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OPTIONS
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The cost of protecting a Vipshop Holdings Limited American Depositary Shares Each Representing Two (VIPS) position against downside and upside moves, now and historically, with the related option volume.
For the latest figures, see VIPS options overview.
Change Single-Leg Trading Volume:
Call Volume
OTM Calls (< 25 Delta)
ATM Calls (25 to 75 Delta)
ITM Calls (> 75 Delta)
Upside Calls (5% - 10% Above ATM)
Wing Calls (10% + Above ATM)
Put Volume
OTM Puts (< 25 Delta)
ATM Puts (25 to 75 Delta)
ITM Puts (> 75 Delta)
Downside Puts (5% - 10% Below ATM)
Correction Puts (10% - 20% Below ATM)
Crash Puts (20% + Below ATM)
Calls, 5 Days or Less to Exp
OTM Calls (< 25 Delta)
ATM Calls (25 to 75 Delta)
ITM Calls (> 75 Delta)
Upside Calls (5% - 10% Above ATM)
Wing Calls (10% + Above ATM)
Puts, 5 Days or Less to Exp
OTM Puts (< 25 Delta)
ATM Puts (25 to 75 Delta)
ITM Puts (> 75 Delta)
Downside Puts (5% - 10% Below ATM)
Correction Puts (10% - 20% Below ATM)
Crash Puts (20% + Below ATM)
Calls, 10+ Days to Exp
OTM Calls (< 25 Delta)
ATM Calls (25 to 75 Delta)
ITM Calls (> 75 Delta)
Upside Calls (5% - 10% Above ATM)
Wing Calls (10% + Above ATM)
Puts, 10+ Days to Exp
OTM Puts (< 25 Delta)
ATM Puts (25 to 75 Delta)
ITM Puts (> 75 Delta)
Downside Puts (5% - 10% Below ATM)
Correction Puts (10% - 20% Below ATM)
Crash Puts (20% + Below ATM)
