CB 期权链 Chubb Limited
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 ±8.2% (330.39–389.19) · ATM IV 20.4% · P/C 未平仓量 0.90
| 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 | |
| 178.70 | 182.50 | 5 | 1.00 | 0.0000 | -0.000 | 180 | 0 | 0.3000 | 57 | 56.6% | -0.00 | 0.0000 | -0.001 | |||
| 173.70 | 177.50 | 1.00 | 0.0000 | -0.001 | 185 | 0 | 2.15 | 4 | 71.9% | -0.00 | 0.0000 | -0.001 | ||||
| 168.70 | 172.80 | 49.7% | 1.00 | 0.0000 | -0.001 | 190 | 0 | 2.20 | 11 | 69.7% | -0.00 | 0.0000 | -0.001 | |||
| 163.80 | 167.70 | 44.8% | 1.00 | 0.0000 | -0.001 | 195 | 0 | 2.20 | 16 | 67.2% | -0.00 | 0.0000 | -0.001 | |||
| 158.80 | 162.80 | 14 | 44.6% | 1.00 | 0.0000 | -0.001 | 200 | 0 | 2.20 | 20 | 64.8% | -0.00 | 0.0000 | -0.001 | ||
| 148.90 | 152.90 | 53 | 43.2% | 1.00 | 0.0001 | -0.001 | 210 | 0 | 0.4000 | 146 | 46.6% | -0.00 | 0.0001 | -0.002 | ||
| 139.00 | 143.10 | 11 | 42.8% | 1.00 | 0.0001 | -0.002 | 220 | 0 | 2.25 | 117 | 55.8% | -0.00 | 0.0001 | -0.002 | ||
| 129.30 | 133.10 | 17 | 41.2% | 1.00 | 0.0002 | -0.003 | 230 | 0 | 2.30 | 78 | 51.7% | -0.00 | 0.0002 | -0.004 | ||
| 119.30 | 123.00 | 3 | 34.7% | 0.99 | 0.0002 | -0.005 | 240 | 0 | 2.35 | 124 | 47.7% | -0.01 | 0.0003 | -0.005 | ||
| 109.50 | 113.60 | 51 | 37.3% | 0.99 | 0.0004 | -0.007 | 250 | 0 | 1.05 | 168 | 37.9% | -0.01 | 0.0004 | -0.007 | ||
| 99.70 | 103.60 | 29 | 34.0% | 0.99 | 0.0006 | -0.009 | 260 | 0.1000 | 2.50 | 198 | 40.6% | -0.01 | 0.0006 | -0.009 | ||
| 89.90 | 92.70 | 128 | 22.2% | 0.98 | 0.0009 | -0.012 | 270 | 0 | 2.65 | 549 | 36.8% | -0.02 | 0.0009 | -0.013 | ||
| 80.20 | 83.30 | 3 | 75 | 26.2% | 0.97 | 0.0013 | -0.017 | 280 | 0.3000 | 1.00 | 10 | 574 | 28.7% | -0.03 | 0.0013 | -0.017 |
| 70.50 | 73.30 | 397 | 23.4% | 0.96 | 0.0018 | -0.022 | 290 | 0.1500 | 1.65 | 1 | 698 | 27.1% | -0.04 | 0.0019 | -0.023 | |
| 60.90 | 64.00 | 121 | 23.4% | 0.94 | 0.0026 | -0.029 | 300 | 0.2500 | 3.20 | 591 | 27.4% | -0.06 | 0.0027 | -0.030 | ||
| 51.90 | 54.90 | 46 | 23.6% | 0.91 | 0.0037 | -0.038 | 310 | 1.30 | 1.95 | 239 | 23.3% | -0.09 | 0.0038 | -0.039 | ||
| 43.30 | 45.50 | 138 | 22.5% | 0.87 | 0.0051 | -0.048 | 320 | 2.25 | 3.00 | 360 | 22.6% | -0.13 | 0.0052 | -0.049 | ||
| 34.20 | 37.50 | 1 | 617 | 21.5% | 0.81 | 0.0067 | -0.058 | 330 | 2.55 | 5.50 | 1 | 317 | 21.6% | -0.19 | 0.0068 | -0.060 |
| 26.40 | 29.90 | 1,470 | 21.0% | 0.74 | 0.0084 | -0.068 | 340 | 4.60 | 8.00 | 733 | 21.2% | -0.26 | 0.0086 | -0.070 | ||
| 20.60 | 22.40 | 15 | 182 | 20.8% | 0.65 | 0.0099 | -0.075 | 350 | 7.60 | 11.10 | 139 | 20.6% | -0.36 | 0.0102 | -0.078 | |
| 14.80 | 16.60 | 1 | 294 | 20.4% | 0.54 | 0.0109 | -0.079 | 360 | 12.20 | 15.20 | 1 | 56 | 20.4% | -0.47 | 0.0112 | -0.081 |
| 9.80 | 11.70 | 1 | 237 | 19.7% | 0.44 | 0.0111 | -0.077 | 370 | 17.50 | 20.60 | 18 | 20.1% | -0.58 | 0.0114 | -0.079 | |
| 6.60 | 7.80 | 5 | 388 | 19.5% | 0.33 | 0.0103 | -0.070 | 380 | 24.30 | 26.90 | 1 | 20.0% | -0.69 | 0.0108 | -0.073 | |
| 4.00 | 5.60 | 1 | 803 | 19.7% | 0.24 | 0.0089 | -0.060 | 390 | 32.00 | 34.80 | 20.4% | -0.78 | 0.0097 | -0.065 | ||
| 0.8500 | 3.00 | 501 | 17.0% | 0.17 | 0.0072 | -0.048 | 400 | 40.70 | 43.40 | 21.2% | -0.87 | 0.0087 | -0.059 | |||
| 0.6000 | 3.30 | 64 | 19.9% | 0.12 | 0.0055 | -0.038 | 410 | 49.70 | 52.70 | 22.0% | -0.93 | 0.0072 | -0.054 | |||
| 0 | 2.80 | 26 | 20.8% | 0.08 | 0.0041 | -0.029 | 420 | 58.80 | 62.50 | 22.6% | -0.98 | 0.0040 | -0.029 | |||
| 0 | 2.50 | 50 | 22.7% | 0.05 | 0.0029 | -0.021 | 430 | 68.40 | 72.40 | 23.4% | -1.00 | 0.0011 | -0.003 | |||
| 0 | 2.35 | 1 | 24.6% | 0.04 | 0.0021 | -0.016 | 440 | 78.40 | 82.40 | 25.7% | -1.00 | 0.0001 | 0.000 | |||
| 0 | 1.25 | 64 | 23.8% | 0.02 | 0.0015 | -0.012 | 450 | 88.80 | 92.50 | 30.1% | -1.00 | 0.0000 | 0.000 | |||
| 0 | 0.3500 | 11 | 21.2% | 0.02 | 0.0011 | -0.009 | 460 | 98.50 | 102.40 | 30.8% | -1.00 | 0.0000 | 0.000 | |||
| 0 | 2.15 | 4 | 30.3% | 0.01 | 0.0008 | -0.006 | 470 | 108.40 | 112.50 | 32.9% | -1.00 | 0.0000 | 0.000 | |||
| 0 | 2.15 | 10 | 32.3% | 0.01 | 0.0005 | -0.005 | 480 | 118.50 | 122.40 | 35.0% | -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。