VXX 期权链 iPath Series B S&P 500 VIX Short-Term Futures ETN
Cboe delayed options data · 截至 19:03 UTC
每行对应一个行权价。左半部分为call，右半部分为put。买价/卖价为买卖双方当前报价；成交量为本交易日已成交合约数；未平仓量为持仓合约数。高亮行最接近当前股价。
本到期日定价的波动幅度约为 ±7.8% (16.44–19.21) · ATM IV 47.4% · P/C 未平仓量 0.27
| 看涨期权 | 行权价 | 认沽期权 | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 买价 | 提问 | 成交量 | 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 | 买价 | 提问 | 成交量 | OI | IV | Δ | Γ | Θ | |
| 6.80 | 10.90 | 147.2% | 1.00 | 0.0016 | 0.000 | 9 | 0 | 1.62 | 355.5% | -0.00 | 0.0016 | -0.001 | ||||
| 5.80 | 9.95 | 1 | 145.6% | 1.00 | 0.0024 | 0.000 | 10 | 0 | 0.6800 | 234.5% | -0.00 | 0.0024 | -0.001 | |||
| 4.80 | 8.95 | 123.1% | 1.00 | 0.0035 | 0.000 | 11 | 0 | 0.0200 | 110 | 102.8% | -0.00 | 0.0035 | -0.001 | |||
| 3.80 | 7.95 | 3 | 102.5% | 0.99 | 0.0052 | 0.000 | 12 | 0 | 0.0200 | 27 | 86.0% | -0.01 | 0.0052 | -0.001 | ||
| 2.81 | 6.95 | 85.8% | 0.99 | 0.0081 | 0.000 | 13 | 0 | 0.4500 | 11 | 130.0% | -0.01 | 0.0081 | -0.001 | |||
| 1.81 | 5.95 | 3 | 67.8% | 0.99 | 0.0132 | 0.000 | 14 | 0 | 0.0200 | 56 | 55.7% | -0.01 | 0.0132 | -0.001 | ||
| 2.79 | 2.88 | 95 | 0.99 | 0.0250 | -0.000 | 15 | 0 | 0.0100 | 10 | 891 | 37.8% | -0.01 | 0.0251 | -0.002 | ||
| 1.66 | 2.20 | 1 | 386 | 43.9% | 0.93 | 0.0979 | -0.005 | 16 | 0.0300 | 0.0700 | 45 | 463 | 38.8% | -0.07 | 0.0984 | -0.006 |
| 1.38 | 1.50 | 35.8% | 0.86 | 0.1653 | -0.009 | 16.5 | 0.0900 | 0.1100 | 11 | 35 | 37.2% | -0.14 | 0.1662 | -0.010 | ||
| 1.07 | 1.13 | 27 | 423 | 40.8% | 0.74 | 0.2217 | -0.015 | 17 | 0.2300 | 0.2700 | 42 | 962 | 40.9% | -0.26 | 0.2229 | -0.016 |
| 0.8000 | 0.8500 | 6 | 207 | 44.2% | 0.61 | 0.2403 | -0.020 | 17.5 | 0.4600 | 0.5000 | 97 | 583 | 44.6% | -0.40 | 0.2417 | -0.021 |
| 0.5900 | 0.6400 | 108 | 1,114 | 47.2% | 0.49 | 0.2314 | -0.023 | 18 | 0.7400 | 0.8000 | 322 | 2,800 | 47.6% | -0.52 | 0.2328 | -0.023 |
| 0.4500 | 0.4700 | 79 | 552 | 50.1% | 0.39 | 0.2074 | -0.023 | 18.5 | 1.07 | 1.17 | 662 | 50.9% | -0.62 | 0.2089 | -0.023 | |
| 0.3400 | 0.3700 | 99 | 1,266 | 53.6% | 0.31 | 0.1782 | -0.023 | 19 | 1.47 | 1.54 | 73 | 866 | 53.6% | -0.70 | 0.1796 | -0.022 |
| 0.2600 | 0.3400 | 5 | 179 | 58.9% | 0.25 | 0.1498 | -0.022 | 19.5 | 1.86 | 1.97 | 14 | 55.8% | -0.76 | 0.1512 | -0.021 | |
| 0.2300 | 0.2600 | 71 | 4,315 | 62.6% | 0.20 | 0.1252 | -0.021 | 20 | 2.34 | 2.44 | 28 | 2,359 | 62.1% | -0.80 | 0.1265 | -0.020 |
| 0.1700 | 0.2100 | 27 | 22 | 64.7% | 0.17 | 0.1050 | -0.019 | 20.5 | 2.81 | 2.91 | 3 | 66.8% | -0.84 | 0.1062 | -0.018 | |
| 0.1500 | 0.1800 | 1 | 854 | 68.8% | 0.14 | 0.0888 | -0.018 | 21 | 3.25 | 3.35 | 33 | 629 | 66.8% | -0.86 | 0.0899 | -0.017 |
| 0.0300 | 0.1800 | 1 | 21 | 66.9% | 0.12 | 0.0758 | -0.018 | 21.5 | 3.45 | 3.95 | 55.0% | -0.88 | 0.0768 | -0.016 | ||
| 0.1100 | 0.1400 | 53 | 4,354 | 76.1% | 0.11 | 0.0654 | -0.017 | 22 | 4.20 | 4.35 | 837 | 75.8% | -0.90 | 0.0662 | -0.015 | |
| 0.0800 | 0.2400 | 7 | 87.2% | 0.09 | 0.0569 | -0.016 | 22.5 | 4.20 | 5.20 | 65.5% | -0.91 | 0.0576 | -0.014 | |||
| 0.0900 | 0.1100 | 101 | 3,794 | 83.1% | 0.08 | 0.0500 | -0.015 | 23 | 5.15 | 5.30 | 884 | 77.3% | -0.92 | 0.0506 | -0.013 | |
| 0 | 0.5400 | 10 | 113.6% | 0.08 | 0.0442 | -0.014 | 23.5 | 4.40 | 6.95 | 11 | -0.93 | 0.0447 | -0.012 | |||
| 0.0700 | 0.1700 | 4,886 | 97.2% | 0.07 | 0.0393 | -0.014 | 24 | 6.15 | 6.35 | 26 | 391 | 93.1% | -0.94 | 0.0397 | -0.011 | |
| 0 | 0.3600 | 4 | 112.3% | 0.06 | 0.0352 | -0.013 | 24.5 | 5.70 | 7.60 | 10 | -0.94 | 0.0355 | -0.010 | |||
| 0.0700 | 0.0900 | 63 | 3,905 | 98.4% | 0.06 | 0.0317 | -0.013 | 25 | 6.75 | 7.35 | 309 | 3,941 | -0.95 | 0.0320 | -0.009 | |
| 0.0500 | 0.1200 | 1,046 | 108.4% | 0.05 | 0.0260 | -0.011 | 26 | 7.85 | 8.35 | 334 | -0.96 | 0.0263 | -0.008 | |||
显示的行权价：标的价格 ±50% 范围内。内在价值 = max(0, 价格 − 行权价)（call）或 max(0, 行权价 − 价格)（put）；时间价值 = 期权价格 − 内在价值。 希腊字母及隐含波动率来自交易所数据源的计算结果。