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 ±7.5% (16.32–18.95) · ATM IV 45.9% · P/C open interest 0.27
| 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 | |
| 6.80 | 10.80 | 214.0% | 1.00 | 0.0019 | 0.000 | 9 | 0 | 2.13 | 394.0% | -0.00 | 0.0019 | -0.001 | ||||
| 5.80 | 9.80 | 1 | 184.5% | 1.00 | 0.0028 | 0.000 | 10 | 0 | 2.13 | 347.1% | -0.00 | 0.0028 | -0.001 | |||
| 4.80 | 8.80 | 157.8% | 0.99 | 0.0041 | 0.000 | 11 | 0 | 0.0200 | 110 | 101.4% | -0.00 | 0.0041 | -0.001 | |||
| 3.80 | 7.80 | 3 | 133.1% | 0.99 | 0.0062 | 0.000 | 12 | 0 | 0.0200 | 27 | 84.5% | -0.01 | 0.0062 | -0.002 | ||
| 2.79 | 6.80 | 109.1% | 0.99 | 0.0096 | 0.000 | 13 | 0 | 0.4500 | 11 | 127.8% | -0.01 | 0.0097 | -0.002 | |||
| 1.80 | 5.80 | 3 | 88.5% | 0.99 | 0.0159 | 0.000 | 14 | 0 | 0.0200 | 56 | 54.0% | -0.01 | 0.0160 | -0.002 | ||
| 2.57 | 2.99 | 95 | 64.5% | 0.98 | 0.0322 | -0.001 | 15 | 0 | 0.0200 | 67 | 891 | 39.8% | -0.02 | 0.0323 | -0.002 | |
| 1.66 | 1.88 | 3 | 386 | 43.3% | 0.91 | 0.1200 | -0.006 | 16 | 0.0300 | 0.0700 | 45 | 463 | 36.3% | -0.09 | 0.1206 | -0.007 |
| 1.22 | 1.50 | 102 | 43.1% | 0.82 | 0.1895 | -0.011 | 16.5 | 0.1100 | 0.1600 | 61 | 35 | 38.2% | -0.18 | 0.1905 | -0.012 | |
| 0.9200 | 1.08 | 41 | 423 | 42.9% | 0.69 | 0.2363 | -0.017 | 17 | 0.2500 | 0.3500 | 72 | 962 | 41.1% | -0.31 | 0.2377 | -0.017 |
| 0.6500 | 0.8200 | 7 | 207 | 45.1% | 0.56 | 0.2434 | -0.021 | 17.5 | 0.4600 | 0.7000 | 173 | 583 | 46.7% | -0.44 | 0.2449 | -0.021 |
| 0.3300 | 0.5500 | 171 | 1,114 | 40.7% | 0.45 | 0.2267 | -0.023 | 18 | 0.7700 | 0.9000 | 355 | 2,800 | 45.8% | -0.55 | 0.2282 | -0.023 |
| 0.3900 | 0.4600 | 81 | 552 | 52.4% | 0.35 | 0.1991 | -0.023 | 18.5 | 1.07 | 1.30 | 13 | 662 | 47.6% | -0.65 | 0.2006 | -0.023 |
| 0.3000 | 0.3600 | 206 | 1,266 | 55.9% | 0.28 | 0.1691 | -0.022 | 19 | 1.53 | 1.71 | 76 | 866 | 53.0% | -0.72 | 0.1706 | -0.022 |
| 0.2400 | 0.2900 | 5 | 179 | 59.7% | 0.23 | 0.1414 | -0.021 | 19.5 | 1.86 | 2.13 | 14 | 50.3% | -0.78 | 0.1429 | -0.020 | |
| 0.1900 | 0.2700 | 278 | 4,315 | 64.8% | 0.18 | 0.1180 | -0.020 | 20 | 2.47 | 2.58 | 45 | 2,359 | 61.6% | -0.82 | 0.1193 | -0.019 |
| 0.1500 | 0.2300 | 27 | 22 | 68.1% | 0.15 | 0.0988 | -0.018 | 20.5 | 2.80 | 3.10 | 3 | 59.8% | -0.85 | 0.1000 | -0.017 | |
| 0.1300 | 0.1800 | 8 | 854 | 70.8% | 0.13 | 0.0835 | -0.017 | 21 | 3.30 | 3.55 | 33 | 629 | 62.5% | -0.87 | 0.0845 | -0.016 |
| 0.0300 | 0.2200 | 1 | 21 | 73.0% | 0.11 | 0.0713 | -0.017 | 21.5 | 3.45 | 4.45 | 72.9% | -0.89 | 0.0722 | -0.015 | ||
| 0.0100 | 0.1500 | 159 | 4,354 | 71.2% | 0.10 | 0.0614 | -0.016 | 22 | 4.20 | 4.50 | 837 | -0.91 | 0.0622 | -0.014 | ||
| 0.0700 | 0.2400 | 7 | 89.6% | 0.09 | 0.0534 | -0.015 | 22.5 | 4.20 | 5.20 | -0.92 | 0.0541 | -0.013 | ||||
| 0.0800 | 0.3100 | 109 | 3,794 | 101.3% | 0.08 | 0.0468 | -0.014 | 23 | 5.15 | 5.55 | 884 | -0.93 | 0.0474 | -0.012 | ||
| 0 | 0.5400 | 10 | 117.1% | 0.07 | 0.0414 | -0.013 | 23.5 | 4.60 | 6.95 | 11 | -0.94 | 0.0418 | -0.011 | |||
| 0.0700 | 0.2500 | 4 | 4,886 | 107.1% | 0.06 | 0.0368 | -0.013 | 24 | 6.25 | 6.60 | 27 | 391 | 96.1% | -0.94 | 0.0372 | -0.010 |
| 0 | 0.3600 | 4 | 115.5% | 0.06 | 0.0329 | -0.012 | 24.5 | 5.60 | 7.80 | 10 | -0.95 | 0.0332 | -0.009 | |||
| 0.0600 | 0.0900 | 65 | 3,905 | 99.9% | 0.05 | 0.0296 | -0.012 | 25 | 6.75 | 8.20 | 309 | 3,941 | 115.9% | -0.95 | 0.0298 | -0.008 |
| 0 | 0.1500 | 1,046 | 108.6% | 0.04 | 0.0243 | -0.011 | 26 | 7.85 | 8.55 | 334 | -0.96 | 0.0251 | -0.006 | |||
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 — Sep 18, 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.