VXX 期权链 iPath Series B S&P 500 VIX Short-Term Futures ETN
Cboe delayed options data · 截至 17:03 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 ±5.0% (17.11–18.91) · ATM IV 39.6% · P/C 未平仓量 0.19
| 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 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 13 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.25 | 5.85 | 189.8% | 0.99 | 0.0103 | -0.001 | 14 | 0 | 0.2600 | 121.7% | -0.01 | 0.0103 | -0.002 | ||||
| 2.85 | 4.05 | 1 | 141.6% | 0.99 | 0.0181 | -0.001 | 15 | 0 | 0.0100 | 2 | 51.4% | -0.01 | 0.0181 | -0.002 | ||
| 1.91 | 2.19 | 51 | 52 | 41.5% | 0.98 | 0.0414 | -0.002 | 16 | 0 | 0.0100 | 2 | 60 | 35.3% | -0.02 | 0.0415 | -0.002 |
| 1.45 | 1.67 | 5 | 3 | 35.9% | 0.95 | 0.1050 | -0.005 | 16.5 | 0.0100 | 0.0700 | 10 | 251 | 40.5% | -0.05 | 0.1054 | -0.005 |
| 0.9700 | 1.20 | 1 | 173 | 31.4% | 0.86 | 0.2192 | -0.012 | 17 | 0.0500 | 0.0800 | 289 | 486 | 34.3% | -0.14 | 0.2203 | -0.012 |
| 0.6900 | 0.8200 | 6 | 90 | 39.0% | 0.71 | 0.3331 | -0.019 | 17.5 | 0.1400 | 0.2200 | 1,566 | 1,680 | 35.1% | -0.29 | 0.3350 | -0.020 |
| 0.4000 | 0.5400 | 202 | 239 | 39.9% | 0.53 | 0.3553 | -0.025 | 18 | 0.3600 | 0.4900 | 42 | 473 | 39.2% | -0.48 | 0.3572 | -0.025 |
| 0.2400 | 0.3800 | 109 | 799 | 44.4% | 0.37 | 0.3068 | -0.026 | 18.5 | 0.6700 | 0.8000 | 38 | 693 | 40.7% | -0.63 | 0.3083 | -0.026 |
| 0.1900 | 0.2100 | 1,551 | 1,978 | 47.7% | 0.26 | 0.2386 | -0.024 | 19 | 1.10 | 1.24 | 8 | 359 | 48.2% | -0.75 | 0.2395 | -0.024 |
| 0.0500 | 0.1800 | 95 | 2,498 | 48.7% | 0.18 | 0.1787 | -0.022 | 19.5 | 1.48 | 1.75 | 3 | 128 | 53.4% | -0.82 | 0.1794 | -0.021 |
| 0.0800 | 0.1200 | 2,711 | 8,751 | 56.2% | 0.14 | 0.1343 | -0.019 | 20 | 1.94 | 2.20 | 2 | 683 | 56.9% | -0.87 | 0.1352 | -0.019 |
| 0 | 0.1600 | 4,000 | 4,072 | 61.5% | 0.11 | 0.1030 | -0.017 | 20.5 | 2.33 | 2.63 | 22 | -0.90 | 0.1042 | -0.017 | ||
| 0.0600 | 0.1500 | 1,057 | 2,695 | 74.8% | 0.08 | 0.0807 | -0.016 | 21 | 2.80 | 3.45 | 3 | 1,093 | 84.3% | -0.92 | 0.0821 | -0.015 |
| 0 | 0.0900 | 8 | 3,026 | 68.4% | 0.07 | 0.0644 | -0.014 | 21.5 | 3.35 | 3.70 | 109 | 72.3% | -0.93 | 0.0662 | -0.014 | |
| 0.0200 | 0.0500 | 175 | 2,256 | 71.8% | 0.06 | 0.0523 | -0.013 | 22 | 3.95 | 4.10 | 426 | 79.5% | -0.95 | 0.0542 | -0.013 | |
| 0.0100 | 0.1000 | 2 | 544 | 85.2% | 0.05 | 0.0431 | -0.012 | 22.5 | 4.35 | 4.60 | 2 | 104 | -0.96 | 0.0451 | -0.012 | |
| 0.0200 | 0.2400 | 12 | 410 | 110.8% | 0.04 | 0.0360 | -0.011 | 23 | 4.90 | 5.30 | 2 | 94 | 112.0% | -0.96 | 0.0380 | -0.011 |
| 0 | 0.0500 | 64 | 85.5% | 0.03 | 0.0303 | -0.010 | 23.5 | 5.30 | 5.60 | 2 | 169 | -0.97 | 0.0326 | -0.010 | ||
| 0 | 0.0400 | 6 | 658 | 87.9% | 0.03 | 0.0258 | -0.009 | 24 | 5.75 | 6.10 | 11 | -0.97 | 0.0280 | -0.009 | ||
| 0.0100 | 0.0900 | 3 | 14 | 108.1% | 0.03 | 0.0222 | -0.008 | 24.5 | 6.25 | 6.70 | 1 | 13 | -0.98 | 0.0243 | -0.009 | |
| 0.0100 | 0.0300 | 2 | 180 | 98.3% | 0.02 | 0.0192 | -0.008 | 25 | 6.90 | 7.20 | 1 | 164 | 126.0% | -0.98 | 0.0213 | -0.008 |
| 0 | 0.2500 | 12 | 424 | 142.5% | 0.02 | 0.0168 | -0.007 | 25.5 | 7.35 | 7.55 | 14 | 17 | -0.98 | 0.0188 | -0.007 | |
| 0 | 0.0800 | 240 | 120.0% | 0.02 | 0.0148 | -0.007 | 26 | 7.90 | 8.20 | 2 | 21 | 137.6% | -0.99 | 0.0165 | -0.006 | |
| 0 | 0.0600 | 161 | 119.5% | 0.02 | 0.0131 | -0.006 | 26.5 | 8.30 | 8.75 | 1 | 165 | 134.1% | -0.99 | 0.0146 | -0.006 | |
| 0 | 0.2400 | 1 | 123 | 158.4% | 0.01 | 0.0116 | -0.006 | 27 | 8.75 | 9.25 | 6 | 174 | 126.6% | -0.99 | 0.0131 | -0.005 |
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。