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 ±11.9% (15.87–20.15) · ATM IV 52.0% · P/C 未平仓量 0.17
| 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 | |
| 2.47 | 6.65 | 39.3% | 0.98 | 0.0146 | -0.001 | 13.5 | 0 | 0.7500 | 101.7% | -0.01 | 0.0147 | -0.001 | ||||
| 3.00 | 4.05 | 0.96 | 0.0342 | -0.002 | 14.5 | 0 | 0.1400 | 51.4% | -0.04 | 0.0344 | -0.003 | |||||
| 2.83 | 3.35 | 2 | 36.9% | 0.94 | 0.0531 | -0.004 | 15 | 0.0100 | 0.0600 | 1 | 77 | 38.8% | -0.06 | 0.0534 | -0.004 | |
| 2.33 | 3.65 | 69.9% | 0.90 | 0.0770 | -0.006 | 15.5 | 0.0500 | 0.2800 | 139 | 49.2% | -0.10 | 0.0774 | -0.006 | |||
| 1.73 | 2.46 | 26.2% | 0.85 | 0.1034 | -0.008 | 16 | 0.0500 | 0.2200 | 1 | 263 | 39.2% | -0.15 | 0.1039 | -0.009 | ||
| 1.72 | 2.18 | 49.3% | 0.78 | 0.1280 | -0.011 | 16.5 | 0.1600 | 0.5200 | 3 | 197 | 46.6% | -0.22 | 0.1288 | -0.011 | ||
| 1.30 | 1.73 | 213 | 43.9% | 0.70 | 0.1419 | -0.014 | 17 | 0.4600 | 0.6000 | 6 | 255 | 48.6% | -0.30 | 0.1428 | -0.014 | |
| 1.19 | 1.56 | 1 | 79 | 52.5% | 0.62 | 0.1462 | -0.017 | 17.5 | 0.6500 | 0.9900 | 1 | 66 | 53.3% | -0.39 | 0.1472 | -0.017 |
| 0.9000 | 1.23 | 60 | 1,226 | 50.0% | 0.54 | 0.1441 | -0.018 | 18 | 0.9500 | 1.20 | 4 | 625 | 53.9% | -0.46 | 0.1452 | -0.018 |
| 0.9000 | 1.12 | 4 | 181 | 58.1% | 0.47 | 0.1380 | -0.019 | 18.5 | 1.24 | 1.54 | 28 | 55.7% | -0.53 | 0.1392 | -0.019 | |
| 0.6800 | 0.9500 | 7 | 645 | 57.9% | 0.41 | 0.1295 | -0.019 | 19 | 1.42 | 2.03 | 115 | 56.9% | -0.59 | 0.1308 | -0.019 | |
| 0.4500 | 0.8400 | 3 | 161 | 57.4% | 0.36 | 0.1199 | -0.019 | 19.5 | 1.55 | 2.33 | 31 | 50.2% | -0.64 | 0.1212 | -0.019 | |
| 0.3700 | 0.7000 | 6 | 153 | 58.7% | 0.32 | 0.1099 | -0.019 | 20 | 2.23 | 2.70 | 4 | 58.7% | -0.68 | 0.1112 | -0.019 | |
| 0.2500 | 0.6900 | 2 | 36 | 61.5% | 0.28 | 0.1001 | -0.019 | 20.5 | 2.38 | 3.15 | 53.1% | -0.72 | 0.1014 | -0.019 | ||
| 0.3600 | 0.6000 | 38 | 68.1% | 0.25 | 0.0909 | -0.018 | 21 | 3.05 | 3.80 | 69.1% | -0.75 | 0.0922 | -0.018 | |||
| 0.3200 | 0.5400 | 3 | 51 | 70.6% | 0.22 | 0.0824 | -0.018 | 21.5 | 3.50 | 4.35 | 6 | 74.9% | -0.78 | 0.0838 | -0.018 | |
| 0.3600 | 0.4500 | 32 | 300 | 74.2% | 0.20 | 0.0748 | -0.017 | 22 | 3.95 | 4.60 | 20 | 70.1% | -0.81 | 0.0762 | -0.017 | |
| 0.2500 | 0.5700 | 5 | 500 | 79.6% | 0.18 | 0.0680 | -0.017 | 22.5 | 4.40 | 5.10 | 217 | 73.2% | -0.82 | 0.0694 | -0.016 | |
| 0.2500 | 0.4100 | 1 | 26 | 78.5% | 0.16 | 0.0620 | -0.016 | 23 | 4.95 | 5.60 | 83 | 79.8% | -0.84 | 0.0633 | -0.016 | |
| 0.1200 | 0.3900 | 4 | 56 | 76.7% | 0.15 | 0.0566 | -0.015 | 23.5 | 5.55 | 6.00 | 21 | 84.3% | -0.86 | 0.0580 | -0.015 | |
| 0.2400 | 0.3600 | 5 | 230 | 84.7% | 0.14 | 0.0519 | -0.015 | 24 | 6.00 | 6.30 | 54 | 77.6% | -0.87 | 0.0532 | -0.015 | |
| 0.1000 | 0.4300 | 931 | 85.7% | 0.13 | 0.0478 | -0.015 | 24.5 | 6.35 | 7.00 | 7 | 84.0% | -0.88 | 0.0490 | -0.014 | ||
| 0.0100 | 0.3400 | 5 | 55 | 80.4% | 0.12 | 0.0441 | -0.014 | 25 | 6.90 | 7.60 | 94.8% | -0.89 | 0.0453 | -0.014 | ||
| 0.0100 | 0.4000 | 1 | 87.2% | 0.11 | 0.0408 | -0.014 | 25.5 | 6.50 | 8.00 | -0.90 | 0.0420 | -0.013 | ||||
| 0 | 0.3300 | 175 | 86.2% | 0.10 | 0.0379 | -0.013 | 26 | 7.45 | 8.70 | 5 | 83.4% | -0.90 | 0.0390 | -0.013 | ||
| 0.0500 | 0.2900 | 7 | 93.2% | 0.09 | 0.0329 | -0.013 | 27 | 8.75 | 9.35 | 3 | 86.0% | -0.92 | 0.0340 | -0.012 | ||
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。