AA 期权链 Alcoa Corporation
Cboe delayed options data · 截至 06:33 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 ±5.7% (48.33–54.19) · ATM IV 44.8% · P/C 未平仓量 0.74
| 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 | |
| 16.70 | 18.95 | 0.99 | 0.0018 | -0.005 | 33 | 0 | 0.2400 | 149.7% | -0.01 | 0.0018 | -0.007 | |||||
| 15.70 | 18.00 | 1 | 0.99 | 0.0022 | -0.006 | 34 | 0 | 0.2400 | 140.9% | -0.01 | 0.0022 | -0.008 | ||||
| 14.70 | 16.85 | 1 | 0.99 | 0.0027 | -0.007 | 35 | 0 | 0.2400 | 12 | 132.3% | -0.01 | 0.0027 | -0.009 | |||
| 13.70 | 15.80 | 0.99 | 0.0032 | -0.008 | 36 | 0 | 0.2400 | 1 | 124.0% | -0.01 | 0.0032 | -0.010 | ||||
| 12.70 | 15.00 | 0.99 | 0.0039 | -0.009 | 37 | 0 | 0.2400 | 14 | 115.8% | -0.01 | 0.0039 | -0.011 | ||||
| 11.70 | 13.85 | 0.99 | 0.0048 | -0.010 | 38 | 0 | 0.2400 | 3 | 107.8% | -0.01 | 0.0048 | -0.012 | ||||
| 11.05 | 12.60 | 0.98 | 0.0058 | -0.011 | 39 | 0 | 0.2000 | 2 | 6 | 96.6% | -0.02 | 0.0058 | -0.013 | |||
| 10.10 | 11.45 | 0.98 | 0.0072 | -0.013 | 40 | 0 | 0.2400 | 17 | 92.2% | -0.02 | 0.0072 | -0.014 | ||||
| 9.10 | 10.45 | 0.98 | 0.0090 | -0.014 | 41 | 0 | 0.2500 | 26 | 85.2% | -0.02 | 0.0090 | -0.015 | ||||
| 7.60 | 9.65 | 10 | 0.97 | 0.0114 | -0.016 | 42 | 0 | 0.2500 | 15 | 77.7% | -0.03 | 0.0114 | -0.017 | |||
| 7.05 | 8.60 | 0.97 | 0.0147 | -0.018 | 43 | 0 | 0.2700 | 34 | 71.4% | -0.03 | 0.0148 | -0.019 | ||||
| 6.65 | 8.00 | 0.96 | 0.0169 | -0.020 | 43.5 | 0 | 0.2800 | 68.1% | -0.04 | 0.0170 | -0.021 | |||||
| 6.15 | 7.50 | 0.96 | 0.0196 | -0.022 | 44 | 0 | 0.2600 | 4 | 19 | 63.3% | -0.04 | 0.0196 | -0.022 | |||
| 5.80 | 7.05 | 5 | 0.95 | 0.0228 | -0.024 | 44.5 | 0 | 0.3200 | 62.5% | -0.05 | 0.0228 | -0.025 | ||||
| 5.30 | 6.65 | 29 | 0.94 | 0.0266 | -0.027 | 45 | 0.0300 | 0.1800 | 5 | 457 | 53.3% | -0.06 | 0.0267 | -0.028 | ||
| 4.95 | 6.10 | 2 | 0.93 | 0.0313 | -0.030 | 45.5 | 0 | 0.4000 | 26 | 8 | 58.1% | -0.07 | 0.0314 | -0.031 | ||
| 4.50 | 5.70 | 21 | 0.91 | 0.0368 | -0.034 | 46 | 0.0400 | 0.1600 | 3 | 40 | 45.6% | -0.09 | 0.0370 | -0.035 | ||
| 3.95 | 5.25 | 12 | 0.90 | 0.0432 | -0.039 | 46.5 | 0.0100 | 0.5000 | 1 | 13 | 53.8% | -0.10 | 0.0434 | -0.040 | ||
| 3.65 | 4.80 | 4 | 0.87 | 0.0504 | -0.044 | 47 | 0.0500 | 0.4500 | 134 | 49.3% | -0.13 | 0.0507 | -0.045 | |||
| 3.25 | 4.25 | 1 | 0.85 | 0.0582 | -0.050 | 47.5 | 0.2600 | 0.4000 | 6 | 6 | 49.4% | -0.15 | 0.0585 | -0.051 | ||
