CMCSA 期权链 Comcast 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 ±13.6% (23.16–30.46) · ATM IV 30.9% · P/C 未平仓量 0.41
| 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 | |
| 10.95 | 14.00 | 45 | 100.6% | 0.99 | 0.0037 | 0.000 | 15 | 0 | 0.3000 | 1,025 | 65.4% | -0.02 | 0.0057 | -0.002 | ||
| 9.85 | 13.00 | 89.3% | 0.99 | 0.0053 | 0.000 | 16 | 0 | 0.1100 | 48 | 48.7% | -0.02 | 0.0074 | -0.002 | |||
| 8.40 | 11.50 | 1 | 77.6% | 0.98 | 0.0091 | 0.000 | 17.5 | 0.0300 | 0.1300 | 117 | 44.8% | -0.03 | 0.0111 | -0.002 | ||
| 6.95 | 10.05 | 22 | 67.7% | 0.97 | 0.0156 | 0.000 | 19 | 0 | 0.5700 | 1,197 | 44.7% | -0.05 | 0.0171 | -0.003 | ||
| 6.80 | 7.55 | 136 | 48.6% | 0.95 | 0.0225 | -0.001 | 20 | 0.0500 | 0.2000 | 982 | 35.8% | -0.06 | 0.0230 | -0.003 | ||
| 4.95 | 6.75 | 70 | 0.93 | 0.0319 | -0.002 | 21 | 0.1900 | 0.2600 | 14 | 1,434 | 35.9% | -0.09 | 0.0312 | -0.004 | ||
| 3.95 | 5.20 | 3 | 271 | 29.4% | 0.86 | 0.0499 | -0.004 | 22.5 | 0.3200 | 0.5600 | 43 | 3,510 | 32.4% | -0.15 | 0.0481 | -0.005 |
| 2.84 | 3.95 | 1 | 2,146 | 29.8% | 0.77 | 0.0678 | -0.006 | 24 | 0.5600 | 0.9900 | 15 | 1,208 | 34.0% | -0.24 | 0.0673 | -0.007 |
| 2.59 | 3.10 | 7 | 6,127 | 32.5% | 0.69 | 0.0780 | -0.007 | 25 | 0.9000 | 1.22 | 9 | 2,416 | 32.8% | -0.32 | 0.0792 | -0.007 |
| 2.10 | 2.53 | 1,541 | 4,376 | 33.2% | 0.61 | 0.0857 | -0.007 | 26 | 1.25 | 1.71 | 2 | 189 | 32.7% | -0.40 | 0.0884 | -0.008 |
| 1.42 | 1.57 | 1,597 | 5,884 | 31.1% | 0.48 | 0.0896 | -0.008 | 27.5 | 2.01 | 2.31 | 3,827 | 30.6% | -0.54 | 0.0941 | -0.008 | |
| 0.7400 | 1.07 | 20 | 2,707 | 29.8% | 0.35 | 0.0837 | -0.007 | 29 | 2.74 | 3.30 | 148 | 27.9% | -0.67 | 0.0886 | -0.007 | |
| 0.6000 | 0.8000 | 617 | 6,927 | 30.7% | 0.28 | 0.0758 | -0.007 | 30 | 3.10 | 4.45 | 1,911 | 27.4% | -0.74 | 0.0801 | -0.006 | |
| 0.3500 | 0.6300 | 107 | 586 | 30.4% | 0.22 | 0.0664 | -0.006 | 31 | 3.85 | 5.45 | 90 | 28.3% | -0.81 | 0.0695 | -0.005 | |
| 0.1600 | 0.4000 | 74 | 6,328 | 30.0% | 0.15 | 0.0519 | -0.005 | 32.5 | 5.15 | 7.05 | 164 | 32.2% | -0.88 | 0.0523 | -0.003 | |
| 0.0600 | 0.2500 | 6,684 | 32.6% | 0.08 | 0.0315 | -0.003 | 35 | 7.40 | 9.40 | 32 | 28.6% | -0.95 | 0.0280 | 0.000 | ||
| 0.0300 | 0.1500 | 5 | 382 | 34.9% | 0.04 | 0.0189 | -0.002 | 37.5 | 9.80 | 12.10 | 49 | 40.0% | -0.98 | 0.0142 | 0.000 | |
| 0.0100 | 0.1200 | 1,947 | 37.9% | 0.03 | 0.0123 | -0.002 | 40 | 12.10 | 14.60 | -0.99 | 0.0079 | 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。