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 ±8.4% (47.52–56.18) · ATM IV 49.6% · P/C 未平仓量 0.66
| 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 | |
| 22.45 | 23.75 | 1 | 1.00 | 0.0009 | -0.001 | 28 | 0 | 0.0600 | 1,127 | 122.7% | -0.00 | 0.0009 | -0.004 | |||
| 20.30 | 21.85 | 210 | 1.00 | 0.0012 | -0.002 | 30 | 0 | 0.0500 | 7 | 1,527 | 107.3% | -0.00 | 0.0012 | -0.004 | ||
| 17.35 | 18.85 | 29 | 0.99 | 0.0020 | -0.003 | 33 | 0 | 0.0700 | 578 | 93.8% | -0.01 | 0.0020 | -0.005 | |||
| 15.80 | 16.90 | 13 | 557 | 110.5% | 0.99 | 0.0028 | -0.004 | 35 | 0 | 0.0700 | 2,019 | 82.5% | -0.01 | 0.0028 | -0.006 | |
| 12.15 | 13.75 | 24 | 0.99 | 0.0050 | -0.006 | 38 | 0.0100 | 0.0700 | 32 | 454 | 67.7% | -0.01 | 0.0050 | -0.007 | ||
| 10.80 | 11.85 | 1 | 95 | 74.2% | 0.98 | 0.0077 | -0.008 | 40 | 0.0100 | 0.0600 | 12 | 1,416 | 56.3% | -0.02 | 0.0077 | -0.009 |
| 9.30 | 10.80 | 0.97 | 0.0100 | -0.009 | 41 | 0 | 0.1100 | 5 | 55.1% | -0.03 | 0.0101 | -0.011 | ||||
| 8.80 | 9.85 | 92 | 61.7% | 0.97 | 0.0134 | -0.012 | 42 | 0.0500 | 0.1300 | 6 | 749 | 54.6% | -0.04 | 0.0135 | -0.013 | |
| 7.35 | 9.45 | 60.9% | 0.95 | 0.0183 | -0.016 | 43 | 0.0700 | 0.1900 | 993 | 53.0% | -0.05 | 0.0185 | -0.017 | |||
| 6.95 | 7.65 | 47.7% | 0.93 | 0.0249 | -0.022 | 44 | 0.1300 | 0.2400 | 10 | 108 | 51.3% | -0.07 | 0.0251 | -0.023 | ||
| 6.20 | 6.90 | 2 | 2,828 | 55.8% | 0.90 | 0.0330 | -0.029 | 45 | 0.1200 | 0.3800 | 48 | 1,513 | 49.2% | -0.10 | 0.0332 | -0.029 |
| 5.20 | 6.10 | 52.9% | 0.86 | 0.0421 | -0.036 | 46 | 0.2800 | 0.5200 | 25 | 279 | 49.6% | -0.14 | 0.0423 | -0.037 | ||
| 4.40 | 5.00 | 5 | 469 | 47.4% | 0.81 | 0.0514 | -0.045 | 47 | 0.4700 | 0.7100 | 19 | 1,031 | 49.5% | -0.19 | 0.0517 | -0.045 |
| 4.00 | 4.85 | 23 | 51.0% | 0.78 | 0.0560 | -0.049 | 47.5 | 0.4400 | 0.7500 | 6 | 34 | 45.9% | -0.22 | 0.0563 | -0.049 | |
| 3.75 | 4.25 | 1 | 69 | 49.1% | 0.75 | 0.0603 | -0.052 | 48 | 0.7700 | 1.02 | 8 | 77 | 51.0% | -0.25 | 0.0606 | -0.053 |
| 3.40 | 3.85 | 2 | 48.4% | 0.72 | 0.0642 | -0.056 | 48.5 | 0.7200 | 1.17 | 11 | 15 | 48.1% | -0.29 | 0.0646 | -0.056 | |
| 3.20 | 3.50 | 10 | 49.9% | 0.68 | 0.0677 | -0.059 | 49 | 1.03 | 1.34 | 14 | 52 | 50.0% | -0.32 | 0.0682 | -0.059 | |
