AEP 期权链 American Electric Power Company, Inc.
Cboe delayed options data · 截至 18:33 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 ±16.0% (104.97–145.07) · ATM IV 21.3% · 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 | |
| 53.00 | 57.90 | 30.8% | 0.97 | 0.0016 | 0.000 | 70 | 0.0500 | 1.00 | 1 | 36.2% | -0.04 | 0.0018 | -0.005 | |||
| 49.30 | 52.50 | 32.3% | 0.97 | 0.0021 | 0.000 | 75 | 0.0500 | 1.40 | 34.7% | -0.04 | 0.0022 | -0.005 | ||||
| 45.10 | 48.00 | 33.5% | 0.96 | 0.0026 | 0.000 | 80 | 0.0500 | 1.55 | 31.7% | -0.05 | 0.0028 | -0.006 | ||||
| 40.50 | 42.80 | 29.1% | 0.95 | 0.0034 | -0.000 | 85 | 0.0500 | 1.75 | 62 | 29.1% | -0.06 | 0.0036 | -0.006 | |||
| 36.00 | 38.50 | 28.4% | 0.93 | 0.0044 | -0.002 | 90 | 0.3500 | 2.00 | 27.5% | -0.08 | 0.0046 | -0.007 | ||||
| 31.60 | 34.50 | 28.0% | 0.91 | 0.0056 | -0.003 | 95 | 1.25 | 2.20 | 26.9% | -0.10 | 0.0059 | -0.008 | ||||
| 27.30 | 30.00 | 5 | 26.1% | 0.88 | 0.0072 | -0.005 | 100 | 1.90 | 2.60 | 31 | 25.5% | -0.13 | 0.0075 | -0.009 | ||
| 23.40 | 26.00 | 25.3% | 0.84 | 0.0091 | -0.007 | 105 | 2.45 | 3.50 | 6 | 24.2% | -0.18 | 0.0094 | -0.011 | |||
| 19.50 | 22.00 | 1 | 1 | 23.9% | 0.79 | 0.0110 | -0.009 | 110 | 3.40 | 4.40 | 3 | 23.1% | -0.23 | 0.0114 | -0.012 | |
| 16.00 | 17.80 | 5 | 22.3% | 0.73 | 0.0130 | -0.011 | 115 | 4.60 | 5.90 | 1 | 22.4% | -0.29 | 0.0135 | -0.013 | ||
| 12.50 | 14.80 | 6 | 21.6% | 0.66 | 0.0147 | -0.012 | 120 | 6.20 | 7.50 | 17 | 21.6% | -0.36 | 0.0154 | -0.014 | ||
| 10.30 | 11.90 | 25 | 21.6% | 0.58 | 0.0160 | -0.013 | 125 | 8.30 | 9.60 | 5 | 21.1% | -0.45 | 0.0170 | -0.014 | ||
| 7.90 | 9.00 | 40 | 20.6% | 0.50 | 0.0167 | -0.013 | 130 | 10.90 | 12.40 | 21.0% | -0.53 | 0.0180 | -0.014 | |||
| 6.20 | 6.70 | 15 | 18 | 20.3% | 0.42 | 0.0167 | -0.013 | 135 | 14.20 | 15.30 | 1 | 20.9% | -0.62 | 0.0185 | -0.013 | |
| 4.60 | 5.00 | 963 | 35 | 19.9% | 0.35 | 0.0160 | -0.012 | 140 | 16.20 | 18.60 | 18.7% | -0.71 | 0.0189 | -0.013 | ||
| 3.30 | 3.80 | 23 | 19.7% | 0.28 | 0.0147 | -0.011 | 145 | 19.80 | 22.60 | 17.8% | -0.80 | 0.0188 | -0.012 | |||
| 2.10 | 3.30 | 6 | 19.9% | 0.22 | 0.0130 | -0.010 | 150 | 24.00 | 27.00 | 15.9% | -0.88 | 0.0165 | -0.010 | |||
| 1.50 | 2.50 | 2 | 20.0% | 0.17 | 0.0112 | -0.009 | 155 | 28.50 | 31.70 | -0.93 | 0.0121 | -0.005 | ||||
| 1.05 | 1.75 | 1 | 19.7% | 0.14 | 0.0095 | -0.008 | 160 | 33.50 | 36.50 | -0.96 | 0.0078 | -0.001 | ||||
| 0.7500 | 1.80 | 1 | 21.0% | 0.12 | 0.0081 | -0.007 | 165 | 38.00 | 43.00 | 22.5% | -0.98 | 0.0046 | 0.000 | |||
| 0.1000 | 1.60 | 20.5% | 0.10 | 0.0069 | -0.006 | 170 | 43.00 | 48.00 | 24.5% | -0.99 | 0.0026 | 0.000 | ||||
| 0.0500 | 1.45 | 21.4% | 0.08 | 0.0059 | -0.006 | 175 | 48.00 | 53.00 | 26.5% | -1.00 | 0.0014 | 0.000 | ||||
| 0.0500 | 1.30 | 22.3% | 0.07 | 0.0050 | -0.005 | 180 | 53.00 | 58.00 | 28.4% | -1.00 | 0.0007 | 0.000 | ||||
| 0.0500 | 1.20 | 23.3% | 0.06 | 0.0044 | -0.005 | 185 | 58.00 | 63.00 | 30.3% | -1.00 | 0.0003 | 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。