CI 期权链 Cigna Corporation
Cboe delayed options data · 截至 03:33 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 ±17.7% (232.84–332.84) · ATM IV 30.4% · P/C 未平仓量 1.26
| 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 | |
| 136.80 | 140.90 | 45.7% | 0.99 | 0.0003 | 0.000 | 145 | 0 | 0.9000 | 44.5% | -0.01 | 0.0003 | -0.005 | ||||
| 131.80 | 136.20 | 44.9% | 0.99 | 0.0003 | 0.000 | 150 | 0.1000 | 0.9500 | 1 | 43.5% | -0.01 | 0.0004 | -0.006 | |||
| 127.00 | 131.40 | 43.8% | 0.99 | 0.0004 | 0.000 | 155 | 0.1500 | 1.05 | 2 | 42.4% | -0.01 | 0.0004 | -0.007 | |||
| 122.30 | 126.60 | 42.7% | 0.99 | 0.0005 | 0.000 | 160 | 0 | 1.15 | 1 | 40.2% | -0.02 | 0.0005 | -0.009 | |||
| 117.40 | 121.70 | 1 | 41.6% | 0.98 | 0.0006 | 0.000 | 165 | 0 | 1.05 | 1 | 37.7% | -0.02 | 0.0006 | -0.010 | ||
| 113.40 | 115.90 | 1 | 39.1% | 0.98 | 0.0007 | 0.000 | 170 | 0.1000 | 1.35 | 2 | 37.9% | -0.03 | 0.0008 | -0.012 | ||
| 108.30 | 111.60 | 38.6% | 0.97 | 0.0008 | 0.000 | 175 | 0.3000 | 1.75 | 22 | 38.3% | -0.03 | 0.0009 | -0.013 | |||
| 103.70 | 106.50 | 37.0% | 0.97 | 0.0010 | 0.000 | 180 | 0.9000 | 1.55 | 1 | 37.7% | -0.04 | 0.0010 | -0.015 | |||
| 98.90 | 102.20 | 37.3% | 0.96 | 0.0011 | 0.000 | 185 | 0.9000 | 1.90 | 9 | 36.8% | -0.04 | 0.0012 | -0.017 | |||
| 94.40 | 97.40 | 36.6% | 0.95 | 0.0013 | -0.001 | 190 | 1.15 | 2.20 | 36.3% | -0.05 | 0.0014 | -0.019 | ||||
| 89.80 | 92.60 | 1 | 35.6% | 0.95 | 0.0015 | -0.004 | 195 | 1.45 | 2.55 | 7 | 35.8% | -0.06 | 0.0016 | -0.022 | ||
| 85.40 | 88.10 | 14 | 35.5% | 0.94 | 0.0018 | -0.007 | 200 | 1.35 | 3.10 | 108 | 34.7% | -0.07 | 0.0018 | -0.024 | ||
| 76.30 | 79.20 | 1 | 34.2% | 0.91 | 0.0023 | -0.014 | 210 | 2.80 | 4.10 | 77 | 34.8% | -0.09 | 0.0024 | -0.029 | ||
| 68.00 | 70.70 | 5 | 33.9% | 0.89 | 0.0028 | -0.022 | 220 | 3.70 | 5.50 | 15 | 33.7% | -0.12 | 0.0029 | -0.035 | ||
| 59.70 | 62.80 | 33.4% | 0.85 | 0.0035 | -0.029 | 230 | 5.30 | 7.30 | 100 | 33.1% | -0.16 | 0.0036 | -0.041 | |||
| 52.10 | 54.90 | 4 | 32.8% | 0.81 | 0.0042 | -0.036 | 240 | 7.40 | 9.70 | 25 | 32.7% | -0.20 | 0.0042 | -0.046 | ||
