CAT 期权链 Caterpillar Inc.
Cboe delayed options data · 截至 12:34 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 ±24.2% (560.75–919.25) · ATM IV 40.0% · P/C 未平仓量 3.28
| 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 | |
| 296.15 | 311.30 | 43.5% | 0.96 | 0.0004 | -0.032 | 440 | 0.9700 | 9.30 | 1 | 11 | 44.7% | -0.04 | 0.0004 | -0.054 | ||
| 288.10 | 302.55 | 44.4% | 0.95 | 0.0004 | -0.038 | 450 | 2.95 | 6.85 | 1 | 14 | 42.7% | -0.05 | 0.0004 | -0.059 | ||
| 278.40 | 293.50 | 43.4% | 0.95 | 0.0005 | -0.044 | 460 | 2.67 | 10.95 | 1 | 44.4% | -0.06 | 0.0005 | -0.065 | |||
| 269.10 | 284.90 | 1 | 1 | 43.0% | 0.94 | 0.0005 | -0.050 | 470 | 3.65 | 12.00 | 44.2% | -0.06 | 0.0005 | -0.070 | ||
| 260.45 | 276.05 | 42.8% | 0.93 | 0.0006 | -0.057 | 480 | 4.80 | 13.15 | 44.2% | -0.07 | 0.0006 | -0.076 | ||||
| 253.05 | 267.75 | 43.6% | 0.92 | 0.0006 | -0.064 | 490 | 6.00 | 14.35 | 22 | 44.0% | -0.08 | 0.0006 | -0.082 | |||
| 244.60 | 259.40 | 43.5% | 0.92 | 0.0006 | -0.070 | 500 | 9.25 | 13.10 | 1 | 41 | 43.5% | -0.09 | 0.0007 | -0.089 | ||
| 226.45 | 242.80 | 42.4% | 0.90 | 0.0008 | -0.084 | 520 | 12.05 | 18.50 | 1 | 87 | 44.3% | -0.11 | 0.0008 | -0.102 | ||
| 211.55 | 226.75 | 42.7% | 0.88 | 0.0009 | -0.098 | 540 | 13.70 | 21.90 | 5 | 43.1% | -0.13 | 0.0009 | -0.115 | |||
| 199.35 | 208.80 | 42.7% | 0.85 | 0.0010 | -0.112 | 560 | 17.70 | 25.65 | 7 | 42.7% | -0.15 | 0.0010 | -0.128 | |||
| 180.65 | 195.20 | 41.6% | 0.83 | 0.0011 | -0.126 | 580 | 23.25 | 29.50 | 2 | 41 | 42.4% | -0.18 | 0.0011 | -0.141 | ||
| 170.90 | 181.75 | 43.1% | 0.80 | 0.0012 | -0.139 | 600 | 29.50 | 33.40 | 7 | 129 | 42.0% | -0.20 | 0.0012 | -0.153 | ||
| 152.45 | 167.30 | 41.1% | 0.77 | 0.0013 | -0.151 | 620 | 33.45 | 41.70 | 7 | 19 | 41.9% | -0.23 | 0.0013 | -0.165 | ||
| 139.15 | 152.45 | 2 | 40.3% | 0.74 | 0.0014 | -0.163 | 640 | 38.35 | 48.30 | 46 | 41.2% | -0.26 | 0.0014 | -0.175 | ||
| 135.45 | 146.20 | 1 | 40.9% | 0.73 | 0.0014 | -0.168 | 650 | 41.80 | 51.30 | 5 | 42 | 40.9% | -0.28 | 0.0015 | -0.180 | |
| 128.85 | 139.95 | 40.6% | 0.71 | 0.0015 | -0.172 | 660 | 46.00 | 56.00 | 9 | 32 | 41.1% | -0.30 | 0.0015 | -0.184 | ||
