.041 | 18 | 2.12 | 2.18 | 1 | 165.3K | 93.6% | -0.67 | 0.1260 | -0.040 |
| 0.5000 | 0.5500 | 520 | 72.5K | 100.3% | 0.30 | 0.1117 | -0.041 | 18.5 | 2.57 | 2.63 | 61.3K | 100.6% | -0.70 | 0.1117 | -0.040 | |
| 0.4600 | 0.4900 | 687 | 124.6K | 106.0% | 0.26 | 0.0998 | -0.041 | 19 | 3.00 | 3.10 | 151 | 156.1K | 106.4% | -0.73 | 0.0998 | -0.040 |
| 0.4200 | 0.4500 | 5 | 24.0K | 111.6% | 0.24 | 0.0896 | -0.041 | 19.5 | 3.45 | 3.55 | 24.8K | 111.0% | -0.76 | 0.0896 | -0.040 | |
| 0.3900 | 0.4100 | 41.0K | 346.4K | 116.8% | 0.22 | 0.0810 | -0.041 | 20 | 3.90 | 4.05 | 5 | 158.9K | 117.4% | -0.78 | 0.0810 | -0.039 |
| 0.3600 | 0.4000 | 1 | 17.6K | 123.0% | 0.20 | 0.0736 | -0.040 | 20.5 | 4.40 | 4.50 | 5,306 | 123.2% | -0.80 | 0.0736 | -0.038 | |
| 0.3300 | 0.3700 | 18 | 145.1K | 127.4% | 0.18 | 0.0672 | -0.040 | 21 | 4.85 | 4.95 | 1 | 18.6K | 125.2% | -0.82 | 0.0672 | -0.037 |
| 0.3000 | 0.3400 | 10 | 9,984 | 131.1% | 0.17 | 0.0616 | -0.039 | 21.5 | 5.30 | 5.45 | 3,433 | 129.5% | -0.83 | 0.0616 | -0.036 | |
| 0.2800 | 0.3000 | 1,000 | 160.7K | 134.1% | 0.16 | 0.0567 | -0.038 | 22 | 5.80 | 5.90 | 20 | 42.0K | 133.3% | -0.84 | 0.0567 | -0.035 |
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。