CMI 期权链 Cummins Inc.
Cboe delayed options data · 截至 12:34 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 ±10.1% (477.93–584.73) · ATM IV 40.2% · P/C 未平仓量 1.70
| 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 | |
| 141.10 | 145.20 | 36.3% | 0.99 | 0.0004 | -0.033 | 390 | 0 | 2.50 | 2 | 56.9% | -0.01 | 0.0005 | -0.037 | |||
| 131.30 | 135.40 | 3 | 40.6% | 0.98 | 0.0006 | -0.045 | 400 | 0 | 2.65 | 17 | 53.5% | -0.02 | 0.0006 | -0.050 | ||
| 121.50 | 125.40 | 38.8% | 0.98 | 0.0008 | -0.061 | 410 | 0 | 2.90 | 21 | 50.5% | -0.03 | 0.0009 | -0.066 | |||
| 111.90 | 115.30 | 37.6% | 0.96 | 0.0011 | -0.080 | 420 | 0 | 3.30 | 10 | 47.9% | -0.04 | 0.0012 | -0.086 | |||
| 103.00 | 105.70 | 41.3% | 0.95 | 0.0014 | -0.103 | 430 | 0.2000 | 2.00 | 20 | 40.5% | -0.05 | 0.0015 | -0.110 | |||
| 93.50 | 96.40 | 41.1% | 0.93 | 0.0018 | -0.130 | 440 | 1.10 | 3.70 | 1 | 15 | 43.8% | -0.07 | 0.0019 | -0.138 | ||
| 84.40 | 86.70 | 20 | 39.8% | 0.91 | 0.0023 | -0.160 | 450 | 2.15 | 4.40 | 1 | 33 | 43.1% | -0.10 | 0.0024 | -0.168 | |
| 75.50 | 78.40 | 40.9% | 0.88 | 0.0028 | -0.194 | 460 | 3.10 | 5.40 | 3 | 19 | 41.9% | -0.12 | 0.0029 | -0.202 | ||
| 67.00 | 69.90 | 40.7% | 0.85 | 0.0034 | -0.228 | 470 | 3.80 | 6.70 | 2 | 15 | 40.2% | -0.16 | 0.0035 | -0.236 | ||
| 58.80 | 61.80 | 40.5% | 0.81 | 0.0039 | -0.263 | 480 | 5.60 | 9.50 | 7 | 61 | 40.9% | -0.20 | 0.0040 | -0.270 | ||
| 51.50 | 54.20 | 40.7% | 0.77 | 0.0045 | -0.296 | 490 | 8.10 | 11.30 | 7 | 143 | 40.1% | -0.24 | 0.0046 | -0.302 | ||
| 43.70 | 46.60 | 1 | 50 | 39.4% | 0.72 | 0.0050 | -0.326 | 500 | 11.10 | 14.70 | 6 | 251 | 40.4% | -0.29 | 0.0051 | -0.330 |
| 37.20 | 40.70 | 2 | 40.0% | 0.67 | 0.0055 | -0.349 | 510 | 14.60 | 18.50 | 17 | 549 | 40.5% | -0.35 | 0.0055 | -0.352 | |
| 32.10 | 34.70 | 1 | 17 | 40.5% | 0.61 | 0.0058 | -0.366 | 520 | 18.90 | 22.40 | 5 | 59 | 40.3% | -0.41 | 0.0058 | -0.367 |
| 26.00 | 29.50 | 262 | 39.9% | 0.55 | 0.0060 | -0.375 | 530 | 23.80 | 27.50 | 76 | 572 | 40.6% | -0.46 | 0.0060 | -0.374 | |
| 21.40 | 24.70 | 7 | 42 | 39.8% | 0.49 | 0.0061 | -0.375 | 540 | 29.10 | 31.90 | 11 | 24 | 39.7% | -0.53 | 0.0061 | -0.372 |
| 18.00 | 20.30 | 24 | 35 | 40.1% | 0.43 | 0.0061 | -0.366 | 550 | 35.10 | 38.40 | 7 | 39 | 40.1% | -0.58 | 0.0060 | -0.362 |
| 13.30 | 16.70 | 14 | 96 | 39.0% | 0.37 | 0.0059 | -0.350 | 560 | 41.40 | 44.70 | 4 | 39.7% | -0.64 | 0.0058 | -0.345 | |
| 11.00 | 13.50 | 4 | 27 | 39.4% | 0.31 | 0.0055 | -0.327 | 570 | 48.70 | 51.60 | 39.7% | -0.69 | 0.0054 | -0.321 | ||
| 8.20 | 11.00 | 2 | 43 | 39.1% | 0.26 | 0.0051 | -0.299 | 580 | 56.00 | 59.40 | 1 | 39.8% | -0.74 | 0.0050 | -0.293 | |
| 6.00 | 9.10 | 4 | 200 | 39.0% | 0.22 | 0.0046 | -0.269 | 590 | 64.00 | 66.90 | 1 | 39.3% | -0.79 | 0.0045 | -0.263 | |
| 4.00 | 7.20 | 10 | 61 | 38.4% | 0.18 | 0.0041 | -0.237 | 600 | 72.40 | 75.10 | 39.3% | -0.83 | 0.0040 | -0.232 | ||
| 2.65 | 6.20 | 12 | 38.7% | 0.14 | 0.0036 | -0.205 | 610 | 81.00 | 84.00 | 2 | 39.5% | -0.86 | 0.0036 | -0.202 | ||
| 1.55 | 4.90 | 73 | 38.3% | 0.12 | 0.0031 | -0.174 | 620 | 89.60 | 93.40 | 39.8% | -0.89 | 0.0031 | -0.175 | |||
| 0.7000 | 4.70 | 17 | 39.3% | 0.09 | 0.0026 | -0.146 | 630 | 99.20 | 101.90 | 2 | 39.5% | -0.92 | 0.0027 | -0.152 | ||
| 0.4000 | 3.70 | 15 | 39.4% | 0.07 | 0.0022 | -0.120 | 640 | 108.60 | 111.60 | 1 | 40.5% | -0.94 | 0.0024 | -0.133 | ||
| 0.0500 | 3.80 | 16 | 41.3% | 0.06 | 0.0018 | -0.098 | 650 | 118.00 | 121.50 | 41.4% | -0.96 | 0.0020 | -0.116 | |||
| 0 | 3.10 | 39 | 41.8% | 0.04 | 0.0014 | -0.078 | 660 | 127.90 | 131.10 | 42.5% | -0.97 | 0.0016 | -0.093 | |||
| 0 | 2.85 | 48 | 43.4% | 0.03 | 0.0011 | -0.062 | 670 | 137.40 | 141.00 | 42.9% | -0.98 | 0.0012 | -0.067 | |||
| 0 | 2.65 | 7 | 45.0% | 0.02 | 0.0009 | -0.049 | 680 | 146.70 | 150.30 | -0.99 | 0.0008 | -0.040 | ||||
| 0 | 2.55 | 5 | 46.8% | 0.02 | 0.0007 | -0.038 | 690 | 156.50 | 160.70 | -1.00 | 0.0004 | -0.019 | ||||
| 0 | 2.45 | 2 | 48.5% | 0.01 | 0.0005 | -0.029 | 700 | 166.70 | 170.70 | 42.7% | -1.00 | 0.0002 | -0.007 | |||
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。