| 2.76 | 3.85 | 15 | 0.82 | 0.0663 | -0.057 | 48 | 0.2100 | 0.8500 | 83 | 54.1% | -0.18 | 0.0667 | -0.057 | |||
| 2.58 | 3.45 | 9 | 32.0% | 0.78 | 0.0744 | -0.063 | 48.5 | 0.4500 | 0.6300 | 1 | 46 | 49.7% | -0.22 | 0.0748 | -0.064 | |
| 2.42 | 3.05 | 6 | 38 | 38.2% | 0.74 | 0.0820 | -0.069 | 49 | 0.5900 | 0.7900 | 2 | 94 | 50.1% | -0.26 | 0.0825 | -0.070 |
| 2.00 | 2.76 | 38.8% | 0.70 | 0.0887 | -0.075 | 49.5 | 0.7300 | 0.9800 | 1 | 12 | 50.3% | -0.30 | 0.0892 | -0.076 | ||
| 2.18 | 2.38 | 85 | 2,241 | 46.9% | 0.65 | 0.0942 | -0.080 | 50 | 0.8800 | 1.17 | 3 | 177 | 49.9% | -0.35 | 0.0947 | -0.081 |
| 0.9400 | 1.98 | 93 | 39.3% | 0.55 | 0.1003 | -0.086 | 51 | 1.33 | 1.61 | 1 | 443 | 50.3% | -0.45 | 0.1010 | -0.087 | |
| 1.14 | 1.37 | 40 | 143 | 47.5% | 0.45 | 0.0996 | -0.087 | 52 | 1.85 | 2.13 | 231 | 49.9% | -0.55 | 0.1002 | -0.087 | |
| 0.7700 | 0.9700 | 17 | 101 | 47.0% | 0.36 | 0.0929 | -0.083 | 53 | 2.32 | 3.45 | 2,322 | 58.6% | -0.64 | 0.0934 | -0.083 | |
| 0.4500 | 0.7800 | 114 | 47.9% | 0.28 | 0.0821 | -0.074 | 54 | 3.20 | 4.25 | 7 | 63.8% | -0.73 | 0.0825 | -0.075 | ||
| 0.3100 | 0.5000 | 8 | 380 | 47.8% | 0.21 | 0.0694 | -0.065 | 55 | 4.00 | 5.05 | 71 | 66.1% | -0.79 | 0.0699 | -0.064 | |
| 0.0100 | 0.4900 | 124 | 47.3% | 0.16 | 0.0568 | -0.054 | 56 | 4.85 | 5.90 | 40 | 68.7% | -0.85 | 0.0574 | -0.054 | ||
| 0.1000 | 0.2300 | 4 | 2,139 | 48.1% | 0.12 | 0.0454 | -0.045 | 57 | 5.70 | 6.95 | 7 | 74.3% | -0.89 | 0.0464 | -0.045 | |
| 0 | 0.3300 | 71 | 54.0% | 0.09 | 0.0358 | -0.037 | 58 | 6.55 | 8.15 | 7 | 82.7% | -0.92 | 0.0372 | -0.038 | ||
| 0 | 0.2900 | 84 | 57.8% | 0.07 | 0.0283 | -0.031 | 59 | 6.70 | 9.10 | 4 | 64.6% | -0.94 | 0.0299 | -0.032 | ||
| 0 | 0.1000 | 125 | 51.5% | 0.05 | 0.0224 | -0.026 | 60 | 7.70 | 10.10 | 1 | 70.3% | -0.95 | 0.0241 | -0.027 | ||
| 0 | 0.2600 | 30 | 66.6% | 0.04 | 0.0179 | -0.022 | 61 | 9.60 | 11.10 | 102.9% | -0.97 | 0.0196 | -0.023 | |||
| 0 | 0.4500 | 17 | 80.4% | 0.03 | 0.0145 | -0.019 | 62 | 10.65 | 12.20 | 111.6% | -0.97 | 0.0158 | -0.020 | |||
| 0 | 0.2500 | 75.6% | 0.03 | 0.0118 | -0.016 | 63 | 11.35 | 12.55 | 1 | 90.3% | -0.98 | 0.0128 | -0.017 | |||
| 0 | 0.4500 | 40 | 95.2% | 0.02 | 0.0081 | -0.012 | 65 | 13.30 | 15.45 | 127.9% | -0.99 | 0.0082 | -0.013 | |||
| 0 | 0.2400 | 104.5% | 0.01 | 0.0038 | -0.007 | 70 | 18.30 | 20.35 | 151.1% | -1.00 | 0.0025 | -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。