CB 期权链 Chubb Limited
Cboe delayed options data · 截至 18:33 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 ±5.1% (330.81–366.31) · ATM IV 18.4% · P/C 未平仓量 0.83
| 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 | |
| 146.60 | 150.50 | 1.00 | 0.0000 | 0.000 | 200 | 0 | 2.15 | 89.0% | -0.00 | 0.0000 | -0.002 | |||||
| 136.60 | 140.60 | 1.00 | 0.0000 | 0.000 | 210 | 0 | 2.15 | 82.2% | -0.00 | 0.0001 | -0.002 | |||||
| 126.60 | 130.40 | 1.00 | 0.0000 | 0.000 | 220 | 0 | 2.15 | 75.6% | -0.00 | 0.0001 | -0.003 | |||||
| 116.60 | 120.60 | 1.00 | 0.0000 | 0.000 | 230 | 0 | 2.20 | 69.6% | -0.00 | 0.0001 | -0.004 | |||||
| 106.70 | 110.60 | 1.00 | 0.0001 | 0.000 | 240 | 0 | 2.20 | 63.5% | -0.00 | 0.0002 | -0.005 | |||||
| 101.70 | 105.70 | 37.5% | 1.00 | 0.0001 | 0.000 | 245 | 0 | 2.20 | 60.5% | -0.00 | 0.0002 | -0.006 | ||||
| 96.70 | 100.60 | 1.00 | 0.0002 | 0.000 | 250 | 0 | 0.5000 | 2 | 45.1% | -0.00 | 0.0003 | -0.007 | ||||
| 91.80 | 95.80 | 42.3% | 1.00 | 0.0002 | 0.000 | 255 | 0 | 2.25 | 55.0% | -0.01 | 0.0004 | -0.008 | ||||
| 86.80 | 90.70 | 37.2% | 1.00 | 0.0004 | 0.000 | 260 | 0 | 2.25 | 52.1% | -0.01 | 0.0005 | -0.010 | ||||
| 81.90 | 85.80 | 38.6% | 0.99 | 0.0005 | 0.000 | 265 | 0 | 2.30 | 49.6% | -0.01 | 0.0006 | -0.011 | ||||
| 76.90 | 80.70 | 34.5% | 0.99 | 0.0007 | 0.000 | 270 | 0 | 2.30 | 46.8% | -0.01 | 0.0007 | -0.013 | ||||
| 72.00 | 75.90 | 35.6% | 0.99 | 0.0010 | 0.000 | 275 | 0 | 2.35 | 1 | 44.2% | -0.01 | 0.0009 | -0.015 | |||
| 67.00 | 70.90 | 33.1% | 0.99 | 0.0012 | 0.000 | 280 | 0 | 2.40 | 41.7% | -0.02 | 0.0012 | -0.018 | ||||
| 62.10 | 65.90 | 31.4% | 0.98 | 0.0016 | 0.000 | 285 | 0 | 1.50 | 89 | 35.3% | -0.02 | 0.0015 | -0.021 | |||
| 57.10 | 60.50 | 24.6% | 0.97 | 0.0020 | 0.000 | 290 | 0 | 2.50 | 18 | 36.6% | -0.03 | 0.0019 | -0.025 | |||
| 52.20 | 55.60 | 24.7% | 0.96 | 0.0025 | 0.000 | 295 | 0.0500 | 2.60 | 7 | 34.4% | -0.04 | 0.0024 | -0.029 | |||
| 47.30 | 50.50 | 16 | 22.3% | 0.95 | 0.0031 | -0.002 | 300 | 0 | 1.70 | 7 | 28.6% | -0.05 | 0.0030 | -0.035 | ||
| 42.50 | 45.70 | 22.5% | 0.94 | 0.0039 | -0.011 | 305 | 0 | 1.45 | 4 | 50 | 25.2% | -0.06 | 0.0038 | -0.041 | ||
| 37.70 | 41.00 | 22.1% | 0.92 | 0.0049 | -0.021 | 310 | 0.4000 | 1.20 | 2 | 21 | 23.2% | -0.08 | 0.0049 | -0.047 | ||
| 33.00 | 36.10 | 20.9% | 0.90 | 0.0061 | -0.031 | 315 | 0.7000 | 2.80 | 4 | 152 | 25.5% | -0.10 | 0.0061 | -0.055 | ||
| 28.40 | 31.40 | 1 | 20.1% | 0.87 | 0.0076 | -0.043 | 320 | 1.15 | 1.95 | 4 | 50 | 21.8% | -0.13 | 0.0077 | -0.064 | |
| 23.90 | 27.30 | 2 | 20.1% | 0.84 | 0.0094 | -0.055 | 325 | 1.45 | 2.90 | 17 | 67 | 21.3% | -0.16 | 0.0096 | -0.073 | |
| 19.70 | 22.80 | 5 | 19.1% | 0.79 | 0.0115 | -0.068 | 330 | 2.25 | 3.20 | 7 | 127 | 19.9% | -0.21 | 0.0117 | -0.082 | |
| 17.30 | 19.20 | 2 | 21.0% | 0.73 | 0.0136 | -0.079 | 335 | 3.20 | 4.30 | 10 | 48 | 19.3% | -0.27 | 0.0139 | -0.090 | |
| 13.80 | 15.20 | 1 | 11 | 20.0% | 0.66 | 0.0156 | -0.089 | 340 | 4.60 | 5.70 | 2 | 13 | 18.8% | -0.34 | 0.0160 | -0.097 |
| 10.50 | 11.60 | 105 | 18.9% | 0.58 | 0.0171 | -0.095 | 345 | 6.40 | 7.60 | 1 | 198 | 18.4% | -0.43 | 0.0176 | -0.100 | |
