AAL 期权链 American Airlines Group Inc.
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 ±11.9% (10.47–13.29) · ATM IV 47.7% · P/C 未平仓量 0.76
| 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 | |
| 5.80 | 6.40 | 6 | 242 | 169.7% | 1.00 | 0.0043 | -0.001 | 6 | 0 | 0.0100 | 93 | 89.9% | -0.01 | 0.0043 | -0.001 | |
| 4.30 | 5.75 | 2 | 22 | 120.2% | 0.99 | 0.0080 | -0.001 | 7 | 0 | 0.0400 | 525 | 85.9% | -0.01 | 0.0080 | -0.001 | |
| 3.45 | 4.45 | 4 | 80 | 73.4% | 0.99 | 0.0157 | -0.001 | 8 | 0 | 0.0400 | 1,279 | 66.7% | -0.01 | 0.0157 | -0.001 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 8.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.89 | 4.25 | 13 | 78.2% | 0.97 | 0.0398 | -0.002 | 9 | 0.0100 | 0.0300 | 15 | 6,964 | 49.4% | -0.04 | 0.0400 | -0.002 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 9.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.7900 | 3.70 | 1 | 548 | 74.6% | 0.89 | 0.1035 | -0.005 | 10 | 0.1000 | 0.1300 | 164 | 7,901 | 51.1% | -0.11 | 0.1042 | -0.005 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 10.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.16 | 1.43 | 277 | 1,045 | 52.5% | 0.73 | 0.1837 | -0.009 | 11 | 0.3100 | 0.3500 | 1,550 | 15.2K | 48.6% | -0.27 | 0.1854 | -0.009 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 11.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.6500 | 0.6800 | 149 | 1,767 | 47.4% | 0.52 | 0.2264 | -0.010 | 12 | 0.7300 | 0.7600 | 223 | 16.2K | 47.9% | -0.49 | 0.2297 | -0.010 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 12.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.2600 | 0.3400 | 288 | 3,589 | 46.2% | 0.31 | 0.2004 | -0.009 | 13 | 1.36 | 1.45 | 175 | 20.2K | 47.8% | -0.70 | 0.2058 | -0.009 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 13.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.1100 | 0.1400 | 619 | 29.7K | 46.5% | 0.15 | 0.1368 | -0.006 | 14 | 2.12 | 2.31 | 25 | 9,642 | 47.5% | -0.86 | 0.1448 | -0.006 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 14.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0500 | 0.0600 | 140 | 15.8K | 48.4% | 0.07 | 0.0784 | -0.004 | 15 | 3.05 | 3.65 | 19 | 8,346 | 76.1% | -0.95 | 0.0852 | -0.004 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 15.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0100 | 0.0400 | 87 | 5,646 | 50.5% | 0.04 | 0.0464 | -0.002 | 16 | 3.55 | 4.85 | 2,727 | 69.6% | -0.98 | 0.0452 | -0.002 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 16.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0100 | 0.0300 | 71 | 10.6K | 56.7% | 0.03 | 0.0300 | -0.002 | 17 | 4.25 | 5.50 | 2 | 1,792 | -0.99 | 0.0228 | -0.001 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 17.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
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。