| 122.55 | 134.00 | 1 | 40.4% | 0.69 | 0.0015 | -0.177 | 670 | 53.15 | 58.25 | 149 | 135 | 41.4% | -0.31 | 0.0016 | -0.189 | |
| 114.85 | 128.20 | 6 | 39.8% | 0.68 | 0.0016 | -0.181 | 680 | 55.50 | 62.50 | 1 | 9 | 40.9% | -0.33 | 0.0016 | -0.192 | |
| 111.55 | 122.55 | 40.2% | 0.66 | 0.0016 | -0.185 | 690 | 57.85 | 67.75 | 14 | 40.6% | -0.35 | 0.0017 | -0.196 | |||
| 106.50 | 117.25 | 3 | 40.2% | 0.65 | 0.0016 | -0.188 | 700 | 62.00 | 69.55 | 1 | 27 | 39.8% | -0.37 | 0.0017 | -0.199 | |
| 100.70 | 112.05 | 40.0% | 0.63 | 0.0017 | -0.191 | 710 | 66.75 | 76.70 | 31 | 40.3% | -0.38 | 0.0017 | -0.202 | |||
| 96.70 | 106.60 | 1 | 40.0% | 0.61 | 0.0017 | -0.193 | 720 | 71.90 | 81.90 | 17 | 40.4% | -0.40 | 0.0018 | -0.204 | ||
| 92.10 | 102.05 | 3 | 4 | 40.0% | 0.59 | 0.0017 | -0.196 | 730 | 76.75 | 86.65 | 78 | 40.2% | -0.42 | 0.0018 | -0.206 | |
| 87.95 | 97.85 | 1 | 40.2% | 0.58 | 0.0017 | -0.197 | 740 | 81.40 | 91.30 | 7 | 39.8% | -0.44 | 0.0018 | -0.208 | ||
| 83.75 | 93.45 | 1 | 3 | 40.2% | 0.56 | 0.0018 | -0.199 | 750 | 88.10 | 98.10 | 18 | 40.4% | -0.46 | 0.0018 | -0.209 | |
| 78.75 | 88.65 | 13 | 17 | 39.9% | 0.54 | 0.0018 | -0.199 | 760 | 91.65 | 100.60 | 10 | 39.1% | -0.47 | 0.0019 | -0.210 | |
| 74.55 | 84.55 | 1 | 12 | 39.8% | 0.53 | 0.0018 | -0.200 | 770 | 96.90 | 106.30 | 8 | 38.9% | -0.49 | 0.0019 | -0.210 | |
| 70.95 | 80.65 | 1 | 11 | 39.8% | 0.51 | 0.0018 | -0.200 | 780 | 102.15 | 117.55 | 4 | 39.9% | -0.51 | 0.0019 | -0.210 | |
| 67.40 | 77.20 | 7 | 39.9% | 0.49 | 0.0018 | -0.200 | 790 | 108.05 | 122.25 | 14 | 39.5% | -0.53 | 0.0019 | -0.210 | ||
| 64.10 | 73.25 | 53 | 39.8% | 0.48 | 0.0018 | -0.199 | 800 | 114.35 | 128.60 | 16 | 39.4% | -0.55 | 0.0019 | -0.210 | ||
| 59.50 | 69.50 | 1 | 19 | 39.5% | 0.46 | 0.0018 | -0.198 | 810 | 123.50 | 135.10 | 9 | 40.0% | -0.56 | 0.0019 | -0.209 | |
| 55.30 | 65.30 | 4 | 39.0% | 0.44 | 0.0018 | -0.197 | 820 | 127.55 | 141.80 | 13 | 39.4% | -0.58 | 0.0019 | -0.208 | ||
| 53.40 | 63.40 | 7 | 39.6% | 0.43 | 0.0018 | -0.196 | 830 | 137.30 | 148.35 | 1 | 40.0% | -0.60 | 0.0019 | -0.206 | ||
| 51.05 | 60.65 | 4 | 39.8% | 0.41 | 0.0018 | -0.194 | 840 | 141.30 | 156.30 | 1 | 39.5% | -0.62 | 0.0019 | -0.205 | ||
