CB 期权链 Chubb Limited
Cboe delayed options data · 截至 18:34 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 ±5.2% (337.67–375.07) · ATM IV 22.3% · P/C 未平仓量 0.72
| 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 | |
| 145.10 | 149.20 | 1 | 68.7% | 1.00 | 0.0000 | 0.000 | 210 | 0 | 2.15 | 1 | 100.4% | -0.00 | 0.0000 | -0.000 | ||
| 135.10 | 139.30 | 63.9% | 1.00 | 0.0000 | 0.000 | 220 | 0 | 2.15 | 6 | 92.7% | -0.00 | 0.0000 | -0.001 | |||
| 125.20 | 129.30 | 59.2% | 1.00 | 0.0000 | 0.000 | 230 | 0 | 2.15 | 5 | 85.3% | -0.00 | 0.0000 | -0.001 | |||
| 120.20 | 124.30 | 54.7% | 1.00 | 0.0000 | 0.000 | 235 | 0 | 2.15 | 24 | 81.8% | -0.00 | 0.0000 | -0.001 | |||
| 115.20 | 119.40 | 54.5% | 1.00 | 0.0001 | 0.000 | 240 | 0 | 2.15 | 11 | 78.2% | -0.00 | 0.0001 | -0.002 | |||
| 110.20 | 114.50 | 53.7% | 1.00 | 0.0001 | 0.000 | 245 | 0 | 2.15 | 3 | 74.8% | -0.00 | 0.0001 | -0.002 | |||
| 105.30 | 109.40 | 49.9% | 1.00 | 0.0001 | 0.000 | 250 | 0 | 0.2000 | 6 | 50.1% | -0.00 | 0.0001 | -0.003 | |||
| 100.30 | 104.50 | 48.9% | 1.00 | 0.0001 | 0.000 | 255 | 0 | 2.20 | 22 | 68.3% | -0.00 | 0.0001 | -0.003 | |||
| 95.30 | 99.50 | 1 | 45.4% | 1.00 | 0.0002 | 0.000 | 260 | 0 | 0.1000 | 248 | 41.8% | -0.00 | 0.0002 | -0.004 | ||
| 90.30 | 94.50 | 41.8% | 1.00 | 0.0002 | 0.000 | 265 | 0 | 2.20 | 36 | 61.8% | -0.00 | 0.0002 | -0.005 | |||
| 85.40 | 89.60 | 42.9% | 1.00 | 0.0003 | 0.000 | 270 | 0 | 2.20 | 9 | 58.6% | -0.00 | 0.0003 | -0.007 | |||
| 80.50 | 84.60 | 1 | 41.3% | 0.99 | 0.0004 | 0.000 | 275 | 0 | 2.25 | 11 | 55.6% | -0.01 | 0.0004 | -0.008 | ||
| 75.40 | 79.70 | 38.2% | 0.99 | 0.0005 | -0.001 | 280 | 0 | 2.25 | 7 | 52.5% | -0.01 | 0.0005 | -0.011 | |||
| 70.50 | 74.70 | 1 | 36.5% | 0.99 | 0.0007 | -0.004 | 285 | 0 | 2.30 | 22 | 49.6% | -0.01 | 0.0007 | -0.013 | ||
| 65.50 | 69.80 | 17 | 34.8% | 0.99 | 0.0009 | -0.008 | 290 | 0 | 2.30 | 212 | 46.5% | -0.01 | 0.0010 | -0.017 | ||
| 60.60 | 64.40 | 1 | 26.9% | 0.98 | 0.0012 | -0.013 | 295 | 0 | 1.50 | 48 | 39.7% | -0.02 | 0.0013 | -0.021 | ||
| 55.90 | 59.60 | 11 | 31.0% | 0.98 | 0.0017 | -0.019 | 300 | 0.1000 | 0.5500 | 5 | 354 | 31.6% | -0.02 | 0.0017 | -0.026 | |
| 50.80 | 54.70 | 3 | 28.1% | 0.97 | 0.0022 | -0.026 | 305 | 0.2500 | 1.70 | 3 | 26 | 36.0% | -0.03 | 0.0022 | -0.033 | |
| 46.50 | 49.80 | 21 | 30.2% | 0.96 | 0.0029 | -0.035 | 310 | 0.3500 | 0.6000 | 2 | 206 | 28.4% | -0.04 | 0.0029 | -0.041 | |
| 41.70 | 45.00 | 3 | 29.0% | 0.94 | 0.0038 | -0.045 | 315 | 0.6000 | 0.8500 | 13 | 73 | 28.1% | -0.05 | 0.0038 | -0.050 | |
| 36.60 | 40.20 | 5 | 17 | 26.4% | 0.93 | 0.0049 | -0.057 | 320 | 0.6500 | 1.20 | 9 | 154 | 26.8% | -0.07 | 0.0050 | -0.062 |
| 31.90 | 35.60 | 13 | 25.5% | 0.90 | 0.0064 | -0.070 | 325 | 1.05 | 1.35 | 25 | 159 | 25.7% | -0.10 | 0.0064 | -0.075 | |
| 27.40 | 29.50 | 65 | 20.6% | 0.87 | 0.0080 | -0.085 | 330 | 1.55 | 2.10 | 40 | 282 | 25.5% | -0.13 | 0.0081 | -0.090 | |
