AAL 期权链 American Airlines Group Inc.
Cboe delayed options data · 截至 12:33 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 ±17.1% (10.80–15.26) · ATM IV 45.9% · 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 | |
| 5.70 | 8.00 | 9 | 153.9% | 0.98 | 0.0098 | -0.001 | 7 | 0 | 0.0600 | 527 | 70.4% | -0.02 | 0.0099 | -0.001 | ||
| 4.45 | 6.20 | 52 | 77.8% | 0.97 | 0.0166 | -0.001 | 8 | 0 | 0.2000 | 1,310 | 72.3% | -0.03 | 0.0167 | -0.001 | ||
| 3.70 | 5.10 | 29 | 70.0% | 0.95 | 0.0301 | -0.002 | 9 | 0.0500 | 0.0900 | 6,838 | 53.5% | -0.05 | 0.0303 | -0.002 | ||
| 3.25 | 3.65 | 156 | 58.4% | 0.91 | 0.0544 | -0.003 | 10 | 0.0800 | 0.2100 | 2 | 6,360 | 49.8% | -0.09 | 0.0550 | -0.003 | |
| 2.41 | 2.64 | 821 | 48.2% | 0.83 | 0.0876 | -0.004 | 11 | 0.2700 | 0.3200 | 11 | 12.8K | 47.3% | -0.17 | 0.0887 | -0.005 | |
| 1.58 | 1.91 | 536 | 836 | 43.8% | 0.71 | 0.1198 | -0.006 | 12 | 0.5300 | 0.6000 | 1,258 | 7,607 | 46.0% | -0.29 | 0.1218 | -0.006 |
| 1.15 | 1.30 | 43 | 713 | 45.7% | 0.58 | 0.1404 | -0.007 | 13 | 0.9900 | 1.02 | 500 | 9,305 | 46.1% | -0.43 | 0.1436 | -0.007 |
| 0.7900 | 0.8200 | 202 | 3,309 | 45.7% | 0.44 | 0.1420 | -0.007 | 14 | 1.53 | 1.76 | 165 | 7,769 | 48.6% | -0.57 | 0.1467 | -0.007 |
| 0.5000 | 0.5100 | 79 | 9,535 | 45.5% | 0.32 | 0.1274 | -0.006 | 15 | 2.06 | 2.45 | 21 | 7,711 | 44.4% | -0.70 | 0.1336 | -0.006 |
| 0.3000 | 0.3300 | 163 | 1,749 | 45.8% | 0.22 | 0.1051 | -0.005 | 16 | 2.80 | 3.65 | 16 | 2,376 | 53.1% | -0.80 | 0.1128 | -0.005 |
| 0.1700 | 0.2300 | 25 | 8,547 | 46.7% | 0.15 | 0.0818 | -0.004 | 17 | 3.85 | 4.10 | 1,961 | 45.4% | -0.87 | 0.0904 | -0.004 | |
| 0.1200 | 0.1500 | 35 | 3,210 | 48.3% | 0.11 | 0.0618 | -0.003 | 18 | 4.40 | 5.45 | 6 | 1,337 | 46.8% | -0.93 | 0.0721 | -0.003 |
| 0.0600 | 0.1000 | 5 | 9,502 | 48.3% | 0.08 | 0.0469 | -0.003 | 19 | 5.70 | 6.05 | 1,619 | -0.96 | 0.0570 | -0.003 | ||
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。