BABA 期权链 Alibaba Group Holding Limited
Cboe delayed options data · 截至 Oct 19, 21:52 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 ±9.6% (98.35–119.25) · ATM IV 40.5% · P/C 未平仓量 0.33
| 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 | |
| 53.45 | 55.55 | 20 | 139.8% | 1.00 | 0.0002 | 0.000 | 55 | 0 | 0.0200 | 27 | 80.2% | -0.00 | 0.0002 | -0.002 | ||
| 48.25 | 50.55 | 13 | 119.1% | 1.00 | 0.0003 | 0.000 | 60 | 0 | 0.0300 | 23 | 73.4% | -0.00 | 0.0003 | -0.003 | ||
| 43.30 | 45.60 | 5 | 106.4% | 1.00 | 0.0005 | 0.000 | 65 | 0 | 0.0600 | 1 | 1,474 | 69.0% | -0.00 | 0.0005 | -0.003 | |
| 38.30 | 40.60 | 97 | 92.6% | 1.00 | 0.0008 | 0.000 | 70 | 0 | 0.0700 | 20 | 586 | 61.0% | -0.01 | 0.0008 | -0.004 | |
| 33.55 | 35.65 | 29 | 84.3% | 0.99 | 0.0012 | -0.002 | 75 | 0.0100 | 0.0900 | 2 | 134 | 54.6% | -0.01 | 0.0012 | -0.005 | |
| 28.55 | 30.15 | 2 | 172 | 64.3% | 0.99 | 0.0022 | -0.005 | 80 | 0.0200 | 0.1200 | 4 | 436 | 48.3% | -0.01 | 0.0023 | -0.008 |
| 23.75 | 25.80 | 30 | 63.8% | 0.97 | 0.0044 | -0.011 | 85 | 0.0900 | 0.1800 | 65 | 2,059 | 44.1% | -0.03 | 0.0044 | -0.014 | |
| 19.05 | 19.80 | 122 | 44.4% | 0.94 | 0.0085 | -0.023 | 90 | 0.3500 | 0.4000 | 120 | 4,260 | 43.4% | -0.06 | 0.0085 | -0.025 | |
| 14.50 | 14.95 | 1 | 215 | 39.6% | 0.88 | 0.0149 | -0.040 | 95 | 0.7900 | 0.8900 | 517 | 3,592 | 41.8% | -0.12 | 0.0150 | -0.042 |
| 12.85 | 13.25 | 2 | 39.8% | 0.84 | 0.0178 | -0.048 | 97 | 1.13 | 1.22 | 25 | 41.8% | -0.16 | 0.0180 | -0.050 | ||
| 12.05 | 12.45 | 2 | 39.9% | 0.82 | 0.0194 | -0.052 | 98 | 1.31 | 1.41 | 101 | 41.6% | -0.18 | 0.0196 | -0.054 | ||
| 11.25 | 11.70 | 40.0% | 0.80 | 0.0209 | -0.056 | 99 | 1.52 | 1.63 | 3 | 41.6% | -0.20 | 0.0211 | -0.058 | |||
| 10.60 | 10.90 | 183 | 1,527 | 40.4% | 0.78 | 0.0223 | -0.060 | 100 | 1.79 | 1.85 | 471 | 9,338 | 41.5% | -0.22 | 0.0226 | -0.062 |
| 9.80 | 10.15 | 40.0% | 0.76 | 0.0237 | -0.064 | 101 | 2.03 | 2.14 | 12 | 41.4% | -0.25 | 0.0240 | -0.065 | |||
| 9.10 | 9.45 | 40.0% | 0.73 | 0.0250 | -0.067 | 102 | 2.30 | 2.44 | 3 | 41.3% | -0.27 | 0.0253 | -0.069 | |||
| 8.40 | 8.75 | 39.8% | 0.70 | 0.0262 | -0.070 | 103 | 2.63 | 2.76 | 98 | 41.2% | -0.30 | 0.0265 | -0.072 | |||
| 7.75 | 8.15 | 40.0% | 0.68 | 0.0273 | -0.073 | 104 | 2.96 | 3.15 | 24 | 41.3% | -0.33 | 0.0276 | -0.075 | |||
| 7.15 | 7.50 | 10 | 1,402 | 39.9% | 0.65 | 0.0282 | -0.076 | 105 | 3.35 | 3.50 | 185 | 6,299 | 41.1% | -0.36 | 0.0286 | -0.077 |
| 6.60 | 6.90 | 40.0% | 0.62 | 0.0290 | -0.078 | 106 | 3.75 | 3.95 | 10 | 41.2% | -0.39 | 0.0294 | -0.079 | |||
| 6.05 | 6.35 | 40.0% | 0.59 | 0.0296 | -0.079 | 107 | 4.00 | 4.40 | 1 | 40.4% | -0.42 | 0.0301 | -0.081 | |||
| 5.50 | 5.80 | 1,050 | 39.8% | 0.56 | 0.0300 | -0.081 | 108 | 4.60 | 4.85 | 67 | 40.8% | -0.45 | 0.0305 | -0.082 | ||
| 5.05 | 5.35 | 9 | 40.2% | 0.53 | 0.0303 | -0.081 | 109 | 5.10 | 5.40 | 44 | 40.9% | -0.48 | 0.0308 | -0.083 | ||