| 2.80 | 3.20 | 21 | 48.9% | 0.65 | 0.0707 | -0.061 | 49.5 | 1.19 | 1.51 | 2 | 4 | 49.5% | -0.36 | 0.0712 | -0.062 | |
| 2.53 | 2.87 | 49 | 3,325 | 48.8% | 0.61 | 0.0730 | -0.063 | 50 | 1.44 | 1.71 | 74 | 1,498 | 49.9% | -0.39 | 0.0735 | -0.064 |
| 2.10 | 2.31 | 11 | 68 | 49.6% | 0.53 | 0.0756 | -0.066 | 51 | 1.72 | 2.07 | 4 | 19 | 46.3% | -0.47 | 0.0762 | -0.066 |
| 1.67 | 1.85 | 48 | 118 | 49.8% | 0.46 | 0.0754 | -0.066 | 52 | 2.42 | 2.72 | 5 | 11 | 49.4% | -0.54 | 0.0760 | -0.066 |
| 1.25 | 1.44 | 16 | 161 | 49.0% | 0.39 | 0.0725 | -0.064 | 53 | 3.05 | 3.35 | 13 | 36 | 49.6% | -0.62 | 0.0732 | -0.064 |
| 0.8300 | 1.13 | 110 | 531 | 47.7% | 0.32 | 0.0676 | -0.060 | 54 | 3.65 | 3.95 | 4 | 47.3% | -0.68 | 0.0683 | -0.060 | |
| 0.7200 | 0.8600 | 399 | 9,002 | 49.4% | 0.26 | 0.0612 | -0.054 | 55 | 4.40 | 4.80 | 22 | 2,322 | 48.6% | -0.74 | 0.0620 | -0.054 |
| 0.5200 | 0.6800 | 16 | 103 | 49.8% | 0.21 | 0.0540 | -0.048 | 56 | 5.05 | 5.85 | 38 | 50.2% | -0.80 | 0.0548 | -0.048 | |
| 0.3900 | 0.5000 | 10 | 51 | 50.0% | 0.16 | 0.0464 | -0.041 | 57 | 6.00 | 6.55 | 10 | 2 | 49.4% | -0.84 | 0.0472 | -0.041 |
| 0.2800 | 0.3500 | 5 | 93 | 49.7% | 0.13 | 0.0389 | -0.034 | 58 | 6.90 | 7.45 | 10 | 3 | 50.2% | -0.88 | 0.0398 | -0.034 |
| 0.1700 | 0.3300 | 18 | 51.1% | 0.10 | 0.0321 | -0.028 | 59 | 7.50 | 8.95 | 8 | 57.2% | -0.91 | 0.0332 | -0.028 | ||
| 0.0100 | 0.4000 | 56 | 4,188 | 52.8% | 0.08 | 0.0263 | -0.024 | 60 | 8.65 | 9.30 | 13 | 603 | 45.6% | -0.93 | 0.0278 | -0.024 |
| 0.0800 | 0.2000 | 16 | 19 | 52.3% | 0.06 | 0.0215 | -0.020 | 61 | 9.40 | 11.15 | 12 | 68.7% | -0.95 | 0.0233 | -0.021 | |
| 0.0400 | 0.1600 | 13 | 52.5% | 0.05 | 0.0177 | -0.017 | 62 | 10.30 | 11.90 | 63.4% | -0.96 | 0.0201 | -0.019 | |||
| 0 | 0.3200 | 2 | 2 | 61.3% | 0.04 | 0.0148 | -0.015 | 63 | 11.30 | 13.35 | 79.8% | -0.97 | 0.0173 | -0.017 | ||
| 0 | 0.2500 | 9 | 1,730 | 65.2% | 0.03 | 0.0105 | -0.012 | 65 | 13.35 | 14.70 | 263 | 68.7% | -0.98 | 0.0124 | -0.013 | |
| 0 | 0.0500 | 7 | 1,043 | 63.8% | 0.01 | 0.0051 | -0.007 | 70 | 18.35 | 20.10 | 68 | 101.0% | -1.00 | 0.0032 | -0.007 | |
| 0 | 0.2000 | 896 | 91.5% | 0.01 | 0.0029 | -0.005 | 75 | 23.15 | 24.40 | -1.00 | 0.0003 | -0.006 | ||||
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。