CMCSA 期权链 Comcast Corporation
Cboe delayed options data · 截至 09:35 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 ±12.2% (19.27–24.65) · ATM IV 37.1% · P/C 未平仓量 0.38
| 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 | |
| 7.95 | 11.10 | 117.5% | 0.99 | 0.0057 | -0.000 | 13 | 0 | 2.13 | 150.5% | -0.01 | 0.0057 | -0.001 | ||||
| 6.95 | 10.10 | 104.1% | 0.98 | 0.0084 | -0.001 | 14 | 0 | 0.2800 | 73.3% | -0.02 | 0.0084 | -0.002 | ||||
| 5.15 | 8.30 | 41 | 0.98 | 0.0126 | -0.001 | 15 | 0.0100 | 0.1500 | 10 | 1,035 | 56.8% | -0.02 | 0.0126 | -0.002 | ||
| 5.20 | 6.95 | 45.1% | 0.96 | 0.0192 | -0.002 | 16 | 0.0300 | 0.0500 | 54 | 99 | 42.8% | -0.04 | 0.0193 | -0.003 | ||
| 3.80 | 5.50 | 3 | 40.8% | 0.93 | 0.0372 | -0.004 | 17.5 | 0.0800 | 0.1500 | 312 | 225 | 40.6% | -0.07 | 0.0375 | -0.004 | |
| 2.60 | 3.75 | 3 | 72 | 30.0% | 0.85 | 0.0682 | -0.006 | 19 | 0.0100 | 0.5400 | 52 | 2,671 | 37.9% | -0.15 | 0.0689 | -0.007 |
| 1.94 | 2.87 | 2 | 214 | 32.1% | 0.76 | 0.0918 | -0.008 | 20 | 0.3600 | 0.5200 | 262 | 2,324 | 35.3% | -0.24 | 0.0931 | -0.009 |
| 1.51 | 2.32 | 16 | 622 | 38.1% | 0.66 | 0.1112 | -0.010 | 21 | 0.8100 | 1.13 | 51 | 2,711 | 41.4% | -0.35 | 0.1131 | -0.010 |
| 1.08 | 1.14 | 98 | 4,464 | 36.7% | 0.48 | 0.1220 | -0.011 | 22.5 | 1.52 | 1.64 | 54 | 4,063 | 37.4% | -0.53 | 0.1253 | -0.011 |
| 0.2000 | 0.6200 | 165 | 2,924 | 30.2% | 0.31 | 0.1086 | -0.009 | 24 | 2.33 | 2.82 | 5 | 1,293 | 37.2% | -0.70 | 0.1135 | -0.010 |
| 0.3300 | 0.4400 | 289 | 6,177 | 36.4% | 0.22 | 0.0914 | -0.008 | 25 | 2.66 | 4.15 | 9 | 2,826 | 38.9% | -0.79 | 0.0977 | -0.008 |
| 0.2000 | 0.3200 | 104 | 6,014 | 37.6% | 0.16 | 0.0724 | -0.006 | 26 | 3.50 | 5.10 | 2 | 479 | 41.0% | -0.87 | 0.0802 | -0.007 |
| 0.1000 | 0.1500 | 24 | 8,036 | 37.7% | 0.09 | 0.0471 | -0.004 | 27.5 | 5.50 | 6.45 | 2,893 | 57.6% | -0.95 | 0.0560 | -0.004 | |
| 0.0400 | 0.0700 | 168 | 2,332 | 37.6% | 0.05 | 0.0290 | -0.003 | 29 | 5.85 | 8.15 | 54 | -0.99 | 0.0284 | -0.003 | ||
| 0.0300 | 0.0500 | 1 | 10.6K | 39.1% | 0.03 | 0.0209 | -0.002 | 30 | 6.95 | 9.15 | -1.00 | 0.0000 | -0.003 | |||
| 0.0100 | 0.0300 | 7 | 656 | 38.4% | 0.02 | 0.0155 | -0.002 | 31 | 7.30 | 10.15 | -1.00 | 0.0000 | -0.003 | |||
| 0.0100 | 0.0500 | 25 | 6,380 | 45.3% | 0.02 | 0.0106 | -0.001 | 32.5 | 9.45 | 11.65 | -1.00 | 0.0000 | -0.003 | |||
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。