VXX rantai opsi iPath Series B S&P 500 VIX Short-Term Futures ETN
Setiap baris adalah satu strike. Bagian kiri adalah call, bagian kanan adalah put. Bid/ask adalah harga yang saat ini dikutip pembeli dan penjual; volume adalah kontrak yang diperdagangkan sesi ini; open interest adalah kontrak yang masih berdiri. Baris yang disorot paling dekat dengan harga saham.
Ekspirasi ini memperhitungkan pergerakan sekitar ±16.1% (14.82–20.54) · ATM IV 58.4% · P/C open interest 0.27
| CALLS | Strike | PUT | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Tanya | Vol | 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 | Bid | Tanya | Vol | OI | IV | Δ | Γ | Θ | |
| 6.80 | 10.80 | 122.3% | 0.99 | 0.0041 | 0.000 | 9 | 0 | 1.59 | 208.5% | -0.01 | 0.0041 | -0.001 | ||||
| 5.80 | 9.80 | 104.7% | 0.99 | 0.0059 | 0.000 | 10 | 0 | 0.7400 | 141.6% | -0.01 | 0.0059 | -0.001 | ||||
| 5.05 | 8.80 | 107.1% | 0.99 | 0.0085 | 0.000 | 11 | 0 | 0.6700 | 5 | 119.1% | -0.01 | 0.0085 | -0.002 | |||
| 4.45 | 7.80 | 1 | 110.2% | 0.98 | 0.0127 | 0.000 | 12 | 0 | 0.1000 | 2 | 64.6% | -0.02 | 0.0127 | -0.002 | ||
| 3.45 | 6.85 | 94.9% | 0.97 | 0.0208 | 0.000 | 13 | 0 | 0.0400 | 10 | 33 | 45.3% | -0.03 | 0.0209 | -0.002 | ||
| 3.45 | 4.20 | 26 | 51.2% | 0.94 | 0.0423 | -0.001 | 14 | 0.0100 | 0.1800 | 25 | 315 | 48.9% | -0.06 | 0.0425 | -0.004 | |
| 2.55 | 3.45 | 5 | 82 | 52.9% | 0.87 | 0.0750 | -0.005 | 15 | 0.1500 | 0.3500 | 10 | 196 | 50.5% | -0.13 | 0.0754 | -0.007 |
| 2.10 | 2.30 | 699 | 925 | 49.6% | 0.75 | 0.1037 | -0.010 | 16 | 0.4400 | 0.5200 | 1,473 | 466 | 49.6% | -0.25 | 0.1044 | -0.011 |
| 1.61 | 1.81 | 915 | 181 | 55.6% | 0.62 | 0.1130 | -0.014 | 17 | 0.9100 | 1.02 | 141 | 1,229 | 54.7% | -0.38 | 0.1138 | -0.014 |
| 1.22 | 1.37 | 3,146 | 4,701 | 58.6% | 0.51 | 0.1101 | -0.016 | 18 | 1.49 | 1.63 | 76 | 980 | 58.2% | -0.49 | 0.1111 | -0.016 |
| 0.9400 | 1.09 | 1,028 | 1,468 | 62.7% | 0.42 | 0.1011 | -0.017 | 19 | 2.08 | 2.45 | 13 | 485 | 61.8% | -0.58 | 0.1023 | -0.016 |
| 0.7500 | 0.8700 | 1,443 | 9,524 | 66.6% | 0.34 | 0.0899 | -0.017 | 20 | 3.05 | 3.15 | 35 | 3,063 | 67.5% | -0.66 | 0.0911 | -0.015 |
| 0.6500 | 0.7200 | 47 | 731 | 71.6% | 0.28 | 0.0785 | -0.016 | 21 | 3.75 | 4.20 | 55 | 139 | 72.7% | -0.72 | 0.0799 | -0.014 |
| 0.4500 | 0.6100 | 4,160 | 1,239 | 73.1% | 0.24 | 0.0682 | -0.016 | 22 | 4.70 | 4.90 | 332 | 73.2% | -0.76 | 0.0696 | -0.013 | |
| 0.3900 | 0.5400 | 132 | 426 | 79.5% | 0.20 | 0.0593 | -0.015 | 23 | 5.60 | 6.35 | 25 | 342 | 91.3% | -0.80 | 0.0607 | -0.012 |
| 0.3300 | 0.4700 | 86 | 4,613 | 81.2% | 0.18 | 0.0519 | -0.015 | 24 | 6.50 | 6.75 | 11 | 181 | 78.3% | -0.83 | 0.0533 | -0.011 |
| 0.3400 | 0.4500 | 39 | 3,038 | 87.7% | 0.16 | 0.0457 | -0.014 | 25 | 7.35 | 7.80 | 148 | 81.5% | -0.85 | 0.0471 | -0.009 | |
| 0.2400 | 0.3500 | 9 | 430 | 86.7% | 0.14 | 0.0405 | -0.013 | 26 | 8.40 | 8.75 | 15 | 206 | 87.8% | -0.87 | 0.0420 | -0.008 |
Strike yang ditampilkan: dalam kisaran ±50% dari harga aset dasar. Nilai intrinsik = maks(0, harga − strike) untuk call, maks(0, strike − harga) untuk put; ekstrinsik = harga opsi − intrinsik. Greeks dan IV sebagaimana dihitung oleh feed bursa.
Volatility smile — Oct 16, 2026
Halaman volatilitas →Implied volatility per strike untuk kedaluwarsa ini. Put out-of-the-money biasanya memiliki IV lebih tinggi daripada call — itulah skew.