VXX cadeia de opções iPath Series B S&P 500 VIX Short-Term Futures ETN
Cada linha corresponde a um strike. A metade esquerda é a call, a metade direita é a put. Bid/ask são as cotações atuais de compradores e vendedores; volume é o número de contratos negociados na sessão; open interest são os contratos em aberto. A linha destacada é a mais próxima do preço da ação.
Este vencimento precifica um movimento de aproximadamente ±7.6% (16.34–19.02) · IV ATM 47.0% · P/C open interest 0.27
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Perguntar | 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 | Perguntar | Vol | OI | IV | Δ | Γ | Θ | |
| 6.80 | 10.80 | 210.8% | 1.00 | 0.0019 | 0.000 | 9 | 0 | 2.13 | 394.3% | -0.00 | 0.0019 | -0.001 | ||||
| 5.80 | 9.80 | 1 | 181.6% | 1.00 | 0.0028 | 0.000 | 10 | 0 | 2.13 | 347.3% | -0.00 | 0.0028 | -0.001 | |||
| 4.80 | 8.80 | 155.2% | 0.99 | 0.0042 | 0.000 | 11 | 0 | 0.0200 | 110 | 101.6% | -0.00 | 0.0042 | -0.001 | |||
| 3.80 | 7.80 | 3 | 130.9% | 0.99 | 0.0062 | 0.000 | 12 | 0 | 0.0200 | 27 | 84.7% | -0.01 | 0.0062 | -0.002 | ||
| 2.79 | 6.80 | 107.1% | 0.99 | 0.0097 | 0.000 | 13 | 0 | 0.4500 | 11 | 128.0% | -0.01 | 0.0097 | -0.002 | |||
| 1.80 | 5.80 | 3 | 86.8% | 0.99 | 0.0160 | 0.000 | 14 | 0 | 0.0200 | 56 | 54.1% | -0.01 | 0.0160 | -0.002 | ||
| 2.57 | 2.99 | 95 | 62.9% | 0.98 | 0.0316 | -0.001 | 15 | 0 | 0.0200 | 67 | 891 | 39.9% | -0.02 | 0.0318 | -0.002 | |
| 1.66 | 1.88 | 3 | 386 | 42.0% | 0.91 | 0.1180 | -0.006 | 16 | 0.0300 | 0.0700 | 45 | 463 | 36.5% | -0.09 | 0.1186 | -0.007 |
| 1.22 | 1.50 | 102 | 42.4% | 0.83 | 0.1884 | -0.011 | 16.5 | 0.1100 | 0.1400 | 61 | 35 | 37.3% | -0.17 | 0.1894 | -0.011 | |
| 0.9200 | 1.08 | 42 | 423 | 42.4% | 0.70 | 0.2368 | -0.017 | 17 | 0.2600 | 0.3000 | 72 | 962 | 39.8% | -0.30 | 0.2382 | -0.017 |
| 0.6500 | 0.8200 | 7 | 207 | 44.8% | 0.56 | 0.2445 | -0.021 | 17.5 | 0.5200 | 0.7000 | 174 | 583 | 49.2% | -0.44 | 0.2460 | -0.021 |
| 0.4500 | 0.5500 | 171 | 1,114 | 44.6% | 0.45 | 0.2277 | -0.023 | 18 | 0.7700 | 0.9000 | 355 | 2,800 | 46.2% | -0.55 | 0.2292 | -0.023 |
| 0.3900 | 0.4600 | 81 | 552 | 52.2% | 0.36 | 0.1999 | -0.023 | 18.5 | 1.07 | 1.30 | 13 | 662 | 48.1% | -0.65 | 0.2014 | -0.023 |
| 0.3200 | 0.3600 | 209 | 1,266 | 56.5% | 0.28 | 0.1697 | -0.022 | 19 | 1.53 | 1.71 | 76 | 866 | 53.7% | -0.72 | 0.1712 | -0.022 |
| 0.2400 | 0.2900 | 5 | 179 | 59.5% | 0.23 | 0.1419 | -0.021 | 19.5 | 1.86 | 2.13 | 14 | 51.2% | -0.78 | 0.1433 | -0.020 | |
| 0.1900 | 0.2700 | 278 | 4,315 | 64.6% | 0.19 | 0.1184 | -0.020 | 20 | 2.47 | 2.58 | 45 | 2,359 | 62.5% | -0.82 | 0.1197 | -0.019 |
| 0.1500 | 0.2300 | 27 | 22 | 67.9% | 0.15 | 0.0992 | -0.019 | 20.5 | 2.80 | 3.10 | 3 | 61.0% | -0.85 | 0.1004 | -0.018 | |
| 0.1300 | 0.1800 | 8 | 854 | 70.7% | 0.13 | 0.0839 | -0.018 | 21 | 3.30 | 3.55 | 33 | 629 | 64.0% | -0.87 | 0.0849 | -0.016 |
| 0.0300 | 0.2200 | 1 | 21 | 72.9% | 0.11 | 0.0716 | -0.017 | 21.5 | 3.45 | 4.45 | 74.3% | -0.89 | 0.0726 | -0.015 | ||
| 0.0100 | 0.1500 | 159 | 4,354 | 71.0% | 0.10 | 0.0618 | -0.016 | 22 | 4.20 | 4.50 | 837 | 57.5% | -0.91 | 0.0626 | -0.014 | |
| 0.0700 | 0.2400 | 7 | 89.5% | 0.09 | 0.0538 | -0.015 | 22.5 | 4.20 | 5.20 | -0.92 | 0.0544 | -0.013 | ||||
| 0.0800 | 0.3100 | 109 | 3,794 | 101.2% | 0.08 | 0.0472 | -0.014 | 23 | 5.15 | 5.55 | 884 | 67.1% | -0.93 | 0.0477 | -0.012 | |
| 0 | 0.5400 | 10 | 116.9% | 0.07 | 0.0417 | -0.013 | 23.5 | 4.60 | 6.95 | 11 | -0.93 | 0.0421 | -0.011 | |||
| 0.0700 | 0.2500 | 4 | 4,886 | 107.0% | 0.06 | 0.0371 | -0.013 | 24 | 6.25 | 6.60 | 27 | 391 | 98.0% | -0.94 | 0.0375 | -0.010 |
| 0 | 0.3600 | 4 | 115.4% | 0.06 | 0.0332 | -0.012 | 24.5 | 5.60 | 7.80 | 10 | -0.95 | 0.0335 | -0.009 | |||
| 0.0600 | 0.0900 | 65 | 3,905 | 99.8% | 0.05 | 0.0299 | -0.012 | 25 | 6.75 | 8.20 | 309 | 3,941 | 117.5% | -0.95 | 0.0301 | -0.008 |
| 0 | 0.1500 | 1,046 | 108.5% | 0.04 | 0.0246 | -0.011 | 26 | 7.85 | 8.55 | 334 | -0.96 | 0.0253 | -0.007 | |||
Strikes exibidos: dentro de ±50% do preço do ativo subjacente. Valor intrínseco = max(0, preço − strike) para calls, max(0, strike − preço) para puts; extrínseco = preço da opção − intrínseco. Greeks e IV conforme calculados pelo feed da bolsa.
Sorriso de volatilidade — Sep 18, 2026
Página de volatilidade →Volatilidade implícita por strike para este vencimento. Puts fora do dinheiro geralmente apresentam IV mais alta do que calls — o skew.