BIDU 期权链 Baidu, Inc.
Cboe delayed options data · 截至 09:34 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 ±4.0% (76.83–83.22) · ATM IV 35.9% · P/C 未平仓量 0.39
| 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 | |
| 28.10 | 31.90 | 1.00 | 0.0004 | -0.004 | 50 | 0 | 0.0700 | 555 | 143.1% | -0.00 | 0.0004 | -0.004 | ||||
| 23.05 | 26.90 | 1.00 | 0.0008 | -0.006 | 55 | 0 | 0.5200 | 159.3% | -0.00 | 0.0008 | -0.006 | |||||
| 18.50 | 22.00 | 88 | 95.6% | 1.00 | 0.0016 | -0.008 | 60 | 0 | 0.7200 | 137.1% | -0.01 | 0.0016 | -0.008 | |||
| 14.45 | 16.85 | 111.3% | 0.99 | 0.0036 | -0.012 | 65 | 0 | 0.5700 | 100.3% | -0.01 | 0.0036 | -0.012 | ||||
| 8.50 | 11.65 | 3 | 0.98 | 0.0100 | -0.020 | 70 | 0 | 0.4600 | 42 | 67.8% | -0.02 | 0.0100 | -0.020 | |||
| 7.50 | 10.95 | 36.9% | 0.97 | 0.0127 | -0.022 | 71 | 0 | 0.8300 | 72.6% | -0.03 | 0.0128 | -0.022 | ||||
| 6.55 | 9.95 | 39.1% | 0.96 | 0.0166 | -0.026 | 72 | 0.0200 | 0.0600 | 367 | 39.9% | -0.04 | 0.0167 | -0.026 | |||
| 6.25 | 9.00 | 60.1% | 0.95 | 0.0220 | -0.031 | 73 | 0.0200 | 0.1400 | 9 | 23 | 40.2% | -0.05 | 0.0221 | -0.032 | ||
| 5.05 | 7.60 | 4 | 3 | 37.9% | 0.93 | 0.0297 | -0.039 | 74 | 0.1100 | 0.1700 | 35 | 3 | 40.1% | -0.07 | 0.0300 | -0.039 |
| 4.80 | 5.55 | 43 | 13 | 0.90 | 0.0405 | -0.050 | 75 | 0.1200 | 0.3400 | 93 | 29 | 39.8% | -0.10 | 0.0408 | -0.050 | |
| 3.20 | 5.80 | 12 | 23 | 36.2% | 0.86 | 0.0543 | -0.065 | 76 | 0.2200 | 0.4000 | 102 | 16 | 37.3% | -0.14 | 0.0548 | -0.066 |
| 3.50 | 3.85 | 31 | 135 | 36.0% | 0.80 | 0.0693 | -0.083 | 77 | 0.4400 | 0.5600 | 1,349 | 9 | 37.4% | -0.21 | 0.0700 | -0.084 |
| 2.74 | 3.45 | 82 | 253 | 40.4% | 0.72 | 0.0832 | -0.099 | 78 | 0.6800 | 0.8000 | 224 | 160 | 36.8% | -0.28 | 0.0840 | -0.100 |
| 2.13 | 2.36 | 207 | 330 | 35.4% | 0.63 | 0.0940 | -0.111 | 79 | 0.9100 | 1.18 | 58 | 368 | 35.7% | -0.37 | 0.0951 | -0.113 |
| 1.64 | 1.77 | 411 | 180 | 35.9% | 0.53 | 0.0996 | -0.117 | 80 | 1.36 | 1.62 | 635 | 254 | 35.8% | -0.47 | 0.1009 | -0.118 |
| 1.21 | 1.29 | 810 | 360 | 36.1% | 0.43 | 0.0987 | -0.115 | 81 | 1.99 | 2.22 | 1,045 | 352 | 37.5% | -0.57 | 0.1000 | -0.117 |
| 0.8100 | 0.8800 | 496 | 153 | 35.2% | 0.34 | 0.0916 | -0.107 | 82 | 2.59 | 2.79 | 448 | 238 | 36.2% | -0.67 | 0.0928 | -0.108 |
| 0.5800 | 0.6100 | 482 | 603 | 35.9% | 0.26 | 0.0802 | -0.094 | 83 | 3.30 | 3.65 | 29 | 125 | 37.9% | -0.75 | 0.0814 | -0.095 |
| 0.3800 | 0.4300 | 1,294 | 430 | 36.3% | 0.19 | 0.0667 | -0.078 | 84 | 4.05 | 4.40 | 22 | 267 | 36.5% | -0.82 | 0.0676 | -0.079 |
| 0.2700 | 0.2800 | 1,438 | 438 | 37.0% | 0.14 | 0.0529 | -0.062 | 85 | 4.90 | 5.25 | 377 | 200 | 35.9% | -0.87 | 0.0534 | -0.063 |
| 0.1400 | 0.1900 | 418 | 865 | 36.9% | 0.10 | 0.0407 | -0.048 | 86 | 5.85 | 6.65 | 24 | 238 | 48.4% | -0.91 | 0.0407 | -0.049 |
| 0.0800 | 0.1300 | 123 | 1,249 | 37.1% | 0.07 | 0.0308 | -0.038 | 87 | 5.35 | 8.00 | 12 | 123 | -0.94 | 0.0303 | -0.037 | |
| 0.1000 | 0.1100 | 125 | 669 | 39.1% | 0.06 | 0.0269 | -0.034 | 87.5 | 6.35 | 8.35 | 2 | 5 | -0.95 | 0.0262 | -0.033 | |
