AA 期权链 Alcoa Corporation
Cboe delayed options data · 截至 09:33 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 ±9.7% (46.80–56.90) · ATM IV 48.4% · P/C 未平仓量 0.99
| 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 | |
| 14.10 | 18.15 | 79.6% | 0.99 | 0.0039 | -0.005 | 35 | 0 | 0.5100 | 1 | 96.7% | -0.01 | 0.0039 | -0.007 | |||
| 13.10 | 17.15 | 70.2% | 0.98 | 0.0046 | -0.006 | 36 | 0 | 0.5200 | 1 | 91.1% | -0.02 | 0.0046 | -0.007 | |||
| 12.25 | 16.35 | 71.8% | 0.98 | 0.0055 | -0.006 | 37 | 0 | 0.5200 | 85.3% | -0.02 | 0.0056 | -0.008 | ||||
| 11.25 | 15.20 | 6 | 59.7% | 0.98 | 0.0067 | -0.007 | 38 | 0 | 0.5700 | 17 | 81.2% | -0.02 | 0.0067 | -0.009 | ||
| 10.75 | 13.75 | 4 | 58.3% | 0.97 | 0.0083 | -0.008 | 39 | 0 | 0.1300 | 31 | 56.4% | -0.03 | 0.0083 | -0.010 | ||
| 10.70 | 11.95 | 2 | 8 | 60.7% | 0.97 | 0.0105 | -0.010 | 40 | 0 | 0.1300 | 43 | 51.9% | -0.03 | 0.0105 | -0.011 | |
| 9.45 | 10.85 | 1 | 0.96 | 0.0134 | -0.012 | 41 | 0.0500 | 0.1700 | 13 | 52.2% | -0.04 | 0.0135 | -0.013 | |||
| 8.65 | 10.10 | 2 | 53.7% | 0.94 | 0.0173 | -0.015 | 42 | 0.0700 | 0.3600 | 1 | 59 | 54.9% | -0.06 | 0.0174 | -0.017 | |
| 8.05 | 9.30 | 4 | 62.6% | 0.92 | 0.0222 | -0.019 | 43 | 0.0200 | 0.4100 | 164 | 49.8% | -0.08 | 0.0223 | -0.021 | ||
| 7.05 | 8.30 | 4 | 1 | 56.5% | 0.90 | 0.0280 | -0.024 | 44 | 0.2500 | 0.5000 | 68 | 52.0% | -0.11 | 0.0281 | -0.025 | |
| 6.25 | 7.45 | 91 | 56.3% | 0.86 | 0.0343 | -0.030 | 45 | 0.3600 | 0.6000 | 131 | 50.2% | -0.14 | 0.0345 | -0.031 | ||
| 5.40 | 6.50 | 12 | 52.8% | 0.82 | 0.0410 | -0.035 | 46 | 0.4000 | 0.7100 | 65 | 46.6% | -0.18 | 0.0412 | -0.036 | ||
| 4.40 | 6.00 | 14 | 52.6% | 0.77 | 0.0474 | -0.041 | 47 | 0.8300 | 0.9400 | 2 | 140 | 49.4% | -0.23 | 0.0477 | -0.042 | |
| 4.25 | 4.60 | 13 | 50.7% | 0.72 | 0.0532 | -0.046 | 48 | 1.07 | 1.23 | 1 | 52 | 48.8% | -0.28 | 0.0536 | -0.047 | |
| 3.55 | 3.95 | 28 | 49.9% | 0.66 | 0.0579 | -0.050 | 49 | 1.39 | 1.57 | 1 | 41 | 48.3% | -0.34 | 0.0583 | -0.051 | |
| 2.98 | 3.35 | 7 | 112 | 49.8% | 0.60 | 0.0612 | -0.053 | 50 | 1.56 | 1.97 | 10 | 114 | 45.6% | -0.40 | 0.0617 | -0.053 |
| 2.38 | 2.76 | 27 | 169 | 48.3% | 0.54 | 0.0630 | -0.054 | 51 | 2.25 | 2.49 | 2 | 107 | 48.2% | -0.47 | 0.0635 | -0.055 |
| 1.95 | 2.31 | 1 | 52 | 48.6% | 0.48 | 0.0631 | -0.055 | 52 | 2.74 | 3.10 | 1 | 62 | 48.3% | -0.53 | 0.0638 | -0.055 |
| 1.34 | 1.89 | 57 | 46.2% | 0.41 | 0.0618 | -0.054 | 53 | 2.89 | 3.60 | 8 | 42.5% | -0.59 | 0.0625 | -0.054 | ||
| 1.29 | 1.57 | 139 | 49.3% | 0.36 | 0.0591 | -0.051 | 54 | 4.00 | 4.35 | 14 | 47.9% | -0.65 | 0.0599 | -0.052 | ||
| 0.9100 | 1.25 | 24 | 99 | 47.8% | 0.30 | 0.0554 | -0.048 | 55 | 4.70 | 5.05 | 42 | 47.4% | -0.70 | 0.0563 | -0.048 | |
| 0.7600 | 1.02 | 3 | 77 | 48.9% | 0.25 | 0.0508 | -0.044 | 56 | 5.45 | 5.85 | 14 | 47.4% | -0.75 | 0.0518 | -0.044 | |
| 0.5700 | 1.02 | 34 | 51.5% | 0.21 | 0.0458 | -0.039 | 57 | 6.05 | 8.30 | 11 | 65.3% | -0.80 | 0.0468 | -0.040 | ||
| 0.4400 | 0.8700 | 31 | 52.3% | 0.17 | 0.0405 | -0.035 | 58 | 6.65 | 8.55 | 12 | 56.5% | -0.83 | 0.0415 | -0.035 | ||
| 0.3300 | 0.5700 | 21 | 50.2% | 0.14 | 0.0353 | -0.031 | 59 | 7.65 | 9.95 | 1 | 65.9% | -0.87 | 0.0363 | -0.031 | ||
| 0.2500 | 0.5000 | 10 | 50 | 51.3% | 0.12 | 0.0305 | -0.027 | 60 | 8.60 | 10.65 | 65.4% | -0.89 | 0.0316 | -0.027 | ||
| 0.0200 | 0.6900 | 9 | 43 | 54.2% | 0.10 | 0.0263 | -0.024 | 61 | 9.50 | 11.30 | 62.3% | -0.91 | 0.0274 | -0.024 | ||
| 0 | 0.7000 | 25 | 57.6% | 0.08 | 0.0226 | -0.021 | 62 | 10.00 | 12.20 | 53.2% | -0.93 | 0.0240 | -0.021 | |||
| 0.0300 | 0.4300 | 31 | 55.1% | 0.07 | 0.0196 | -0.019 | 63 | 11.65 | 13.15 | 69.9% | -0.94 | 0.0212 | -0.019 | |||
| 0.0200 | 0.1500 | 1 | 107 | 50.6% | 0.05 | 0.0149 | -0.016 | 65 | 12.00 | 15.95 | -0.96 | 0.0171 | -0.017 | |||
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。