| 47.05 | 57.05 | 1 | 7 | 39.3% | 0.40 | 0.0018 | -0.192 | 850 | 148.45 | 162.25 | 3 | 39.2% | -0.63 | 0.0019 | -0.203 | |
| 44.35 | 54.35 | 5 | 39.3% | 0.38 | 0.0017 | -0.190 | 860 | 158.65 | 170.70 | 4 | 40.2% | -0.65 | 0.0019 | -0.201 | ||
| 41.10 | 51.10 | 4 | 39.0% | 0.37 | 0.0017 | -0.187 | 870 | 163.25 | 179.00 | 2 | 39.7% | -0.67 | 0.0019 | -0.199 | ||
| 38.55 | 48.55 | 1 | 38.9% | 0.35 | 0.0017 | -0.184 | 880 | 171.00 | 185.70 | 3 | 39.5% | -0.68 | 0.0019 | -0.197 | ||
| 37.00 | 46.85 | 1 | 39.3% | 0.34 | 0.0017 | -0.182 | 890 | 178.60 | 192.55 | 39.2% | -0.70 | 0.0019 | -0.194 | |||
| 35.35 | 45.35 | 4 | 35 | 39.6% | 0.32 | 0.0016 | -0.179 | 900 | 186.50 | 202.00 | 3 | 39.7% | -0.71 | 0.0019 | -0.192 | |
| 31.60 | 41.60 | 3 | 38.8% | 0.31 | 0.0016 | -0.175 | 910 | 194.50 | 208.15 | 39.2% | -0.73 | 0.0018 | -0.189 | |||
| 30.35 | 40.35 | 39.1% | 0.30 | 0.0016 | -0.172 | 920 | 204.25 | 216.05 | 1 | 39.6% | -0.74 | 0.0018 | -0.186 | |||
| 27.90 | 37.30 | 1 | 39.7% | 0.27 | 0.0015 | -0.165 | 940 | 219.15 | 232.60 | 39.1% | -0.77 | 0.0018 | -0.182 | |||
| 24.35 | 31.80 | 3 | 21 | 39.0% | 0.25 | 0.0014 | -0.158 | 960 | 238.85 | 250.30 | 40.2% | -0.80 | 0.0017 | -0.176 | ||
| 21.40 | 29.50 | 2 | 39.3% | 0.23 | 0.0014 | -0.151 | 980 | 253.60 | 267.15 | 39.2% | -0.82 | 0.0017 | -0.171 | |||
| 18.75 | 26.85 | 7 | 39.3% | 0.21 | 0.0013 | -0.144 | 1,000 | 274.15 | 285.30 | 40.5% | -0.85 | 0.0016 | -0.164 | |||
| 16.35 | 24.50 | 4 | 39.4% | 0.19 | 0.0012 | -0.137 | 1,020 | 289.70 | 305.60 | 40.5% | -0.87 | 0.0016 | -0.156 | |||
| 14.20 | 22.35 | 2 | 10 | 39.4% | 0.18 | 0.0012 | -0.129 | 1,040 | 308.30 | 324.00 | 40.8% | -0.89 | 0.0015 | -0.146 | ||
| 12.25 | 20.50 | 10 | 39.5% | 0.16 | 0.0011 | -0.122 | 1,060 | 327.05 | 342.00 | 40.6% | -0.91 | 0.0014 | -0.134 | |||
| 10.60 | 18.80 | 5 | 39.6% | 0.15 | 0.0010 | -0.116 | 1,080 | 348.45 | 361.70 | 42.6% | -0.93 | 0.0012 | -0.120 | |||
| 9.10 | 17.35 | 1 | 39.7% | 0.14 | 0.0010 | -0.109 | 1,100 | 365.10 | 380.85 | 41.6% | -0.94 | 0.0011 | -0.101 | |||
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。