CI 期权链 Cigna Corporation
Cboe delayed options data · 截至 09:34 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 ±16.2% (253.40–351.20) · ATM IV 31.4% · P/C 未平仓量 1.30
| 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 | |
| 146.90 | 150.80 | 55.4% | 1.00 | 0.0002 | 0.000 | 155 | 0 | 0.5500 | 2 | 46.5% | -0.01 | 0.0002 | -0.004 | |||
| 142.20 | 145.90 | 54.5% | 0.99 | 0.0002 | 0.000 | 160 | 0 | 0.6000 | 1 | 45.0% | -0.01 | 0.0002 | -0.005 | |||
| 137.20 | 141.00 | 1 | 51.9% | 0.99 | 0.0002 | 0.000 | 165 | 0 | 0.6500 | 1 | 43.5% | -0.01 | 0.0003 | -0.006 | ||
| 132.40 | 136.10 | 1 | 50.4% | 0.99 | 0.0003 | 0.000 | 170 | 0 | 0.7000 | 2 | 42.1% | -0.01 | 0.0003 | -0.007 | ||
| 127.50 | 131.50 | 49.6% | 0.99 | 0.0004 | -0.001 | 175 | 0.0500 | 0.7500 | 23 | 41.0% | -0.01 | 0.0004 | -0.008 | |||
| 122.70 | 126.50 | 47.5% | 0.99 | 0.0004 | -0.002 | 180 | 0.1500 | 0.8500 | 1 | 40.4% | -0.02 | 0.0005 | -0.009 | |||
| 117.90 | 121.70 | 46.2% | 0.98 | 0.0005 | -0.004 | 185 | 0.2500 | 0.9500 | 9 | 39.7% | -0.02 | 0.0006 | -0.011 | |||
| 113.10 | 116.50 | 43.5% | 0.98 | 0.0006 | -0.006 | 190 | 0.3500 | 1.05 | 6 | 38.8% | -0.02 | 0.0007 | -0.013 | |||
| 108.40 | 111.40 | 1 | 41.5% | 0.97 | 0.0008 | -0.008 | 195 | 0.5000 | 1.25 | 8 | 38.4% | -0.03 | 0.0009 | -0.015 | ||
| 103.80 | 106.00 | 14 | 39.0% | 0.97 | 0.0009 | -0.011 | 200 | 0.6500 | 1.30 | 107 | 37.3% | -0.03 | 0.0010 | -0.017 | ||
| 94.50 | 96.70 | 1 | 38.2% | 0.96 | 0.0013 | -0.016 | 210 | 0.9000 | 1.95 | 77 | 36.3% | -0.05 | 0.0014 | -0.022 | ||
| 85.10 | 87.60 | 5 | 36.8% | 0.94 | 0.0017 | -0.023 | 220 | 1.30 | 2.95 | 17 | 35.6% | -0.07 | 0.0018 | -0.028 | ||
| 76.00 | 78.50 | 4 | 35.4% | 0.92 | 0.0023 | -0.030 | 230 | 2.30 | 3.70 | 97 | 34.7% | -0.09 | 0.0024 | -0.035 | ||
| 67.40 | 69.80 | 4 | 34.7% | 0.89 | 0.0029 | -0.038 | 240 | 3.80 | 4.70 | 1 | 29 | 34.1% | -0.12 | 0.0030 | -0.043 | |
| 59.10 | 61.00 | 1 | 24 | 33.4% | 0.85 | 0.0036 | -0.046 | 250 | 5.20 | 6.40 | 113 | 33.4% | -0.16 | 0.0037 | -0.050 | |
| 51.20 | 53.40 | 30 | 33.1% | 0.81 | 0.0043 | -0.055 | 260 | 7.40 | 8.50 | 167 | 33.0% | -0.20 | 0.0044 | -0.058 | ||