| 44.90 | 47.50 | 24 | 32.1% | 0.76 | 0.0048 | -0.043 | 250 | 9.40 | 12.10 | 92 | 31.5% | -0.25 | 0.0049 | -0.051 | ||
| 37.60 | 40.50 | 9 | 31.0% | 0.71 | 0.0054 | -0.049 | 260 | 12.80 | 15.60 | 155 | 31.4% | -0.31 | 0.0055 | -0.055 | ||
| 31.60 | 34.50 | 1 | 1,002 | 30.7% | 0.65 | 0.0059 | -0.054 | 270 | 16.90 | 19.80 | 1,015 | 31.4% | -0.37 | 0.0061 | -0.058 | |
| 26.10 | 29.10 | 1 | 36 | 30.3% | 0.59 | 0.0063 | -0.057 | 280 | 20.90 | 23.90 | 246 | 30.5% | -0.43 | 0.0065 | -0.059 | |
| 21.60 | 24.60 | 44 | 30.3% | 0.52 | 0.0065 | -0.058 | 290 | 26.10 | 29.10 | 8 | 3 | 30.3% | -0.49 | 0.0067 | -0.059 | |
| 17.40 | 20.40 | 1 | 54 | 30.0% | 0.46 | 0.0066 | -0.058 | 300 | 32.10 | 35.20 | 20 | 30.4% | -0.56 | 0.0068 | -0.058 | |
| 13.30 | 16.80 | 1 | 43 | 29.4% | 0.40 | 0.0064 | -0.056 | 310 | 38.30 | 41.30 | 19 | 29.8% | -0.62 | 0.0067 | -0.055 | |
| 10.30 | 13.70 | 2 | 87 | 29.1% | 0.34 | 0.0062 | -0.054 | 320 | 45.30 | 47.80 | 29.3% | -0.68 | 0.0066 | -0.051 | ||
| 7.90 | 11.40 | 32 | 29.2% | 0.29 | 0.0058 | -0.050 | 330 | 53.20 | 55.40 | 29.4% | -0.74 | 0.0064 | -0.047 | |||
| 6.00 | 8.30 | 21 | 28.3% | 0.24 | 0.0053 | -0.045 | 340 | 61.00 | 63.90 | 29.4% | -0.80 | 0.0062 | -0.043 | |||
| 5.20 | 6.60 | 66 | 28.8% | 0.20 | 0.0048 | -0.041 | 350 | 69.20 | 72.40 | 1 | 29.0% | -0.85 | 0.0060 | -0.040 | ||
| 3.90 | 5.10 | 61 | 28.5% | 0.17 | 0.0042 | -0.036 | 360 | 78.40 | 81.30 | 29.2% | -0.89 | 0.0056 | -0.036 | |||
| 2.95 | 4.50 | 8 | 29.1% | 0.14 | 0.0037 | -0.032 | 370 | 87.80 | 91.00 | 30.0% | -0.93 | 0.0047 | -0.029 | |||
| 2.30 | 3.80 | 6 | 29.5% | 0.11 | 0.0032 | -0.028 | 380 | 97.20 | 100.60 | 29.8% | -0.96 | 0.0034 | -0.013 | |||
| 1.70 | 2.85 | 7 | 29.2% | 0.09 | 0.0027 | -0.024 | 390 | 106.70 | 110.60 | 29.6% | -0.98 | 0.0020 | 0.000 | |||
| 1.00 | 2.75 | 29.6% | 0.07 | 0.0023 | -0.020 | 400 | 116.70 | 120.60 | 31.5% | -0.99 | 0.0009 | 0.000 | ||||
| 1.05 | 2.55 | 30.9% | 0.06 | 0.0020 | -0.017 | 410 | 126.80 | 130.80 | 35.4% | -1.00 | 0.0003 | 0.000 | ||||
| 0.6500 | 1.50 | 29.0% | 0.05 | 0.0017 | -0.015 | 420 | 136.50 | 140.70 | 34.3% | -1.00 | 0.0001 | 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。