AEP 期权链 American Electric Power Company, Inc.
Cboe delayed options data · 截至 00:33 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 ±17.6% (102.77–146.67) · ATM IV 20.1% · P/C 未平仓量 0.20
| 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 | |
| 57.50 | 62.50 | 4 | 31.0% | 0.97 | 0.0015 | 0.000 | 65 | 0 | 5.00 | 49.4% | -0.04 | 0.0016 | -0.004 | |||
| 53.00 | 57.50 | 1 | 30.1% | 0.96 | 0.0019 | 0.000 | 70 | 0 | 1.35 | 7 | 32.7% | -0.04 | 0.0020 | -0.005 | ||
| 48.00 | 53.00 | 11 | 27.6% | 0.95 | 0.0024 | 0.000 | 75 | 0 | 5.00 | 15 | 40.8% | -0.05 | 0.0024 | -0.005 | ||
| 43.50 | 48.00 | 5 | 24.5% | 0.94 | 0.0030 | -0.000 | 80 | 0.5000 | 2.75 | 19 | 32.6% | -0.06 | 0.0031 | -0.006 | ||
| 39.00 | 43.50 | 9 | 23.8% | 0.93 | 0.0037 | -0.001 | 85 | 0.5000 | 5.00 | 12 | 34.2% | -0.08 | 0.0038 | -0.006 | ||
| 34.50 | 39.50 | 37 | 23.9% | 0.91 | 0.0046 | -0.002 | 90 | 1.50 | 2.40 | 79 | 27.4% | -0.10 | 0.0048 | -0.007 | ||
| 30.50 | 35.00 | 625 | 23.2% | 0.88 | 0.0058 | -0.004 | 95 | 1.90 | 5.00 | 23 | 29.4% | -0.13 | 0.0060 | -0.008 | ||
| 26.50 | 31.00 | 133 | 22.7% | 0.85 | 0.0070 | -0.005 | 100 | 1.90 | 5.50 | 142 | 26.6% | -0.16 | 0.0073 | -0.009 | ||
| 23.80 | 27.00 | 28 | 23.4% | 0.81 | 0.0084 | -0.007 | 105 | 1.50 | 6.50 | 69 | 23.9% | -0.20 | 0.0088 | -0.010 | ||
| 21.10 | 23.50 | 100 | 23.9% | 0.76 | 0.0099 | -0.008 | 110 | 4.40 | 6.10 | 62 | 23.4% | -0.25 | 0.0104 | -0.011 | ||
| 17.80 | 20.00 | 1 | 419 | 23.0% | 0.71 | 0.0113 | -0.009 | 115 | 5.90 | 7.40 | 130 | 22.6% | -0.31 | 0.0120 | -0.011 | |
| 13.30 | 17.50 | 1 | 301 | 21.5% | 0.65 | 0.0125 | -0.010 | 120 | 6.00 | 11.00 | 87 | 22.2% | -0.37 | 0.0135 | -0.012 | |
| 10.00 | 13.70 | 2 | 151 | 19.4% | 0.59 | 0.0135 | -0.011 | 125 | 8.00 | 12.20 | 82 | 20.7% | -0.44 | 0.0147 | -0.012 | |
| 9.40 | 12.50 | 730 | 21.8% | 0.52 | 0.0140 | -0.011 | 130 | 11.00 | 15.30 | 17 | 21.3% | -0.51 | 0.0156 | -0.012 | ||
| 7.30 | 10.20 | 3 | 670 | 21.2% | 0.46 | 0.0142 | -0.011 | 135 | 13.60 | 18.50 | 9 | 21.0% | -0.59 | 0.0161 | -0.012 | |
| 5.50 | 7.40 | 561 | 19.8% | 0.40 | 0.0139 | -0.011 | 140 | 17.00 | 22.00 | 10 | 21.1% | -0.67 | 0.0165 | -0.011 | ||
| 4.40 | 6.60 | 1 | 340 | 20.6% | 0.34 | 0.0133 | -0.010 | 145 | 20.50 | 25.50 | 1 | 20.6% | -0.74 | 0.0171 | -0.011 | |
| 3.70 | 4.90 | 109 | 20.3% | 0.28 | 0.0124 | -0.009 | 150 | 25.00 | 29.50 | 102 | 21.3% | -0.82 | 0.0171 | -0.011 | ||
| 1.45 | 4.90 | 11 | 19.8% | 0.24 | 0.0113 | -0.009 | 155 | 29.00 | 33.50 | 20.0% | -0.89 | 0.0151 | -0.009 | |||
| 1.10 | 5.00 | 31 | 21.3% | 0.20 | 0.0101 | -0.008 | 160 | 33.50 | 38.50 | 7 | 20.6% | -0.93 | 0.0114 | -0.005 | ||
| 1.10 | 2.65 | 39 | 19.7% | 0.17 | 0.0090 | -0.007 | 165 | 38.50 | 43.00 | 19.0% | -0.97 | 0.0075 | -0.001 | |||
| 0.0500 | 5.00 | 59 | 23.2% | 0.14 | 0.0079 | -0.007 | 170 | 43.50 | 48.50 | 24.4% | -0.98 | 0.0044 | 0.000 | |||
| 0.0500 | 5.00 | 5 | 24.7% | 0.13 | 0.0070 | -0.006 | 175 | 48.50 | 53.50 | 26.2% | -0.99 | 0.0023 | 0.000 | |||
| 0.0500 | 3.30 | 19 | 23.3% | 0.11 | 0.0062 | -0.006 | 180 | 53.50 | 58.50 | 27.9% | -1.00 | 0.0012 | 0.000 | |||
| 0.1500 | 3.10 | 9 | 24.4% | 0.09 | 0.0055 | -0.005 | 185 | 58.50 | 63.50 | 29.6% | -1.00 | 0.0005 | 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。