BAC 期权链 Bank of America Corporation
Cboe delayed options data · 截至 16:03 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 ±3.4% (60.91–65.23) · ATM IV 21.0% · P/C 未平仓量 1.25
| 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 | |
| 29.35 | 30.40 | 29 | 1.00 | 0.0000 | -0.252 | 33 | 0 | 0.0100 | 3,830 | 108.7% | -0.00 | 0.0002 | -0.001 | |||
| 27.15 | 28.20 | 159 | 1.00 | 0.0000 | -0.248 | 35 | 0 | 0.0200 | 2,969 | 106.1% | -0.00 | 0.0003 | -0.001 | |||
| 25.95 | 27.25 | 1 | 1.00 | 0.0000 | -0.247 | 36 | 0 | 0.0300 | 118 | 105.6% | -0.00 | 0.0003 | -0.001 | |||
| 25.40 | 26.20 | 1 | 207 | 1.00 | 0.0000 | -0.245 | 37 | 0 | 0.0300 | 3,288 | 100.8% | -0.00 | 0.0004 | -0.001 | ||
| 24.20 | 25.25 | 69 | 1.00 | 0.0000 | -0.243 | 38 | 0 | 0.0300 | 52 | 96.2% | -0.00 | 0.0004 | -0.001 | |||
| 23.20 | 24.45 | 11 | 1.00 | 0.0000 | -0.241 | 39 | 0 | 0.0300 | 47 | 91.6% | -0.00 | 0.0005 | -0.001 | |||
| 22.85 | 23.15 | 100 | 1,126 | 1.00 | 0.0000 | -0.239 | 40 | 0 | 0.0300 | 14.9K | 87.1% | -0.00 | 0.0006 | -0.002 | ||
| 21.20 | 22.25 | 11 | 1.00 | 0.0000 | -0.237 | 41 | 0 | 0.0300 | 144 | 82.8% | -0.00 | 0.0006 | -0.002 | |||
| 20.35 | 22.60 | 909 | 148.4% | 1.00 | 0.0000 | -0.235 | 42 | 0 | 0.0100 | 11.0K | 70.2% | -0.00 | 0.0008 | -0.002 | ||
| 19.20 | 20.25 | 11 | 1.00 | 0.0000 | -0.233 | 43 | 0 | 0.0200 | 352 | 71.1% | -0.00 | 0.0009 | -0.002 | |||
| 18.20 | 19.20 | 1 | 1.00 | 0.0000 | -0.231 | 44 | 0 | 0.0200 | 627 | 67.2% | -0.00 | 0.0011 | -0.002 | |||
| 17.85 | 18.15 | 12 | 1,151 | 1.00 | 0.0000 | -0.229 | 45 | 0 | 0.0100 | 17.1K | 70.4% | -0.00 | 0.0013 | -0.002 | ||
| 16.20 | 17.20 | 734 | 1.00 | 0.0000 | -0.226 | 46 | 0 | 0.0300 | 888 | 62.2% | -0.00 | 0.0016 | -0.003 | |||
| 15.35 | 16.20 | 1,159 | 1.00 | 0.0000 | -0.224 | 47 | 0 | 0.0100 | 5 | 10.3K | 51.9% | -0.00 | 0.0019 | -0.003 | ||
| 14.35 | 15.90 | 254 | 86.7% | 1.00 | 0.0000 | -0.221 | 48 | 0 | 0.0200 | 7 | 1,286 | 52.1% | -0.01 | 0.0023 | -0.003 | |
| 13.20 | 14.20 | 111 | 1.00 | 0.0000 | -0.218 | 49 | 0 | 0.0200 | 2,548 | 48.5% | -0.01 | 0.0028 | -0.003 | |||
| 12.85 | 13.15 | 12 | 3,021 | 1.00 | 0.0000 | -0.215 | 50 | 0 | 0.0400 | 20 | 49.3K | 48.8% | -0.01 | 0.0035 | -0.004 | |
| 11.85 | 12.20 | 10 | 1.00 | 0.0000 | -0.211 | 51 | 0 | 0.0400 | 2 | 45.1% | -0.01 | 0.0044 | -0.004 | |||
| 10.85 | 11.20 | 2 | 1.00 | 0.0000 | -0.207 | 52 | 0.0100 | 0.0400 | 60 | 42.6% | -0.01 | 0.0057 | -0.005 | |||
| 10.35 | 10.65 | 2 | 11.2K | 1.00 | 0.0000 | -0.204 | 52.5 | 0.0200 | 0.0300 | 3 | 11.6K | 40.7% | -0.01 | 0.0064 | -0.005 | |
| 9.85 | 10.20 | 12 | 1.00 | 0.0000 | -0.201 | 53 | 0.0200 | 0.0500 | 4 | 2 | 40.8% | -0.01 | 0.0074 | -0.006 | ||
| 8.85 | 9.20 | 2 | 1.00 | 0.0000 | -0.195 | 54 | 0.0300 | 0.0500 | 3 | 10 | 37.7% | -0.02 | 0.0098 | -0.006 | ||
| 8.00 | 8.15 | 156 | 21.2K | 44.4% | 1.00 | 0.0000 | -0.186 | 55 | 0.0300 | 0.0400 | 252 | 27.1K | 33.1% | -0.02 | 0.0132 | -0.008 |
| 6.85 | 7.15 | 18 | 1.00 | 0.0000 | -0.173 | 56 | 0.0500 | 0.0600 | 4 | 274 | 31.6% | -0.03 | 0.0184 | -0.009 | ||
