VXX 期权链 iPath Series B S&P 500 VIX Short-Term Futures ETN
Cboe delayed options data · 截至 09:45 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 ±29.1% (12.79–23.29) · ATM IV 75.7% · P/C 未平仓量 0.58
| 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 | |
| 5.40 | 10.10 | 9 | 0.98 | 0.0083 | 0.000 | 10 | 0 | 0.6800 | 1,154 | 97.8% | -0.02 | 0.0079 | -0.001 | |||
| 4.45 | 9.35 | 4 | 56.8% | 0.96 | 0.0146 | -0.001 | 11 | 0.0400 | 0.7800 | 2 | 502 | 89.9% | -0.03 | 0.0143 | -0.002 | |
| 3.60 | 8.45 | 3 | 60.6% | 0.93 | 0.0238 | -0.002 | 12 | 0.0600 | 0.2200 | 13 | 969 | 57.3% | -0.06 | 0.0236 | -0.003 | |
| 2.78 | 7.65 | 5 | 62.7% | 0.89 | 0.0352 | -0.004 | 13 | 0.1000 | 0.5300 | 310 | 60.3% | -0.10 | 0.0352 | -0.005 | ||
| 2.05 | 6.90 | 1 | 12 | 60.6% | 0.83 | 0.0463 | -0.007 | 14 | 0.3700 | 0.6800 | 1 | 1,821 | 60.4% | -0.17 | 0.0465 | -0.007 |
| 1.45 | 5.00 | 104 | 48.9% | 0.76 | 0.0544 | -0.009 | 15 | 0.7500 | 1.08 | 26 | 997 | 65.6% | -0.23 | 0.0547 | -0.010 | |
| 0.9300 | 4.95 | 28 | 93 | 56.2% | 0.69 | 0.0590 | -0.011 | 16 | 1.13 | 1.61 | 20 | 204 | 66.8% | -0.31 | 0.0594 | -0.012 |
| 1.83 | 3.65 | 6 | 188 | 68.9% | 0.62 | 0.0607 | -0.013 | 17 | 1.59 | 2.19 | 11 | 290 | 68.5% | -0.37 | 0.0612 | -0.013 |
| 0.1800 | 4.80 | 4 | 245 | 73.1% | 0.56 | 0.0604 | -0.014 | 18 | 2.17 | 3.35 | 46 | 548 | 78.2% | -0.43 | 0.0611 | -0.014 |
| 1.29 | 2.61 | 335 | 70.2% | 0.51 | 0.0590 | -0.015 | 19 | 1.01 | 4.00 | 12 | 1,550 | 53.4% | -0.49 | 0.0597 | -0.015 | |
| 1.57 | 2.17 | 23 | 3,064 | 79.1% | 0.46 | 0.0568 | -0.015 | 20 | 3.80 | 4.30 | 509 | 79.1% | -0.53 | 0.0576 | -0.015 | |
| 0.7100 | 3.80 | 179 | 94.4% | 0.42 | 0.0542 | -0.016 | 21 | 3.10 | 7.45 | 107 | 103.8% | -0.58 | 0.0551 | -0.015 | ||
| 1.25 | 1.83 | 146 | 82.5% | 0.39 | 0.0514 | -0.016 | 22 | 3.40 | 8.05 | 50 | 83.0% | -0.61 | 0.0524 | -0.015 | ||
| 1.20 | 1.74 | 77 | 87.2% | 0.36 | 0.0486 | -0.016 | 23 | 6.20 | 6.80 | 4,573 | 86.2% | -0.64 | 0.0496 | -0.015 | ||
| 1.12 | 1.47 | 161 | 87.8% | 0.33 | 0.0458 | -0.016 | 24 | 5.10 | 10.00 | 78 | 94.2% | -0.67 | 0.0470 | -0.015 | ||
| 1.03 | 1.35 | 15 | 525 | 90.1% | 0.30 | 0.0433 | -0.016 | 25 | 7.80 | 8.50 | 726 | 87.0% | -0.70 | 0.0445 | -0.015 | |
| 1.05 | 1.55 | 9 | 287 | 99.0% | 0.28 | 0.0408 | -0.015 | 26 | 6.90 | 11.45 | 120 | 84.3% | -0.72 | 0.0421 | -0.015 | |
| 0.4800 | 1.55 | 450 | 94.1% | 0.26 | 0.0386 | -0.015 | 27 | 7.80 | 11.20 | 252 | -0.74 | 0.0399 | -0.014 | |||
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。