| 7.70 | 9.10 | 207 | 18.7% | 0.49 | 0.0178 | -0.097 | 350 | 8.80 | 9.90 | 51 | 18.2% | -0.52 | 0.0183 | -0.100 | ||
| 6.00 | 6.80 | 29 | 162 | 19.0% | 0.41 | 0.0174 | -0.095 | 355 | 11.60 | 12.80 | 52 | 18.0% | -0.61 | 0.0181 | -0.095 | |
| 4.00 | 4.90 | 2 | 148 | 18.4% | 0.32 | 0.0161 | -0.089 | 360 | 14.70 | 16.70 | 61 | 18.3% | -0.69 | 0.0169 | -0.086 | |
| 2.65 | 3.60 | 1 | 24 | 18.4% | 0.25 | 0.0142 | -0.081 | 365 | 18.30 | 21.30 | 19.2% | -0.76 | 0.0149 | -0.074 | ||
| 1.80 | 2.80 | 4 | 316 | 18.8% | 0.20 | 0.0120 | -0.072 | 370 | 22.20 | 25.40 | 19.1% | -0.82 | 0.0127 | -0.061 | ||
| 1.20 | 1.50 | 2 | 83 | 18.0% | 0.15 | 0.0100 | -0.062 | 375 | 26.80 | 29.90 | 20.0% | -0.87 | 0.0104 | -0.047 | ||
| 0.7500 | 1.90 | 10 | 24 | 20.2% | 0.12 | 0.0081 | -0.053 | 380 | 31.30 | 34.60 | 20.5% | -0.91 | 0.0083 | -0.033 | ||
| 0 | 2.90 | 15 | 22.9% | 0.09 | 0.0065 | -0.045 | 385 | 36.40 | 39.40 | 22.4% | -0.93 | 0.0065 | -0.020 | |||
| 0 | 2.40 | 90 | 23.8% | 0.07 | 0.0052 | -0.038 | 390 | 40.40 | 44.30 | 20.3% | -0.95 | 0.0050 | -0.008 | |||
| 0 | 2.30 | 25.5% | 0.06 | 0.0042 | -0.033 | 395 | 45.40 | 49.20 | 21.6% | -0.96 | 0.0038 | 0.000 | ||||
| 0 | 2.20 | 7 | 27.2% | 0.04 | 0.0034 | -0.028 | 400 | 50.40 | 54.20 | 23.4% | -0.97 | 0.0029 | 0.000 | |||
| 0 | 2.20 | 29.0% | 0.03 | 0.0027 | -0.024 | 405 | 55.30 | 59.20 | 24.3% | -0.98 | 0.0022 | 0.000 | ||||
| 0 | 2.20 | 30.8% | 0.03 | 0.0022 | -0.020 | 410 | 60.10 | 64.10 | 21.9% | -0.99 | 0.0016 | 0.000 | ||||
| 0 | 2.15 | 32.4% | 0.02 | 0.0018 | -0.017 | 415 | 65.30 | 69.10 | 26.7% | -0.99 | 0.0012 | 0.000 | ||||
| 0 | 2.15 | 34.1% | 0.02 | 0.0015 | -0.015 | 420 | 70.20 | 74.10 | 27.1% | -0.99 | 0.0009 | 0.000 | ||||
| 0 | 2.15 | 35.8% | 0.02 | 0.0012 | -0.013 | 425 | 75.30 | 79.10 | 29.9% | -0.99 | 0.0007 | 0.000 | ||||
| 0 | 2.15 | 1 | 37.4% | 0.01 | 0.0010 | -0.011 | 430 | 80.20 | 84.10 | 30.2% | -1.00 | 0.0005 | 0.000 | |||
| 0 | 2.15 | 39.0% | 0.01 | 0.0008 | -0.010 | 435 | 85.30 | 89.10 | 33.0% | -1.00 | 0.0004 | 0.000 | ||||
| 0 | 2.15 | 40.6% | 0.01 | 0.0007 | -0.009 | 440 | 90.20 | 94.10 | 33.3% | -1.00 | 0.0003 | 0.000 | ||||
| 0 | 2.15 | 42.1% | 0.01 | 0.0006 | -0.008 | 445 | 95.10 | 99.10 | 33.1% | -1.00 | 0.0002 | 0.000 | ||||
| 0 | 2.15 | 43.6% | 0.01 | 0.0005 | -0.007 | 450 | 100.10 | 104.10 | 34.6% | -1.00 | 0.0002 | 0.000 | ||||
| 0 | 2.15 | 46.5% | 0.00 | 0.0004 | -0.005 | 460 | 110.40 | 114.10 | 41.4% | -1.00 | 0.0001 | 0.000 | ||||
| 0 | 2.15 | 49.3% | 0.00 | 0.0003 | -0.004 | 470 | 120.20 | 124.10 | 42.0% | -1.00 | 0.0001 | 0.000 | ||||
| 0 | 2.15 | 52.1% | 0.00 | 0.0002 | -0.003 | 480 | 130.20 | 134.10 | 44.7% | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 2.15 | 54.7% | 0.00 | 0.0002 | -0.003 | 490 | 140.00 | 144.00 | 40.6% | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 2.15 | 57.3% | 0.00 | 0.0001 | -0.002 | 500 | 150.10 | 154.00 | 46.7% | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 2.15 | 59.8% | 0.00 | 0.0001 | -0.002 | 510 | 160.30 | 164.00 | 52.6% | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 2.15 | 62.2% | 0.00 | 0.0001 | -0.002 | 520 | 170.00 | 174.00 | 49.6% | -1.00 | 0.0000 | 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。