| 4.60 | 4.85 | 301 | 9,248 | 40.1% | 0.50 | 0.0304 | -0.081 | 110 | 5.70 | 5.95 | 89 | 9,622 | 41.1% | -0.51 | 0.0310 | -0.083 |
| 4.20 | 4.45 | 28 | 40.3% | 0.47 | 0.0303 | -0.081 | 111 | 6.25 | 6.55 | 25 | 41.2% | -0.54 | 0.0309 | -0.083 | ||
| 3.80 | 4.00 | 18 | 40.1% | 0.44 | 0.0300 | -0.080 | 112 | 6.85 | 7.20 | 5 | 41.4% | -0.57 | 0.0307 | -0.082 | ||
| 3.45 | 3.65 | 38 | 40.3% | 0.41 | 0.0296 | -0.079 | 113 | 7.50 | 7.75 | 28 | 41.2% | -0.60 | 0.0303 | -0.081 | ||
| 3.10 | 3.35 | 6 | 40.5% | 0.38 | 0.0290 | -0.078 | 114 | 8.10 | 8.45 | 10 | 41.1% | -0.63 | 0.0298 | -0.079 | ||
| 2.82 | 3.05 | 1,038 | 4,190 | 40.8% | 0.35 | 0.0283 | -0.076 | 115 | 8.80 | 9.20 | 106 | 3,553 | 41.5% | -0.66 | 0.0291 | -0.077 |
| 2.56 | 2.69 | 4 | 40.6% | 0.33 | 0.0275 | -0.074 | 116 | 9.45 | 9.85 | 41.0% | -0.68 | 0.0283 | -0.075 | |||
| 2.31 | 2.44 | 7 | 40.8% | 0.30 | 0.0265 | -0.072 | 117 | 10.25 | 10.65 | 41.6% | -0.71 | 0.0274 | -0.073 | |||
| 2.08 | 2.18 | 6 | 40.9% | 0.28 | 0.0255 | -0.069 | 118 | 11.05 | 11.45 | 42.0% | -0.73 | 0.0264 | -0.070 | |||
| 1.86 | 2.03 | 10 | 41.3% | 0.26 | 0.0244 | -0.067 | 119 | 11.80 | 12.25 | 42.0% | -0.75 | 0.0253 | -0.068 | |||
| 1.70 | 1.75 | 638 | 20.0K | 41.2% | 0.24 | 0.0232 | -0.064 | 120 | 12.60 | 13.00 | 425 | 2,705 | 41.9% | -0.78 | 0.0242 | -0.065 |
| 1.50 | 1.61 | 6 | 41.4% | 0.22 | 0.0220 | -0.061 | 121 | 13.35 | 13.80 | 41.4% | -0.80 | 0.0231 | -0.062 | |||
| 1.35 | 1.44 | 7 | 41.5% | 0.20 | 0.0209 | -0.058 | 122 | 13.60 | 14.65 | 37.9% | -0.81 | 0.0219 | -0.060 | |||
| 1.21 | 1.29 | 9 | 41.7% | 0.18 | 0.0197 | -0.055 | 123 | 14.60 | 15.55 | 38.9% | -0.83 | 0.0208 | -0.057 | |||
| 1.09 | 1.22 | 51 | 42.3% | 0.17 | 0.0185 | -0.053 | 124 | 15.15 | 16.40 | 35.9% | -0.85 | 0.0196 | -0.054 | |||
| 1.00 | 1.04 | 767 | 12.0K | 42.2% | 0.15 | 0.0174 | -0.050 | 125 | 16.85 | 17.40 | 159 | 1,794 | 43.0% | -0.86 | 0.0186 | -0.051 |
| 0.6000 | 0.6200 | 1,180 | 16.7K | 43.5% | 0.10 | 0.0124 | -0.038 | 130 | 21.35 | 22.05 | 2 | 1,398 | 43.1% | -0.92 | 0.0137 | -0.039 |
| 0.3700 | 0.3900 | 58 | 4,323 | 45.2% | 0.07 | 0.0087 | -0.028 | 135 | 25.40 | 26.90 | 502 | -0.96 | 0.0100 | -0.030 | ||
| 0.2500 | 0.2700 | 353 | 13.2K | 47.4% | 0.04 | 0.0061 | -0.021 | 140 | 30.30 | 32.00 | 356 | -0.98 | 0.0070 | -0.021 | ||
| 0.1300 | 0.2400 | 76 | 2,429 | 49.7% | 0.03 | 0.0044 | -0.017 | 145 | 35.35 | 36.90 | 1 | -0.99 | 0.0036 | -0.016 | ||
| 0.1200 | 0.1600 | 245 | 8,951 | 52.2% | 0.02 | 0.0033 | -0.014 | 150 | 40.35 | 41.90 | -1.00 | 0.0010 | -0.015 | |||
| 0.0700 | 0.1100 | 37 | 2,846 | 53.2% | 0.02 | 0.0025 | -0.011 | 155 | 45.35 | 47.10 | -1.00 | 0.0000 | -0.015 | |||
| 0.0700 | 0.1300 | 107 | 59.7K | 58.0% | 0.01 | 0.0020 | -0.010 | 160 | 50.20 | 52.05 | -1.00 | 0.0000 | -0.015 | |||
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。