| 24.30 | 26.40 | 1 | 45 | 23.5% | 0.83 | 0.0099 | -0.101 | 335 | 2.05 | 2.55 | 17 | 1,526 | 24.0% | -0.17 | 0.0101 | -0.105 |
| 19.60 | 22.10 | 5 | 85 | 23.6% | 0.78 | 0.0120 | -0.117 | 340 | 3.10 | 3.40 | 17 | 143 | 23.6% | -0.23 | 0.0122 | -0.121 |
| 16.90 | 17.40 | 8 | 420 | 23.3% | 0.71 | 0.0140 | -0.131 | 345 | 4.00 | 4.60 | 9 | 1,562 | 22.6% | -0.29 | 0.0142 | -0.135 |
| 13.50 | 14.00 | 1 | 192 | 22.9% | 0.64 | 0.0157 | -0.142 | 350 | 5.90 | 6.30 | 17 | 163 | 22.8% | -0.36 | 0.0160 | -0.145 |
| 9.90 | 11.10 | 10 | 152 | 22.0% | 0.56 | 0.0168 | -0.148 | 355 | 7.90 | 8.50 | 38 | 62 | 22.7% | -0.45 | 0.0172 | -0.152 |
| 8.00 | 8.20 | 15 | 340 | 22.4% | 0.47 | 0.0171 | -0.148 | 360 | 10.30 | 11.10 | 19 | 52 | 22.5% | -0.53 | 0.0176 | -0.152 |
| 6.00 | 6.40 | 10 | 990 | 22.4% | 0.39 | 0.0166 | -0.142 | 365 | 13.00 | 14.30 | 2 | 2 | 22.4% | -0.62 | 0.0172 | -0.146 |
| 4.10 | 4.70 | 2 | 1,834 | 21.9% | 0.31 | 0.0153 | -0.131 | 370 | 16.60 | 19.50 | 25.1% | -0.70 | 0.0160 | -0.136 | ||
| 3.00 | 3.40 | 7 | 471 | 22.1% | 0.25 | 0.0135 | -0.117 | 375 | 19.40 | 23.20 | 23.8% | -0.77 | 0.0143 | -0.121 | ||
| 2.05 | 2.45 | 16 | 1,717 | 22.2% | 0.19 | 0.0115 | -0.101 | 380 | 23.60 | 26.60 | 2 | 23.0% | -0.83 | 0.0124 | -0.105 | |
| 1.35 | 1.80 | 13 | 168 | 22.4% | 0.14 | 0.0095 | -0.085 | 385 | 28.30 | 31.60 | 2 | 25.3% | -0.88 | 0.0105 | -0.090 | |
| 1.00 | 1.40 | 16 | 251 | 23.2% | 0.11 | 0.0077 | -0.071 | 390 | 32.70 | 36.40 | 26.2% | -0.92 | 0.0088 | -0.077 | ||
| 0.6500 | 0.9500 | 1 | 10 | 23.2% | 0.08 | 0.0061 | -0.058 | 395 | 37.40 | 41.00 | 26.7% | -0.95 | 0.0074 | -0.067 | ||
| 0.4500 | 0.7000 | 22 | 25 | 23.6% | 0.06 | 0.0048 | -0.047 | 400 | 42.30 | 45.90 | 28.4% | -0.97 | 0.0059 | -0.051 | ||
| 0.2000 | 2.60 | 170 | 31.4% | 0.05 | 0.0037 | -0.038 | 405 | 47.20 | 50.90 | 30.3% | -0.99 | 0.0034 | -0.044 | |||
| 0 | 2.45 | 2 | 32.6% | 0.03 | 0.0029 | -0.031 | 410 | 51.70 | 55.70 | 28.5% | -1.00 | 0.0010 | -0.039 | |||
| 0 | 2.35 | 1 | 34.4% | 0.03 | 0.0022 | -0.025 | 415 | 56.50 | 60.70 | -1.00 | 0.0000 | -0.039 | ||||
| 0 | 0.6500 | 151 | 28.5% | 0.02 | 0.0018 | -0.020 | 420 | 61.60 | 65.80 | 32.4% | -1.00 | 0.0000 | -0.039 | |||
| 0 | 2.25 | 3 | 38.1% | 0.02 | 0.0014 | -0.016 | 425 | 67.10 | 70.80 | 37.8% | -1.00 | 0.0000 | -0.039 | |||
| 0.0500 | 0.6500 | 3 | 319 | 32.3% | 0.01 | 0.0011 | -0.013 | 430 | 72.10 | 75.70 | 39.2% | -1.00 | 0.0000 | -0.039 | ||
| 0 | 2.20 | 7 | 43.7% | 0.01 | 0.0007 | -0.009 | 440 | 82.10 | 85.80 | 43.5% | -1.00 | 0.0000 | -0.039 | |||
| 0 | 2.15 | 1 | 47.1% | 0.00 | 0.0004 | -0.006 | 450 | 91.60 | 95.80 | 43.2% | -1.00 | 0.0000 | -0.039 | |||
| 0 | 1.00 | 44.2% | 0.00 | 0.0003 | -0.004 | 460 | 101.60 | 105.80 | 46.5% | -1.00 | 0.0000 | -0.039 | ||||
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。