| 0.0700 | 0.1000 | 172 | 769 | 39.4% | 0.05 | 0.0235 | -0.030 | 88 | 6.85 | 9.50 | 4 | 212 | 55.1% | -0.96 | 0.0226 | -0.029 |
| 0 | 0.1000 | 155 | 261 | 37.6% | 0.04 | 0.0205 | -0.027 | 88.5 | 6.60 | 10.55 | 3 | 52.2% | -0.96 | 0.0196 | -0.026 | |
| 0.0400 | 0.0700 | 6 | 160 | 40.0% | 0.04 | 0.0181 | -0.025 | 89 | 7.20 | 10.95 | 71 | 54.4% | -0.97 | 0.0171 | -0.023 | |
| 0 | 0.2000 | 63 | 2,312 | 48.4% | 0.03 | 0.0143 | -0.021 | 90 | 9.65 | 10.25 | 3 | 343 | 49.0% | -0.98 | 0.0132 | -0.019 |
| 0 | 0.0600 | 467 | 42.8% | 0.03 | 0.0116 | -0.018 | 91 | 9.55 | 11.90 | 2,220 | -0.98 | 0.0105 | -0.016 | |||
| 0 | 0.1300 | 155 | 51.7% | 0.02 | 0.0096 | -0.017 | 92 | 10.05 | 14.00 | 28 | 63.2% | -0.98 | 0.0085 | -0.014 | ||
| 0 | 0.5300 | 219 | 72.1% | 0.02 | 0.0081 | -0.015 | 93 | 11.15 | 15.00 | 12 | 70.8% | -0.99 | 0.0070 | -0.013 | ||
| 0 | 0.0400 | 72 | 420 | 49.3% | 0.02 | 0.0069 | -0.014 | 94 | 12.55 | 16.00 | 2 | 86.6% | -0.99 | 0.0059 | -0.011 | |
| 0 | 0.0900 | 10 | 2,132 | 58.1% | 0.01 | 0.0060 | -0.013 | 95 | 13.50 | 15.90 | 2 | -0.99 | 0.0051 | -0.010 | ||
| 0 | 0.2100 | 61 | 69.9% | 0.01 | 0.0052 | -0.012 | 96 | 14.55 | 17.10 | -0.99 | 0.0044 | -0.009 | ||||
| 0 | 0.5200 | 43 | 87.0% | 0.01 | 0.0046 | -0.012 | 97 | 15.15 | 19.00 | 85.6% | -0.99 | 0.0038 | -0.009 | |||
| 0 | 0.5500 | 33 | 91.6% | 0.01 | 0.0041 | -0.011 | 98 | 16.15 | 20.00 | 89.2% | -0.99 | 0.0034 | -0.008 | |||
| 0 | 0.5400 | 4 | 94.8% | 0.01 | 0.0037 | -0.011 | 99 | 17.05 | 21.00 | 88.2% | -0.99 | 0.0030 | -0.008 | |||
| 0 | 0.6500 | 170 | 102.2% | 0.01 | 0.0033 | -0.010 | 100 | 18.05 | 22.00 | 91.5% | -0.99 | 0.0027 | -0.007 | |||
| 0 | 0.4200 | 40 | 96.8% | 0.01 | 0.0030 | -0.010 | 101 | 19.05 | 23.00 | 94.7% | -0.99 | 0.0024 | -0.007 | |||
| 0 | 0.5900 | 37 | 107.0% | 0.01 | 0.0027 | -0.009 | 102 | 20.05 | 24.00 | 97.9% | -1.00 | 0.0022 | -0.007 | |||
| 0 | 0.5900 | 86 | 110.3% | 0.01 | 0.0025 | -0.009 | 103 | 21.05 | 25.00 | 101.0% | -1.00 | 0.0020 | -0.006 | |||
| 0 | 0.5300 | 104 | 111.2% | 0.01 | 0.0023 | -0.009 | 104 | 22.15 | 26.00 | 109.2% | -1.00 | 0.0018 | -0.006 | |||
| 0 | 0.3800 | 138 | 107.5% | 0.01 | 0.0021 | -0.008 | 105 | 22.95 | 27.00 | 100.9% | -1.00 | 0.0016 | -0.006 | |||
| 0 | 1.02 | 36 | 134.7% | 0.01 | 0.0019 | -0.008 | 106 | 23.95 | 28.00 | 103.8% | -1.00 | 0.0015 | -0.005 | |||
| 0 | 0.4400 | 23 | 116.5% | 0.01 | 0.0018 | -0.008 | 107 | 25.55 | 28.55 | 115.9% | -1.00 | 0.0014 | -0.005 | |||
| 0 | 0.5100 | 1 | 122.8% | 0.01 | 0.0016 | -0.007 | 108 | 26.55 | 28.60 | 2 | -1.00 | 0.0013 | -0.005 | |||
| 0 | 0.5100 | 1 | 125.7% | 0.01 | 0.0015 | -0.007 | 109 | 27.55 | 29.55 | -1.00 | 0.0012 | -0.005 | ||||
| 0 | 2.13 | 11 | 176.7% | 0.00 | 0.0014 | -0.007 | 110 | 28.05 | 32.00 | 121.7% | -1.00 | 0.0011 | -0.004 | |||
| 0 | 0.7400 | 9 | 153.0% | 0.00 | 0.0010 | -0.006 | 115 | 33.35 | 37.00 | 151.0% | -1.00 | 0.0007 | -0.004 | |||
| 0 | 0.7500 | 2 | 167.2% | 0.00 | 0.0008 | -0.005 | 120 | 38.00 | 41.70 | -1.00 | 0.0005 | -0.003 | ||||
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。