VXX catena di opzioni iPath Series B S&P 500 VIX Short-Term Futures ETN
Ogni riga corrisponde a uno strike. La metà sinistra è la call, la metà destra è la put. Bid/ask sono le quotazioni attuali di acquirenti e venditori; il volume indica i contratti scambiati in questa sessione; l'open interest indica i contratti aperti. La riga evidenziata è quella più vicina al prezzo del titolo.
Questa scadenza prezza una mossa di circa ±18.2% (14.56–21.02) · ATM IV 73.9% · P/C open interest 0.41
| CALL | Strike | PUT | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Chiedi | 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 | Chiedi | Vol | OI | IV | Δ | Γ | Θ | |
| 6.35 | 11.25 | 1.00 | 0.0025 | 0.000 | 9 | 0 | 0.0700 | 115.2% | -0.00 | 0.0022 | -0.001 | |||||
| 5.35 | 10.25 | 3 | 0.99 | 0.0034 | 0.000 | 10 | 0 | 0.0700 | 70 | 99.2% | -0.00 | 0.0032 | -0.001 | |||
| 4.35 | 9.25 | 0.99 | 0.0049 | -0.000 | 11 | 0 | 0.0200 | 140 | 70.7% | -0.01 | 0.0048 | -0.001 | ||||
| 3.40 | 8.30 | 13 | 66.9% | 0.99 | 0.0086 | -0.001 | 12 | 0 | 0.0200 | 110 | 166 | 59.1% | -0.01 | 0.0086 | -0.001 | |
| 2.45 | 7.30 | 54 | 61.3% | 0.97 | 0.0200 | -0.002 | 13 | 0 | 0.0800 | 13 | 333 | 60.1% | -0.03 | 0.0200 | -0.003 | |
| 3.00 | 5.45 | 0.96 | 0.0295 | -0.004 | 13.5 | 0 | 0.7800 | 97.2% | -0.04 | 0.0295 | -0.004 | |||||
| 3.65 | 4.15 | 35 | 53.1% | 0.93 | 0.0412 | -0.005 | 14 | 0.0100 | 0.1400 | 81 | 693 | 54.8% | -0.06 | 0.0414 | -0.006 | |
| 2.17 | 4.55 | 38.1% | 0.91 | 0.0551 | -0.007 | 14.5 | 0.0500 | 0.2400 | 166 | 57.3% | -0.09 | 0.0552 | -0.007 | |||
| 2.80 | 3.30 | 4 | 312 | 56.6% | 0.87 | 0.0711 | -0.009 | 15 | 0.1800 | 0.3300 | 117 | 16.8K | 60.3% | -0.13 | 0.0713 | -0.010 |
| 2.44 | 2.86 | 2 | 56.6% | 0.81 | 0.0853 | -0.013 | 15.5 | 0.1200 | 0.5600 | 58.8% | -0.19 | 0.0856 | -0.013 | |||
| 2.14 | 2.58 | 37 | 900 | 61.6% | 0.75 | 0.0952 | -0.016 | 16 | 0.4000 | 0.6700 | 206 | 1,841 | 62.6% | -0.25 | 0.0955 | -0.016 |
| 1.50 | 2.30 | 54.4% | 0.69 | 0.1008 | -0.019 | 16.5 | 0.5600 | 0.9100 | 10 | 64.2% | -0.31 | 0.1012 | -0.019 | |||
| 1.70 | 2.02 | 47 | 691 | 68.1% | 0.63 | 0.1031 | -0.021 | 17 | 0.8700 | 1.22 | 142 | 2,835 | 69.7% | -0.37 | 0.1035 | -0.021 |
| 1.48 | 1.78 | 104 | 69.7% | 0.58 | 0.1029 | -0.023 | 17.5 | 1.10 | 1.51 | 2 | 70.8% | -0.42 | 0.1033 | -0.023 | ||
| 1.40 | 1.72 | 326 | 2,812 | 72.3% | 0.53 | 0.1009 | -0.024 | 18 | 1.54 | 1.80 | 152 | 1,297 | 75.5% | -0.47 | 0.1014 | -0.024 |
| 1.18 | 1.58 | 1 | 78.8% | 0.48 | 0.0977 | -0.025 | 18.5 | 1.39 | 3.05 | 87.9% | -0.52 | 0.0982 | -0.025 | |||
| 1.11 | 1.40 | 110 | 1,379 | 81.7% | 0.44 | 0.0938 | -0.026 | 19 | 2.29 | 2.58 | 6 | 389 | 83.2% | -0.56 | 0.0943 | -0.026 |
| 0.9300 | 1.42 | 1 | 85.9% | 0.40 | 0.0893 | -0.026 | 19.5 | 2.52 | 2.88 | 12 | 79.9% | -0.60 | 0.0899 | -0.026 | ||
| 0.9200 | 1.07 | 295 | 9,293 | 84.4% | 0.37 | 0.0847 | -0.026 | 20 | 3.10 | 3.30 | 1,114 | 87.3% | -0.63 | 0.0853 | -0.026 | |
| 0.8100 | 1.01 | 10 | 86.8% | 0.34 | 0.0800 | -0.026 | 20.5 | 3.40 | 4.85 | 115.4% | -0.66 | 0.0807 | -0.026 | |||
| 0.7700 | 0.9200 | 82 | 630 | 89.7% | 0.31 | 0.0754 | -0.026 | 21 | 3.85 | 4.20 | 158 | 91.6% | -0.69 | 0.0761 | -0.026 | |
| 0.6800 | 0.8500 | 91.2% | 0.29 | 0.0710 | -0.025 | 21.5 | 4.25 | 5.75 | 122.2% | -0.71 | 0.0717 | -0.025 | ||||
| 0.5400 | 0.7600 | 157 | 1,110 | 90.1% | 0.27 | 0.0668 | -0.025 | 22 | 4.00 | 5.15 | 278 | 76.5% | -0.73 | 0.0675 | -0.025 | |
| 0.2000 | 1.47 | 106.0% | 0.25 | 0.0628 | -0.025 | 22.5 | 4.20 | 6.65 | 103.1% | -0.75 | 0.0635 | -0.025 | ||||
| 0.5500 | 0.7400 | 132 | 2,554 | 99.9% | 0.23 | 0.0591 | -0.024 | 23 | 5.50 | 6.00 | 1 | 227 | 97.7% | -0.77 | 0.0598 | -0.024 |
| 0.4600 | 0.5600 | 14 | 241 | 100.3% | 0.20 | 0.0525 | -0.024 | 24 | 6.50 | 7.00 | 337 | 107.0% | -0.80 | 0.0533 | -0.023 | |
| 0.4500 | 0.4900 | 648 | 3,142 | 105.7% | 0.18 | 0.0468 | -0.023 | 25 | 7.50 | 7.75 | 21 | 106.9% | -0.82 | 0.0476 | -0.022 | |
| 0.3500 | 0.5500 | 710 | 111.8% | 0.16 | 0.0420 | -0.022 | 26 | 8.25 | 9.50 | 10 | 131.9% | -0.84 | 0.0428 | -0.021 | ||
Strike mostrati: entro ±50% del prezzo del sottostante. Valore intrinseco = max(0, prezzo − strike) per le call, max(0, strike − prezzo) per le put; estrinseco = prezzo dell'opzione − intrinseco. Greche e IV calcolate dal feed della borsa.
Volatility smile — Nov 20, 2026
Pagina della volatilità →Volatilità implicita per strike per questa scadenza. I put out-of-the-money prezzano solitamente una IV più alta rispetto alle call — lo skew.