CB 期权链 Chubb Limited
Cboe delayed options data · 截至 00:33 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 ±21.9% (264.39–413.09) · ATM IV 23.3% · P/C 未平仓量 0.44
| 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 | |
| 173.50 | 178.00 | 31.4% | 0.99 | 0.0003 | 0.000 | 170 | 0 | 5.00 | 1 | 39.4% | -0.02 | 0.0003 | -0.005 | |||
| 169.00 | 173.50 | 31.5% | 0.98 | 0.0004 | 0.000 | 175 | 0 | 5.00 | 38.1% | -0.02 | 0.0004 | -0.006 | ||||
| 164.50 | 169.00 | 5 | 31.3% | 0.98 | 0.0004 | 0.000 | 180 | 0 | 5.00 | 7 | 36.8% | -0.02 | 0.0004 | -0.006 | ||
| 160.00 | 164.50 | 31.1% | 0.98 | 0.0005 | 0.000 | 185 | 0 | 5.00 | 57 | 35.5% | -0.03 | 0.0005 | -0.007 | |||
| 155.50 | 160.00 | 2 | 30.8% | 0.98 | 0.0005 | 0.000 | 190 | 0 | 5.00 | 1 | 34.2% | -0.03 | 0.0006 | -0.008 | ||
| 151.10 | 155.00 | 16 | 29.6% | 0.97 | 0.0006 | 0.000 | 195 | 0 | 5.00 | 31.6% | -0.03 | 0.0006 | -0.009 | |||
| 146.50 | 151.30 | 1 | 30.4% | 0.97 | 0.0007 | 0.000 | 200 | 0.5000 | 5.50 | 1 | 21 | 33.2% | -0.04 | 0.0007 | -0.009 | |
| 138.00 | 142.00 | 429 | 29.5% | 0.96 | 0.0008 | 0.000 | 210 | 1.00 | 4.10 | 10 | 29.6% | -0.05 | 0.0009 | -0.011 | ||
| 129.00 | 134.00 | 7 | 29.4% | 0.95 | 0.0010 | 0.000 | 220 | 1.50 | 5.50 | 13 | 29.6% | -0.06 | 0.0010 | -0.013 | ||
| 120.50 | 124.90 | 5 | 28.3% | 0.93 | 0.0012 | -0.000 | 230 | 2.50 | 7.50 | 39 | 30.1% | -0.07 | 0.0013 | -0.015 | ||
| 112.00 | 116.70 | 11 | 27.8% | 0.92 | 0.0014 | -0.003 | 240 | 3.50 | 8.50 | 3 | 29.3% | -0.09 | 0.0015 | -0.017 | ||
| 104.00 | 108.00 | 63 | 27.1% | 0.90 | 0.0017 | -0.006 | 250 | 4.50 | 8.00 | 36 | 27.3% | -0.11 | 0.0018 | -0.019 | ||
| 96.00 | 100.00 | 40 | 26.7% | 0.88 | 0.0020 | -0.010 | 260 | 6.00 | 11.00 | 7 | 27.8% | -0.13 | 0.0021 | -0.021 | ||
| 88.00 | 92.50 | 12 | 26.2% | 0.86 | 0.0022 | -0.013 | 270 | 7.50 | 11.10 | 104 | 26.2% | -0.15 | 0.0024 | -0.024 | ||
| 80.50 | 85.50 | 30 | 26.0% | 0.83 | 0.0025 | -0.016 | 280 | 9.50 | 12.80 | 24 | 25.7% | -0.18 | 0.0027 | -0.026 | ||
| 73.50 | 77.50 | 28 | 25.3% | 0.80 | 0.0028 | -0.019 | 290 | 12.00 | 14.90 | 62 | 25.3% | -0.21 | 0.0031 | -0.028 | ||
| 66.50 | 70.50 | 60 | 24.9% | 0.77 | 0.0031 | -0.021 | 300 | 14.50 | 17.80 | 102 | 25.0% | -0.25 | 0.0034 | -0.030 | ||
| 60.00 | 63.60 | 6 | 24.4% | 0.74 | 0.0034 | -0.024 | 310 | 17.50 | 20.60 | 237 | 24.5% | -0.28 | 0.0038 | -0.032 | ||