| 44.00 | 45.90 | 1 | 1,001 | 32.5% | 0.76 | 0.0050 | -0.062 | 270 | 10.00 | 11.00 | 2 | 1,022 | 32.4% | -0.25 | 0.0051 | -0.065 |
| 37.30 | 39.30 | 39 | 32.2% | 0.70 | 0.0056 | -0.069 | 280 | 13.10 | 14.30 | 40 | 250 | 32.0% | -0.31 | 0.0057 | -0.071 | |
| 31.20 | 32.90 | 52 | 31.6% | 0.64 | 0.0061 | -0.074 | 290 | 17.00 | 18.50 | 26 | 87 | 31.9% | -0.37 | 0.0062 | -0.075 | |
| 25.70 | 27.50 | 59 | 31.2% | 0.58 | 0.0065 | -0.077 | 300 | 21.40 | 23.20 | 25 | 92 | 31.6% | -0.43 | 0.0066 | -0.078 | |
| 21.10 | 22.60 | 15 | 67 | 31.0% | 0.51 | 0.0066 | -0.078 | 310 | 26.70 | 28.10 | 24 | 19 | 31.2% | -0.50 | 0.0068 | -0.079 |
| 17.10 | 18.80 | 25 | 101 | 31.0% | 0.45 | 0.0066 | -0.077 | 320 | 32.10 | 34.30 | 8 | 31.0% | -0.56 | 0.0068 | -0.078 | |
| 13.70 | 15.00 | 29 | 45 | 30.7% | 0.39 | 0.0064 | -0.074 | 330 | 38.70 | 40.80 | 30.9% | -0.63 | 0.0066 | -0.076 | ||
| 10.90 | 11.90 | 32 | 30.5% | 0.33 | 0.0061 | -0.070 | 340 | 45.70 | 47.90 | 30.7% | -0.69 | 0.0063 | -0.072 | |||
| 8.60 | 9.50 | 77 | 30.4% | 0.28 | 0.0056 | -0.065 | 350 | 52.60 | 55.80 | 1 | 30.2% | -0.74 | 0.0059 | -0.066 | ||
| 5.80 | 8.50 | 68 | 30.4% | 0.24 | 0.0051 | -0.059 | 360 | 60.60 | 64.00 | 30.1% | -0.79 | 0.0054 | -0.060 | |||
| 4.80 | 6.70 | 9 | 30.7% | 0.20 | 0.0046 | -0.053 | 370 | 69.40 | 72.40 | 30.2% | -0.83 | 0.0048 | -0.053 | |||
| 3.40 | 5.90 | 6 | 31.0% | 0.16 | 0.0041 | -0.048 | 380 | 78.10 | 81.50 | 30.2% | -0.86 | 0.0042 | -0.046 | |||
| 2.85 | 4.50 | 7 | 31.1% | 0.13 | 0.0036 | -0.042 | 390 | 87.30 | 90.40 | 29.9% | -0.89 | 0.0038 | -0.039 | |||
| 1.90 | 3.70 | 1 | 31.0% | 0.11 | 0.0031 | -0.037 | 400 | 97.10 | 99.90 | 31.0% | -0.92 | 0.0035 | -0.036 | |||
| 1.20 | 3.20 | 31.1% | 0.09 | 0.0027 | -0.032 | 410 | 106.50 | 109.70 | 31.3% | -0.95 | 0.0034 | -0.035 | ||||
| 1.20 | 2.35 | 31.5% | 0.07 | 0.0023 | -0.028 | 420 | 116.10 | 119.70 | 32.1% | -0.97 | 0.0030 | -0.036 | ||||
| 0.9000 | 2.10 | 2 | 32.1% | 0.06 | 0.0019 | -0.024 | 430 | 125.60 | 129.60 | -0.98 | 0.0020 | -0.034 | ||||
| 0.7000 | 1.75 | 32.5% | 0.05 | 0.0016 | -0.021 | 440 | 135.90 | 139.60 | 34.3% | -0.99 | 0.0011 | -0.015 | ||||
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。