ALLY 期权链 Ally Financial Inc.
Cboe delayed options data · 截至 21:34 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 ±8.2% (34.52–40.66) · ATM IV 34.2% · 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 | |
| 16.70 | 18.40 | 1.00 | 0.0010 | 0.000 | 20 | 0 | 0.1000 | 47 | 100.2% | -0.01 | 0.0021 | -0.003 | ||||
| 13.70 | 15.40 | 1.00 | 0.0021 | -0.000 | 23 | 0 | 0.3000 | 22 | 96.4% | -0.01 | 0.0038 | -0.004 | ||||
| 11.70 | 13.40 | 3 | 88.8% | 0.99 | 0.0037 | -0.002 | 25 | 0 | 0.0500 | 8 | 18 | 61.3% | -0.02 | 0.0059 | -0.005 | |
| 8.70 | 10.50 | 0.98 | 0.0092 | -0.004 | 28 | 0 | 0.1000 | 113 | 37 | 50.8% | -0.03 | 0.0122 | -0.007 | |||
| 7.30 | 8.30 | 1 | 10 | 61.5% | 0.97 | 0.0176 | -0.007 | 30 | 0.0500 | 0.2000 | 3 | 381 | 48.1% | -0.06 | 0.0207 | -0.009 |
| 4.40 | 5.20 | 19 | 40.9% | 0.89 | 0.0493 | -0.014 | 33 | 0.0500 | 0.3500 | 809 | 844 | 40.6% | -0.13 | 0.0490 | -0.015 | |
| 3.50 | 4.30 | 38.2% | 0.84 | 0.0665 | -0.018 | 34 | 0.4000 | 0.5000 | 1,078 | 83 | 38.2% | -0.19 | 0.0637 | -0.018 | ||
| 2.80 | 3.50 | 4 | 38.6% | 0.77 | 0.0839 | -0.021 | 35 | 0.6000 | 0.7000 | 780 | 567 | 36.6% | -0.26 | 0.0795 | -0.021 | |
| 2.10 | 2.55 | 6 | 7 | 34.7% | 0.67 | 0.0984 | -0.024 | 36 | 0.9000 | 1.05 | 46 | 451 | 36.3% | -0.34 | 0.0938 | -0.023 |
| 1.60 | 1.80 | 26 | 44 | 33.8% | 0.57 | 0.1072 | -0.025 | 37 | 1.30 | 1.45 | 23 | 464 | 35.5% | -0.44 | 0.1038 | -0.024 |
| 1.15 | 1.30 | 94 | 9,521 | 34.3% | 0.46 | 0.1090 | -0.024 | 38 | 1.75 | 1.95 | 8 | 261 | 34.2% | -0.55 | 0.1075 | -0.024 |
| 0.7000 | 0.9000 | 51 | 173 | 32.4% | 0.36 | 0.1033 | -0.021 | 39 | 2.35 | 2.65 | 16 | 449 | 34.5% | -0.65 | 0.1036 | -0.021 |
| 0.5000 | 0.6000 | 597 | 6,896 | 32.3% | 0.26 | 0.0907 | -0.018 | 40 | 2.65 | 3.70 | 479 | 33.1% | -0.75 | 0.0917 | -0.018 | |
| 0.3000 | 0.3500 | 73 | 111 | 31.9% | 0.18 | 0.0742 | -0.015 | 41 | 3.80 | 4.40 | 12 | 557 | 36.9% | -0.83 | 0.0750 | -0.014 |
| 0.1500 | 0.4500 | 9 | 116 | 32.0% | 0.12 | 0.0571 | -0.011 | 42 | 4.40 | 5.30 | 323 | 32.5% | -0.89 | 0.0569 | -0.011 | |
| 0.0500 | 0.2000 | 6 | 82 | 32.4% | 0.08 | 0.0425 | -0.009 | 43 | 5.60 | 6.30 | 2 | 144 | 41.7% | -0.93 | 0.0414 | -0.008 |
| 0 | 1.05 | 1,024 | 132 | 30.3% | 0.06 | 0.0320 | -0.007 | 44 | 5.90 | 7.30 | 25 | -0.95 | 0.0304 | -0.006 | ||
| 0 | 0.1000 | 8 | 274 | 36.2% | 0.05 | 0.0245 | -0.006 | 45 | 6.90 | 8.30 | 252 | -0.96 | 0.0227 | -0.004 | ||
| 0 | 0.1500 | 7 | 139 | 39.6% | 0.04 | 0.0190 | -0.005 | 46 | 7.80 | 9.70 | 53 | 42.1% | -0.97 | 0.0171 | -0.003 | |
| 0 | 0.2500 | 978 | 47.2% | 0.03 | 0.0148 | -0.004 | 47 | 8.80 | 10.70 | 231 | 45.7% | -0.98 | 0.0129 | -0.002 | ||
| 0 | 0.2500 | 54 | 50.6% | 0.02 | 0.0115 | -0.003 | 48 | 9.70 | 11.70 | 36 | 53.5% | -0.98 | 0.0097 | -0.002 | ||
| 0 | 0.4000 | 243 | 59.3% | 0.02 | 0.0090 | -0.003 | 49 | 10.70 | 12.70 | 2 | 57.0% | -0.99 | 0.0073 | -0.001 | ||
| 0 | 0.2000 | 1 | 1,191 | 54.6% | 0.01 | 0.0070 | -0.002 | 50 | 11.70 | 13.70 | 4 | 60.4% | -0.99 | 0.0055 | -0.000 | |
| 0 | 0.4000 | 836 | 77.7% | 0.00 | 0.0021 | -0.001 | 55 | 16.70 | 18.70 | -1.00 | 0.0013 | 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。