VXX option chain iPath Series B S&P 500 VIX Short-Term Futures ETN
Cboe delayed options data · के अनुसार 06:39 UTC
प्रत्येक पंक्ति एक strike है। बाईं आधी call है, दाईं आधी put। Bid/ask वह मूल्य हैं जो खरीदार और विक्रेता अभी quote कर रहे हैं; volume इस सत्र में कारोबार किए गए contracts हैं; open interest चालू contracts हैं। हाइलाइट की गई पंक्ति स्टॉक मूल्य के सबसे निकट है।
यह expiration लगभग इतने move की price करती है ±33.7% (11.96–24.14) · ATM IV 70.7% · P/C open interest 0.65
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| बिड | पूछें | 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 | बिड | पूछें | Vol | OI | IV | Δ | Γ | Θ | |
| 6.75 | 10.15 | 5 | 82.3% | 0.94 | 0.0138 | -0.001 | 10 | 0 | 0.1500 | 10 | 1,102 | 56.7% | -0.05 | 0.0137 | -0.003 | |
| 5.80 | 9.25 | 2 | 75.1% | 0.93 | 0.0184 | -0.001 | 11 | 0 | 0.3200 | 2 | 73 | 57.5% | -0.06 | 0.0184 | -0.003 | |
| 4.95 | 8.35 | 3 | 70.3% | 0.91 | 0.0247 | -0.002 | 12 | 0.1500 | 0.2500 | 24 | 301 | 52.1% | -0.09 | 0.0248 | -0.004 | |
| 4.80 | 6.40 | 4 | 9 | 57.5% | 0.87 | 0.0329 | -0.003 | 13 | 0.0100 | 0.6000 | 23 | 317 | 49.8% | -0.12 | 0.0332 | -0.005 |
| 3.55 | 6.15 | 10 | 57.1% | 0.81 | 0.0401 | -0.005 | 14 | 0.6600 | 0.9300 | 22 | 1,292 | 60.3% | -0.18 | 0.0405 | -0.006 | |
| 4.25 | 5.10 | 102 | 71.7% | 0.75 | 0.0448 | -0.007 | 15 | 0.9300 | 1.34 | 2 | 909 | 60.7% | -0.24 | 0.0453 | -0.008 | |
| 2.95 | 5.15 | 4 | 69.8% | 0.70 | 0.0475 | -0.008 | 16 | 1.36 | 2.29 | 264 | 68.4% | -0.30 | 0.0481 | -0.009 | ||
| 2.78 | 4.15 | 33 | 67.7% | 0.64 | 0.0487 | -0.009 | 17 | 2.15 | 2.59 | 30 | 270 | 69.9% | -0.35 | 0.0495 | -0.010 | |
| 2.58 | 3.75 | 30 | 81 | 71.2% | 0.59 | 0.0490 | -0.010 | 18 | 2.80 | 3.05 | 16 | 266 | 70.2% | -0.40 | 0.0499 | -0.011 |
| 2.10 | 3.10 | 322 | 67.3% | 0.55 | 0.0486 | -0.011 | 19 | 3.35 | 4.05 | 28 | 1,568 | 74.4% | -0.45 | 0.0496 | -0.011 | |
| 2.32 | 2.69 | 49 | 639 | 73.1% | 0.51 | 0.0477 | -0.011 | 20 | 4.15 | 4.60 | 1 | 568 | 75.2% | -0.49 | 0.0488 | -0.011 |
| 2.05 | 2.45 | 1 | 133 | 74.4% | 0.47 | 0.0465 | -0.012 | 21 | 4.75 | 6.45 | 110 | 87.7% | -0.53 | 0.0477 | -0.011 | |
| 2.10 | 2.76 | 116 | 84.9% | 0.44 | 0.0451 | -0.012 | 22 | 4.60 | 7.25 | 51 | 78.7% | -0.56 | 0.0465 | -0.011 | ||
| 1.78 | 2.52 | 77 | 84.2% | 0.41 | 0.0436 | -0.012 | 23 | 6.50 | 7.00 | 41 | 4,486 | 80.5% | -0.59 | 0.0451 | -0.011 | |
| 1.29 | 2.29 | 2 | 110 | 80.8% | 0.38 | 0.0420 | -0.012 | 24 | 6.30 | 8.90 | 80 | 82.4% | -0.62 | 0.0436 | -0.011 | |
| 1.60 | 1.85 | 2 | 783 | 84.1% | 0.36 | 0.0404 | -0.012 | 25 | 7.95 | 9.00 | 807 | 84.3% | -0.65 | 0.0421 | -0.011 | |
| 1.24 | 1.80 | 293 | 83.4% | 0.33 | 0.0388 | -0.012 | 26 | 8.00 | 10.65 | 106 | 85.2% | -0.67 | 0.0406 | -0.010 | ||
| 0.2000 | 2.25 | 425 | 79.7% | 0.31 | 0.0373 | -0.012 | 27 | 8.90 | 11.50 | 252 | 86.3% | -0.69 | 0.0391 | -0.010 | ||
दिखाए गए स्ट्राइक: अंडरलाइंग मूल्य के ±50% के भीतर। Intrinsic value = max(0, मूल्य − strike) calls के लिए, max(0, strike − मूल्य) puts के लिए; extrinsic = option मूल्य − intrinsic। एक्सचेंज फ़ीड द्वारा गणना किए गए Greeks और IV।
Volatility smile — Jan 15, 2027
Volatility पेज →इस expiration के लिए प्रति strike implied volatility। आउट-ऑफ-द-मनी puts आमतौर पर calls से अधिक IV पर प्राइस होते हैं — यही skew है।
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