Cboe Volatility Index (VIX · 指数)
价格（延迟）
15.20
-6.98%
预期涨跌幅The size of the up-or-down move the options market is pricing for a stock by a given date, read from option prices (the at-the-money straddle). It is a market-implied estimate, not a forecast. · Sep 16
±12.6%
预期区间
13.29–17.11
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.74.1%
IV百分位Where this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
97/标的范围
P/C 成交量Put volume (or open interest) divided by call volume (or open interest). A descriptive activity measure — it does not by itself say what traders expect.0.33
P/C 未平仓量0.37
Cboe delayed options data · 截至 06:39 UTC · 基于完整期权链衍生的数据 (1,420 合约, 12 到期日) · IV自身历史百分位在记录满60天后显示 (3 迄今为止)
预期涨跌幅 — Sep 16, 2026 (13 天)
方法论 →从期权价格中读取：平值跨式期权的成本即为市场在此日期前预计的双向波动幅度。这是对波动空间的估算，而非对方向的预测。
期权隐含波动幅度约为 ±12.6% (区间 13.29–17.11) 由 Sep 16, 2026. ATM 跨式组合: 1.91 @ 行权价 15 · ATM IV: 54.8%.
概率分布
模型与假设 →该曲线显示以当前隐含波动率为输入的对数正态模型对本到期日结果区间的估计，阴影部分为预期波动区间。
预期波动区间模型概率密度
| 级别 | vs 价格 | P(上涨)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(下跌) |
|---|---|---|---|
| 13.68 | -10% | 83.3% | 16.7% |
| 14.44 | -5% | 67.2% | 32.8% |
| 15.20 | +0% | 47.9% | 52.1% |
| 15.96 | +5% | 30.0% | 70.0% |
| 16.72 | +10% | 16.5% | 83.5% |
模型估算的标的在到期时收于各价位上方/下方的概率——基于既定假设的估算，非预测。
概率探索工具
拖动滑块至任意价位，查看模型估算的股票在所选到期日收于该价位上方或下方的概率。
P(收于上方)—
P(收于下方)—
P(触及，近似值)—
期限: Sep 16, 2026 · 对数正态模型，零漂移——仅为估算，非预测。 假设条件
到期日
打开期权链 →| 到期时间 | DTEDays to expiration, in calendar days. | 隐含涨跌幅 | ATM IV | 未平仓量 |
|---|---|---|---|---|
| Sep 09, 2026 | 6 | ±10.1% | 64.9% | 61.6K |
| Sep 16, 2026 | 13 | ±12.6% | 54.8% | 5.36M |
| Sep 23, 2026 | 20 | ±15.8% | 52.7% | 62.3K |
| Sep 30, 2026 | 27 | ±19.4% | 79.2% | 13.2K |
| Oct 21, 2026 | 48 | ±25.6% | 53.7% | 4.24M |
| Nov 18, 2026 | 76 | ±31.5% | 54.0% | 2.08M |
| Dec 16, 2026 | 104 | ±34.1% | 52.6% | 677.5K |
| Jan 20, 2027 | 139 | ±39.4% | 46.9% | 243.4K |
| Feb 17, 2027 | 167 | ±42.0% | 44.1% | 143.3K |
| Mar 17, 2027 | 195 | ±43.4% | 40.9% | 91.9K |
各行权价未平仓量 — Sep 16
期权头寸集中分布的位置。青色柱为 call，红色柱为 put；虚线为当前价格。
看涨期权看跌期权
未平仓量最集中的头寸（所有到期日 ≤ 60天）： 20 C · 626.7K17 P · 454.7K16 P · 438.4K19 P · 258.3K18 P · 257.3K
历史记录
完整历史数据 →每个交易日，我们在结果揭晓前记录期权市场对各到期日的定价。随着到期日陆续结算，本栏目将对预期与实际进行比对——记录一经生成，绝不改写。 记录起始日期：2026 年 8 月 31 日。