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 ±6.4% (16.89–19.20) · ATM IV 75.5% · P/C open interest 0.25
| 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 | |
| 4.30 | 6.40 | 1.00 | 0.0043 | -0.002 | 12 | 0 | 0.0600 | 5 | 22 | 195.4% | -0.00 | 0.0043 | -0.003 | |||
| 3.50 | 5.35 | 2 | 0.99 | 0.0067 | -0.002 | 13 | 0 | 0.1000 | 11 | 176.3% | -0.01 | 0.0067 | -0.003 | |||
| 3.75 | 4.50 | 1 | 1 | 0.99 | 0.0085 | -0.002 | 13.5 | 0 | 0.0800 | 5 | 6 | 151.9% | -0.01 | 0.0085 | -0.003 | |
| 2.52 | 5.60 | 210.7% | 0.99 | 0.0110 | -0.003 | 14 | 0 | 0.0200 | 1 | 164 | 107.5% | -0.01 | 0.0110 | -0.003 | ||
| 3.20 | 3.45 | 1 | 1 | 86.9% | 0.99 | 0.0146 | -0.003 | 14.5 | 0 | 0.0700 | 181 | 115.5% | -0.01 | 0.0146 | -0.003 | |
| 2.72 | 3.00 | 1 | 52 | 102.7% | 0.99 | 0.0201 | -0.003 | 15 | 0 | 0.0100 | 612 | 72.7% | -0.01 | 0.0201 | -0.003 | |
| 2.14 | 2.39 | 2 | 103 | 0.99 | 0.0300 | -0.003 | 15.5 | 0 | 0.0100 | 17 | 630 | 60.5% | -0.01 | 0.0300 | -0.004 | |
| 1.59 | 2.25 | 11 | 255 | 89.9% | 0.98 | 0.0532 | -0.004 | 16 | 0 | 0.0400 | 43 | 2,105 | 60.9% | -0.02 | 0.0532 | -0.005 |
| 1.16 | 1.52 | 30 | 1,751 | 46.1% | 0.91 | 0.1524 | -0.018 | 16.5 | 0.0400 | 0.1000 | 346 | 1,827 | 63.6% | -0.09 | 0.1526 | -0.018 |
| 0.8500 | 1.01 | 191 | 2,987 | 53.5% | 0.77 | 0.2574 | -0.045 | 17 | 0.1400 | 0.2000 | 1,641 | 3,130 | 64.7% | -0.23 | 0.2579 | -0.045 |
| 0.6200 | 0.6900 | 800 | 2,859 | 64.6% | 0.61 | 0.2945 | -0.066 | 17.5 | 0.3300 | 0.4100 | 1,875 | 1,863 | 69.7% | -0.39 | 0.2952 | -0.066 |
| 0.4100 | 0.5500 | 6,901 | 11.0K | 73.4% | 0.47 | 0.2788 | -0.075 | 18 | 0.6100 | 0.7400 | 6,222 | 6,396 | 77.6% | -0.53 | 0.2794 | -0.075 |
| 0.3100 | 0.4100 | 860 | 10.3K | 84.7% | 0.35 | 0.2382 | -0.076 | 18.5 | 0.8100 | 1.22 | 1,023 | 790 | 81.2% | -0.65 | 0.2388 | -0.076 |
| 0.2500 | 0.3000 | 875 | 7,991 | 93.0% | 0.27 | 0.1937 | -0.071 | 19 | 1.28 | 1.64 | 266 | 574 | 93.9% | -0.73 | 0.1942 | -0.071 |
| 0.1100 | 0.2200 | 2,562 | 7,983 | 91.1% | 0.21 | 0.1550 | -0.066 | 19.5 | 1.69 | 2.10 | 4 | 41 | 100.8% | -0.79 | 0.1554 | -0.066 |
| 0.1500 | 0.2000 | 4,085 | 7,039 | 108.8% | 0.17 | 0.1246 | -0.060 | 20 | 2.09 | 2.56 | 2 | 254 | 102.3% | -0.84 | 0.1249 | -0.060 |
| 0 | 0.1600 | 643 | 638 | 113.9% | 0.14 | 0.1014 | -0.056 | 20.5 | 2.60 | 3.05 | 2 | 2 | 116.5% | -0.87 | 0.1016 | -0.055 |
| 0.0200 | 0.1300 | 19 | 3,563 | 109.2% | 0.11 | 0.0836 | -0.051 | 21 | 2.90 | 3.55 | 18 | 97.3% | -0.89 | 0.0839 | -0.051 | |
| 0.0600 | 0.3200 | 286 | 1,984 | 153.9% | 0.10 | 0.0700 | -0.047 | 21.5 | 2.59 | 4.95 | 2 | 126.1% | -0.90 | 0.0701 | -0.047 | |
| 0.0600 | 0.3500 | 168 | 1,741 | 170.2% | 0.08 | 0.0592 | -0.044 | 22 | 4.00 | 4.55 | 1 | 33 | 139.2% | -0.92 | 0.0594 | -0.043 |
| 0.0500 | 0.2700 | 17 | 2,460 | 170.4% | 0.07 | 0.0506 | -0.040 | 22.5 | 4.20 | 6.05 | 234.1% | -0.93 | 0.0508 | -0.040 | ||
| 0.0400 | 0.1500 | 21 | 1,724 | 160.4% | 0.06 | 0.0437 | -0.037 | 23 | 5.00 | 5.50 | 1 | 6 | 150.4% | -0.94 | 0.0439 | -0.037 |
| 0.0200 | 0.1500 | 13 | 42 | 166.4% | 0.06 | 0.0381 | -0.035 | 23.5 | 4.95 | 6.60 | 1 | 1 | 170.7% | -0.95 | 0.0382 | -0.034 |
| 0 | 0.2100 | 24 | 336 | 184.1% | 0.05 | 0.0334 | -0.032 | 24 | 6.00 | 6.50 | 1 | 21 | 169.5% | -0.95 | 0.0335 | -0.032 |
| 0 | 0.1400 | 5,015 | 5,625 | 187.0% | 0.04 | 0.0262 | -0.028 | 25 | 7.00 | 7.50 | 13 | 187.4% | -0.96 | 0.0263 | -0.028 | |
| 0.0300 | 0.1500 | 97 | 163 | 213.7% | 0.03 | 0.0210 | -0.025 | 26 | 7.45 | 8.50 | 18 | -0.97 | 0.0211 | -0.024 | ||
| 0 | 0.1000 | 2 | 39 | 207.2% | 0.03 | 0.0171 | -0.022 | 27 | 9.00 | 11.15 | 8 | 423.3% | -0.97 | 0.0173 | -0.021 | |
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 23, 2026
Halaman volatilitas →Implied volatility per strike untuk kedaluwarsa ini. Put out-of-the-money biasanya memiliki IV lebih tinggi daripada call — itulah skew.