AA 期权链 Alcoa Corporation
Cboe delayed options data · 截至 21:48 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 ±49.2% (25.95–76.31) · ATM IV 54.4% · P/C 未平仓量 0.88
| 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 | |
| 26.50 | 27.65 | 17 | 58.6% | 0.92 | 0.0049 | -0.002 | 28 | 1.96 | 2.35 | 120 | 58.2% | -0.10 | 0.0050 | -0.006 | ||
| 24.80 | 27.00 | 234 | 60.0% | 0.90 | 0.0056 | -0.003 | 30 | 2.38 | 2.83 | 823 | 57.4% | -0.11 | 0.0058 | -0.006 | ||
| 22.80 | 24.90 | 21 | 58.7% | 0.87 | 0.0066 | -0.004 | 33 | 3.15 | 3.65 | 127 | 56.5% | -0.14 | 0.0068 | -0.007 | ||
| 20.70 | 23.65 | 199 | 55.4% | 0.85 | 0.0072 | -0.005 | 35 | 3.75 | 4.30 | 1,292 | 56.1% | -0.16 | 0.0076 | -0.008 | ||
| 19.70 | 21.20 | 12 | 55.4% | 0.82 | 0.0082 | -0.006 | 38 | 4.95 | 5.30 | 831 | 55.9% | -0.20 | 0.0086 | -0.009 | ||
| 18.70 | 20.20 | 3,374 | 55.8% | 0.80 | 0.0088 | -0.007 | 40 | 5.65 | 6.05 | 2,763 | 55.3% | -0.22 | 0.0093 | -0.009 | ||
| 17.70 | 19.50 | 263 | 56.7% | 0.78 | 0.0093 | -0.007 | 42 | 6.35 | 7.05 | 5 | 22 | 55.2% | -0.24 | 0.0099 | -0.010 | |
| 16.30 | 17.10 | 519 | 54.3% | 0.74 | 0.0101 | -0.008 | 45 | 7.70 | 8.45 | 547 | 54.9% | -0.28 | 0.0107 | -0.010 | ||
| 15.35 | 17.10 | 166 | 56.3% | 0.72 | 0.0105 | -0.009 | 47 | 8.70 | 9.50 | 252 | 54.9% | -0.30 | 0.0113 | -0.011 | ||
| 14.20 | 14.95 | 488 | 54.4% | 0.69 | 0.0111 | -0.010 | 50 | 10.05 | 11.15 | 1 | 827 | 54.3% | -0.34 | 0.0120 | -0.011 | |
| 12.20 | 13.05 | 1 | 470 | 54.0% | 0.63 | 0.0118 | -0.011 | 55 | 13.40 | 13.85 | 233 | 54.6% | -0.40 | 0.0130 | -0.012 | |
| 10.70 | 11.30 | 2,365 | 54.0% | 0.58 | 0.0122 | -0.011 | 60 | 16.45 | 17.10 | 2,197 | 54.3% | -0.46 | 0.0137 | -0.012 | ||
| 9.25 | 10.05 | 411 | 54.2% | 0.53 | 0.0124 | -0.011 | 65 | 19.45 | 20.80 | 1,437 | 53.7% | -0.52 | 0.0143 | -0.012 | ||
| 8.05 | 8.75 | 3,217 | 54.0% | 0.48 | 0.0124 | -0.012 | 70 | 23.10 | 24.50 | 150 | 53.5% | -0.58 | 0.0146 | -0.011 | ||
| 7.05 | 7.80 | 1,030 | 54.3% | 0.44 | 0.0123 | -0.012 | 75 | 26.85 | 28.50 | 34 | 53.4% | -0.63 | 0.0148 | -0.011 | ||
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。