| 5.85 | 6.15 | 63 | 1.00 | 0.0005 | -0.154 | 57 | 0.0600 | 0.0800 | 3 | 334 | 28.8% | -0.05 | 0.0263 | -0.011 | ||
| 5.40 | 5.65 | 93 | 11.7K | 1.00 | 0.0059 | -0.141 | 57.5 | 0.0800 | 0.0900 | 379 | 14.3K | 27.9% | -0.06 | 0.0316 | -0.013 | |
| 4.85 | 5.15 | 61 | 1.00 | 0.0135 | -0.123 | 58 | 0.0900 | 0.1200 | 1,651 | 26.9% | -0.07 | 0.0382 | -0.014 | |||
| 3.90 | 4.10 | 4 | 19 | 0.97 | 0.0735 | -0.077 | 59 | 0.1400 | 0.1800 | 16 | 329 | 25.0% | -0.10 | 0.0562 | -0.018 | |
| 3.00 | 3.20 | 698 | 28.1K | 22.2% | 0.88 | 0.1392 | -0.037 | 60 | 0.2500 | 0.2700 | 279 | 15.2K | 23.5% | -0.16 | 0.0816 | -0.024 |
| 2.15 | 2.34 | 25 | 355 | 21.1% | 0.75 | 0.1217 | -0.029 | 61 | 0.4300 | 0.4600 | 118 | 1,757 | 22.6% | -0.25 | 0.1113 | -0.030 |
| 1.56 | 1.61 | 133 | 4,090 | 21.7% | 0.63 | 0.1353 | -0.034 | 62 | 0.7100 | 0.7500 | 65 | 2,773 | 21.7% | -0.37 | 0.1373 | -0.035 |
| 1.25 | 1.30 | 320 | 11.4K | 21.3% | 0.56 | 0.1438 | -0.035 | 62.5 | 0.9000 | 0.9300 | 139 | 12.1K | 21.2% | -0.44 | 0.1462 | -0.036 |
| 1.00 | 1.02 | 1,667 | 814 | 21.0% | 0.49 | 0.1478 | -0.035 | 63 | 1.13 | 1.18 | 111 | 143 | 21.0% | -0.52 | 0.1506 | -0.036 |
| 0.5700 | 0.5900 | 106 | 2,147 | 20.4% | 0.34 | 0.1393 | -0.032 | 64 | 1.70 | 1.78 | 25 | 76 | 20.5% | -0.67 | 0.1427 | -0.032 |
| 0.3000 | 0.3100 | 702 | 58.0K | 20.1% | 0.22 | 0.1124 | -0.025 | 65 | 2.39 | 2.61 | 32 | 2,522 | 20.9% | -0.79 | 0.1158 | -0.025 |
| 0.1500 | 0.1600 | 125 | 591 | 20.2% | 0.13 | 0.0795 | -0.018 | 66 | 3.20 | 3.50 | 20.9% | -0.89 | 0.0811 | -0.017 | ||
| 0.0800 | 0.0900 | 31 | 530 | 21.1% | 0.07 | 0.0513 | -0.012 | 67 | 4.20 | 4.45 | 183 | 24.0% | -0.94 | 0.0497 | -0.009 | |
| 0.0600 | 0.0700 | 289 | 5,672 | 21.6% | 0.05 | 0.0402 | -0.009 | 67.5 | 4.65 | 4.95 | 82 | 24.6% | -0.96 | 0.0374 | -0.006 | |
| 0.0400 | 0.0600 | 248 | 22.2% | 0.04 | 0.0312 | -0.007 | 68 | 5.10 | 5.45 | 24.7% | -0.97 | 0.0277 | -0.004 | |||
| 0.0100 | 0.0400 | 1 | 12 | 22.7% | 0.02 | 0.0195 | -0.005 | 69 | 6.10 | 6.45 | 28.2% | -0.99 | 0.0154 | -0.001 | ||
| 0.0100 | 0.0300 | 3 | 7,090 | 24.8% | 0.02 | 0.0132 | -0.004 | 70 | 7.10 | 7.45 | 221 | 31.6% | -0.99 | 0.0095 | 0.000 | |
| 0 | 0.0300 | 26.5% | 0.01 | 0.0098 | -0.003 | 71 | 8.10 | 8.45 | 34.8% | -0.99 | 0.0066 | 0.000 | ||||
| 0 | 0.0300 | 29.1% | 0.01 | 0.0076 | -0.003 | 72 | 9.10 | 9.45 | 38.0% | -1.00 | 0.0049 | 0.000 | ||||
| 0 | 0.0300 | 31.7% | 0.01 | 0.0060 | -0.003 | 73 | 10.10 | 11.30 | 63.6% | -1.00 | 0.0037 | 0.000 | ||||
| 0 | 0.0300 | 34.2% | 0.01 | 0.0049 | -0.003 | 74 | 11.10 | 12.15 | 64.5% | -1.00 | 0.0029 | 0.000 | ||||
| 0 | 0.0100 | 15 | 935 | 32.4% | 0.01 | 0.0040 | -0.002 | 75 | 12.05 | 13.05 | 65.0% | -1.00 | 0.0023 | 0.000 | ||
| 0 | 0.0100 | 3 | 343 | 42.7% | 0.00 | 0.0018 | -0.002 | 80 | 17.05 | 18.10 | 83.0% | -1.00 | 0.0009 | 0.000 | ||
| 0 | 0.0300 | 14 | 58.3% | 0.00 | 0.0009 | -0.001 | 85 | 22.10 | 23.10 | 99.4% | -1.00 | 0.0004 | 0.000 | |||
| 0 | 0.0300 | 16 | 67.8% | 0.00 | 0.0006 | -0.001 | 90 | 27.10 | 28.30 | 118.7% | -1.00 | 0.0002 | 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。