ALLY 期权链 Ally Financial Inc.
Cboe delayed options data · 截至 15:33 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 ±8.1% (34.42–40.48) · ATM IV 34.1% · P/C 未平仓量 0.27
| 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 | |
| 16.60 | 18.20 | 0.99 | 0.0022 | -0.002 | 20 | 0 | 0.2000 | 47 | 111.1% | -0.02 | 0.0033 | -0.006 | ||||
| 13.60 | 15.50 | 92.6% | 0.99 | 0.0039 | -0.003 | 23 | 0 | 0.3000 | 22 | 95.8% | -0.02 | 0.0054 | -0.007 | |||
| 11.60 | 13.50 | 3 | 78.1% | 0.98 | 0.0058 | -0.004 | 25 | 0 | 0.3500 | 18 | 84.2% | -0.03 | 0.0077 | -0.008 | ||
| 8.90 | 10.30 | 65.1% | 0.97 | 0.0115 | -0.006 | 28 | 0.0500 | 0.1500 | 60 | 37 | 57.0% | -0.04 | 0.0139 | -0.009 | ||
| 7.30 | 8.50 | 1 | 10 | 71.0% | 0.96 | 0.0195 | -0.008 | 30 | 0.0500 | 0.2000 | 1 | 381 | 47.6% | -0.06 | 0.0221 | -0.010 |
| 4.40 | 5.30 | 19 | 46.2% | 0.88 | 0.0510 | -0.015 | 33 | 0.3000 | 0.3500 | 56 | 844 | 40.0% | -0.14 | 0.0502 | -0.016 | |
| 3.50 | 4.40 | 42.3% | 0.83 | 0.0677 | -0.019 | 34 | 0.4500 | 0.5500 | 5 | 83 | 39.2% | -0.20 | 0.0647 | -0.018 | ||
| 2.70 | 3.50 | 4 | 38.9% | 0.76 | 0.0850 | -0.022 | 35 | 0.6500 | 0.7500 | 16 | 567 | 37.2% | -0.26 | 0.0804 | -0.021 | |
| 2.15 | 2.40 | 6 | 7 | 34.8% | 0.67 | 0.0993 | -0.024 | 36 | 0.9500 | 1.10 | 3 | 451 | 36.7% | -0.35 | 0.0946 | -0.023 |
| 1.65 | 1.75 | 1 | 44 | 34.8% | 0.56 | 0.1065 | -0.025 | 37 | 1.15 | 1.50 | 1 | 464 | 33.4% | -0.45 | 0.1031 | -0.024 |
| 1.15 | 1.30 | 18 | 9,521 | 34.5% | 0.45 | 0.1074 | -0.024 | 38 | 1.80 | 2.00 | 6 | 261 | 34.1% | -0.56 | 0.1061 | -0.024 |
| 0.8000 | 0.9000 | 5 | 173 | 34.3% | 0.35 | 0.1014 | -0.021 | 39 | 2.05 | 2.75 | 449 | 30.5% | -0.66 | 0.1016 | -0.021 | |
| 0.5000 | 0.6000 | 66 | 6,896 | 33.5% | 0.26 | 0.0884 | -0.018 | 40 | 2.55 | 3.70 | 479 | 29.6% | -0.75 | 0.0893 | -0.018 | |
| 0.3000 | 0.4000 | 30 | 111 | 33.2% | 0.19 | 0.0725 | -0.016 | 41 | 4.00 | 4.40 | 2 | 557 | 37.8% | -0.82 | 0.0732 | -0.015 |
| 0.1000 | 0.4000 | 1 | 116 | 34.5% | 0.14 | 0.0578 | -0.014 | 42 | 4.40 | 5.30 | 323 | 28.1% | -0.87 | 0.0580 | -0.013 | |
| 0.1000 | 0.4000 | 2 | 82 | 39.1% | 0.12 | 0.0465 | -0.013 | 43 | 5.00 | 6.30 | 2 | 144 | -0.89 | 0.0464 | -0.012 | |
| 0.0500 | 0.1500 | 132 | 34.9% | 0.10 | 0.0382 | -0.012 | 44 | 5.80 | 7.30 | 25 | -0.91 | 0.0377 | -0.011 | |||
| 0.0500 | 0.4500 | 4 | 274 | 47.6% | 0.08 | 0.0314 | -0.011 | 45 | 6.80 | 8.30 | 252 | -0.93 | 0.0309 | -0.009 | ||
| 0 | 0.2000 | 1 | 139 | 42.0% | 0.07 | 0.0262 | -0.010 | 46 | 7.60 | 9.50 | 53 | -0.94 | 0.0254 | -0.008 | ||
| 0 | 0.2500 | 978 | 47.5% | 0.06 | 0.0217 | -0.009 | 47 | 8.70 | 10.20 | 231 | -0.95 | 0.0208 | -0.007 | |||
| 0 | 0.2500 | 54 | 50.8% | 0.05 | 0.0180 | -0.008 | 48 | 9.60 | 11.50 | 36 | -0.96 | 0.0171 | -0.006 | |||
| 0 | 0.4000 | 243 | 59.5% | 0.04 | 0.0151 | -0.007 | 49 | 10.60 | 12.50 | 2 | -0.97 | 0.0141 | -0.005 | |||
| 0 | 0.2000 | 1 | 1,191 | 54.8% | 0.03 | 0.0127 | -0.006 | 50 | 11.60 | 13.50 | 4 | -0.97 | 0.0116 | -0.004 | ||
| 0 | 0.4000 | 836 | 77.8% | 0.01 | 0.0056 | -0.003 | 55 | 16.60 | 18.80 | -0.99 | 0.0047 | -0.001 | ||||
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。