VXX cadena de opciones iPath Series B S&P 500 VIX Short-Term Futures ETN
Cada fila corresponde a un strike. La mitad izquierda es el call, la mitad derecha el put. El bid/ask es lo que compradores y vendedores cotizan actualmente; el volumen son los contratos negociados en la sesión; el open interest son los contratos vigentes. La fila resaltada es la más cercana al precio de la acción.
Este vencimiento descuenta un movimiento de aproximadamente ±16.2% (14.73–20.43) · ATM IV 68.6% · P/C interés abierto 0.41
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Preguntar | 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 | Preguntar | Vol | OI | IV | Δ | Γ | Θ | |
| 6.65 | 10.60 | 117.4% | 1.00 | 0.0023 | 0.000 | 9 | 0 | 0.0700 | 113.1% | -0.00 | 0.0021 | -0.001 | ||||
| 5.65 | 9.60 | 3 | 99.6% | 0.99 | 0.0033 | 0.000 | 10 | 0 | 0.0700 | 70 | 97.1% | -0.00 | 0.0032 | -0.001 | ||
| 5.15 | 8.60 | 130.2% | 0.99 | 0.0052 | -0.000 | 11 | 0 | 0.0200 | 140 | 68.8% | -0.01 | 0.0051 | -0.001 | |||
| 4.15 | 7.60 | 13 | 110.7% | 0.99 | 0.0094 | -0.001 | 12 | 0 | 0.0200 | 10 | 166 | 57.3% | -0.01 | 0.0094 | -0.001 | |
| 3.75 | 5.00 | 54 | 0.98 | 0.0194 | -0.002 | 13 | 0 | 0.0800 | 13 | 333 | 57.9% | -0.02 | 0.0194 | -0.002 | ||
| 2.33 | 6.15 | 68.8% | 0.95 | 0.0322 | -0.004 | 13.5 | 0.0100 | 0.7800 | 94.6% | -0.04 | 0.0323 | -0.004 | ||||
| 3.55 | 4.20 | 35 | 75.2% | 0.92 | 0.0482 | -0.006 | 14 | 0.0600 | 0.1600 | 81 | 693 | 57.5% | -0.08 | 0.0483 | -0.007 | |
| 1.48 | 5.25 | 65.9% | 0.88 | 0.0634 | -0.009 | 14.5 | 0.0500 | 0.2400 | 166 | 54.6% | -0.12 | 0.0636 | -0.010 | |||
| 2.74 | 2.96 | 4 | 312 | 56.5% | 0.83 | 0.0774 | -0.012 | 15 | 0.2700 | 0.3500 | 117 | 16.8K | 61.7% | -0.17 | 0.0776 | -0.012 |
| 1.12 | 2.63 | 0.78 | 0.0894 | -0.015 | 15.5 | 0.1200 | 0.5600 | 55.5% | -0.22 | 0.0898 | -0.015 | |||||
| 2.10 | 2.31 | 15 | 900 | 62.5% | 0.72 | 0.0988 | -0.017 | 16 | 0.5800 | 0.6700 | 202 | 1,841 | 64.1% | -0.28 | 0.0991 | -0.017 |
| 1.27 | 3.20 | 80.6% | 0.66 | 0.1039 | -0.019 | 16.5 | 0.8200 | 0.9100 | 9 | 67.0% | -0.33 | 0.1044 | -0.020 | |||
| 1.63 | 1.83 | 45 | 691 | 68.7% | 0.61 | 0.1052 | -0.021 | 17 | 1.02 | 1.23 | 139 | 2,835 | 69.0% | -0.39 | 0.1056 | -0.022 |
| 1.48 | 1.64 | 102 | 72.5% | 0.55 | 0.1037 | -0.023 | 17.5 | 0.9700 | 1.60 | 64.7% | -0.44 | 0.1042 | -0.023 | |||
| 1.32 | 1.45 | 98 | 2,812 | 74.7% | 0.51 | 0.1007 | -0.024 | 18 | 1.72 | 1.85 | 150 | 1,297 | 75.4% | -0.49 | 0.1012 | -0.024 |
| 1.09 | 1.67 | 1 | 84.0% | 0.46 | 0.0966 | -0.025 | 18.5 | 1.39 | 3.05 | 81.8% | -0.54 | 0.0972 | -0.025 | |||
| 1.05 | 1.24 | 20 | 1,379 | 81.1% | 0.42 | 0.0921 | -0.026 | 19 | 2.49 | 2.65 | 5 | 389 | 83.1% | -0.58 | 0.0927 | -0.026 |
| 0.9300 | 1.42 | 1 | 90.3% | 0.39 | 0.0873 | -0.026 | 19.5 | 1.28 | 4.60 | 84.5% | -0.61 | 0.0879 | -0.026 | |||
| 0.9000 | 0.9900 | 277 | 9,293 | 85.9% | 0.36 | 0.0825 | -0.026 | 20 | 3.25 | 3.45 | 1,114 | 87.2% | -0.64 | 0.0832 | -0.026 | |
| 0.8100 | 0.9400 | 10 | 88.8% | 0.33 | 0.0778 | -0.026 | 20.5 | 3.65 | 5.50 | 130.3% | -0.67 | 0.0785 | -0.026 | |||
| 0.7400 | 0.8200 | 79 | 630 | 89.8% | 0.31 | 0.0732 | -0.026 | 21 | 4.10 | 4.40 | 158 | 94.8% | -0.70 | 0.0739 | -0.026 | |
| 0.6800 | 0.8400 | 94.4% | 0.28 | 0.0689 | -0.025 | 21.5 | 2.90 | 5.90 | 80.3% | -0.72 | 0.0696 | -0.025 | ||||
| 0.6300 | 0.7500 | 53 | 1,110 | 95.8% | 0.26 | 0.0649 | -0.025 | 22 | 3.20 | 5.45 | 278 | -0.74 | 0.0656 | -0.025 | ||
| 0.2000 | 1.47 | 109.4% | 0.25 | 0.0611 | -0.025 | 22.5 | 3.65 | 7.40 | 98.4% | -0.76 | 0.0618 | -0.025 | ||||
| 0.5300 | 0.7200 | 2,554 | 101.8% | 0.23 | 0.0576 | -0.024 | 23 | 4.65 | 7.20 | 227 | 96.9% | -0.77 | 0.0583 | -0.024 | ||
| 0.5000 | 0.6100 | 5 | 241 | 106.2% | 0.20 | 0.0513 | -0.024 | 24 | 6.75 | 7.10 | 337 | 105.9% | -0.80 | 0.0521 | -0.023 | |
| 0.4200 | 0.5200 | 191 | 3,142 | 108.4% | 0.18 | 0.0459 | -0.023 | 25 | 7.75 | 7.95 | 21 | 108.9% | -0.82 | 0.0467 | -0.022 | |
| 0.1800 | 0.6500 | 710 | 111.7% | 0.16 | 0.0413 | -0.022 | 26 | 8.25 | 9.50 | 10 | 118.5% | -0.84 | 0.0422 | -0.021 | ||
Strikes mostrados: dentro del ±50% del precio del subyacente. Valor intrínseco = máx(0, precio − strike) para calls, máx(0, strike − precio) para puts; extrínseco = precio de la opción − intrínseco. Griegas e IV según los calcula el feed del mercado.
Sonrisa de volatilidad — Nov 20, 2026
Página de volatilidad →Volatilidad implícita por strike para este vencimiento. Los puts fuera del dinero suelen tener una IV más alta que los calls — el skew.