| 53.50 | 58.00 | 134 | 24.2% | 0.70 | 0.0037 | -0.026 | 320 | 20.50 | 24.10 | 11 | 24.1% | -0.32 | 0.0041 | -0.034 | ||
| 47.50 | 52.00 | 28 | 23.7% | 0.67 | 0.0039 | -0.028 | 330 | 24.00 | 29.00 | 13 | 24.0% | -0.37 | 0.0045 | -0.035 | ||
| 42.00 | 46.00 | 49 | 23.2% | 0.63 | 0.0042 | -0.029 | 340 | 28.50 | 32.20 | 38 | 23.4% | -0.41 | 0.0048 | -0.037 | ||
| 36.50 | 40.90 | 164 | 23.4% | 0.59 | 0.0043 | -0.030 | 350 | 33.00 | 38.00 | 43 | 23.3% | -0.46 | 0.0051 | -0.037 | ||
| 32.00 | 35.70 | 66 | 22.4% | 0.54 | 0.0044 | -0.031 | 360 | 38.50 | 43.00 | 2 | 23.0% | -0.52 | 0.0054 | -0.038 | ||
| 27.80 | 32.50 | 338 | 22.5% | 0.50 | 0.0045 | -0.031 | 370 | 44.00 | 47.50 | 9 | 22.2% | -0.57 | 0.0057 | -0.038 | ||
| 25.10 | 26.90 | 6 | 45 | 22.1% | 0.46 | 0.0046 | -0.031 | 380 | 50.50 | 55.00 | 7 | 22.5% | -0.63 | 0.0060 | -0.039 | |
| 21.00 | 23.40 | 116 | 21.7% | 0.42 | 0.0045 | -0.031 | 390 | 57.50 | 60.50 | 21.8% | -0.68 | 0.0064 | -0.039 | |||
| 17.00 | 22.00 | 113 | 21.8% | 0.38 | 0.0045 | -0.030 | 400 | 64.50 | 69.00 | 21.9% | -0.75 | 0.0068 | -0.040 | |||
| 15.80 | 17.40 | 65 | 21.5% | 0.34 | 0.0044 | -0.029 | 410 | 72.80 | 77.00 | 21.9% | -0.81 | 0.0069 | -0.042 | |||
| 12.00 | 15.20 | 20 | 20.9% | 0.30 | 0.0042 | -0.027 | 420 | 81.50 | 85.50 | 21.9% | -0.87 | 0.0065 | -0.040 | |||
| 10.60 | 13.10 | 19 | 21.1% | 0.27 | 0.0040 | -0.025 | 430 | 90.00 | 94.50 | 21.2% | -0.92 | 0.0052 | -0.027 | |||
| 8.00 | 11.40 | 1 | 20.7% | 0.24 | 0.0038 | -0.024 | 440 | 99.50 | 104.50 | 21.9% | -0.96 | 0.0035 | -0.010 | |||
| 6.00 | 11.00 | 3 | 20.9% | 0.21 | 0.0035 | -0.022 | 450 | 109.00 | 114.00 | 19.7% | -0.98 | 0.0017 | 0.000 | |||
| 5.00 | 8.80 | 5 | 20.5% | 0.18 | 0.0032 | -0.020 | 460 | 119.50 | 124.00 | 23.6% | -1.00 | 0.0006 | 0.000 | |||
| 3.50 | 8.50 | 20.7% | 0.15 | 0.0030 | -0.018 | 470 | 129.00 | 134.00 | 22.6% | -1.00 | 0.0001 | 0.000 | ||||
| 2.50 | 6.90 | 20.2% | 0.13 | 0.0027 | -0.016 | 480 | 139.00 | 144.00 | 23.9% | -1.00 | 0.0000 | 0.000 | ||||
| 1.50 | 6.50 | 20.3% | 0.11 | 0.0024 | -0.014 | 490 | 149.00 | 154.00 | 25.2% | -1.00 | 0.0000 | 0.000 | ||||
| 1.00 | 5.00 | 43 | 19.8% | 0.10 | 0.0022 | -0.013 | 500 | 159.00 | 164.00 | 26.5% | -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。