DAL 期权链 Delta Air Lines, Inc.
Cboe delayed options data · 截至 15:41 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 ±31.0% (54.01–102.56) · ATM IV 38.9% · P/C 未平仓量 1.44
| 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 | |
| 34.95 | 36.90 | 2 | 45.4% | 0.94 | 0.0036 | -0.002 | 45 | 1.18 | 1.43 | 2 | 45.8% | -0.07 | 0.0037 | -0.006 | ||
| 30.75 | 32.75 | 2 | 43.6% | 0.91 | 0.0049 | -0.004 | 50 | 1.80 | 2.08 | 1 | 44.1% | -0.10 | 0.0050 | -0.008 | ||
| 26.85 | 28.85 | 9 | 42.4% | 0.87 | 0.0064 | -0.006 | 55 | 2.65 | 2.97 | 31 | 42.8% | -0.14 | 0.0065 | -0.009 | ||
| 23.75 | 25.15 | 103 | 42.6% | 0.83 | 0.0079 | -0.008 | 60 | 3.70 | 4.15 | 1 | 41.5% | -0.18 | 0.0081 | -0.011 | ||
| 20.05 | 21.80 | 3 | 40.9% | 0.78 | 0.0094 | -0.010 | 65 | 5.15 | 5.60 | 2 | 40.6% | -0.23 | 0.0097 | -0.013 | ||
| 16.90 | 18.60 | 1 | 39.6% | 0.72 | 0.0107 | -0.012 | 70 | 6.90 | 7.35 | 193 | 39.8% | -0.29 | 0.0112 | -0.014 | ||
| 15.85 | 17.25 | 30 | 40.0% | 0.69 | 0.0113 | -0.013 | 72.5 | 7.85 | 8.40 | 1 | 39.4% | -0.32 | 0.0119 | -0.014 | ||
| 14.95 | 15.95 | 3 | 40.4% | 0.66 | 0.0119 | -0.013 | 75 | 8.95 | 9.50 | 64 | 39.1% | -0.36 | 0.0126 | -0.015 | ||
| 13.35 | 14.50 | 5 | 39.2% | 0.63 | 0.0123 | -0.014 | 77.5 | 10.10 | 10.60 | 2 | 38.6% | -0.39 | 0.0131 | -0.015 | ||
| 12.50 | 13.20 | 1 | 38 | 39.2% | 0.60 | 0.0127 | -0.014 | 80 | 11.35 | 11.90 | 1 | 16 | 38.3% | -0.42 | 0.0136 | -0.015 |
| 11.50 | 12.20 | 4 | 39.2% | 0.57 | 0.0130 | -0.015 | 82.5 | 12.70 | 13.25 | 14 | 38.1% | -0.46 | 0.0141 | -0.016 | ||
| 10.45 | 11.20 | 52 | 38.9% | 0.54 | 0.0132 | -0.015 | 85 | 14.10 | 15.10 | 324 | 38.4% | -0.49 | 0.0145 | -0.016 | ||
| 9.55 | 10.20 | 1 | 38.7% | 0.51 | 0.0133 | -0.015 | 87.5 | 15.55 | 16.80 | 38.4% | -0.53 | 0.0148 | -0.016 | |||
| 8.65 | 9.35 | 113 | 38.5% | 0.48 | 0.0134 | -0.015 | 90 | 17.15 | 18.30 | 10 | 38.0% | -0.56 | 0.0151 | -0.016 | ||
| 7.80 | 8.50 | 38.1% | 0.45 | 0.0133 | -0.015 | 92.5 | 18.85 | 19.55 | 99 | 37.1% | -0.59 | 0.0153 | -0.015 | |||
| 7.10 | 7.75 | 165 | 38.0% | 0.42 | 0.0132 | -0.014 | 95 | 20.55 | 21.35 | 37.0% | -0.63 | 0.0154 | -0.015 | |||
| 5.85 | 6.45 | 37.8% | 0.37 | 0.0128 | -0.014 | 100 | 24.10 | 25.15 | 36.4% | -0.69 | 0.0154 | -0.015 | ||||
| 4.80 | 5.30 | 2 | 37.5% | 0.32 | 0.0122 | -0.013 | 105 | 28.15 | 29.85 | 3 | 37.7% | -0.75 | 0.0150 | -0.014 | ||
| 3.70 | 4.45 | 1 | 37.0% | 0.27 | 0.0114 | -0.012 | 110 | 32.40 | 34.10 | 2 | 37.8% | -0.80 | 0.0144 | -0.012 | ||
| 3.00 | 3.70 | 1 | 37.0% | 0.24 | 0.0106 | -0.011 | 115 | 36.75 | 38.75 | 7 | 38.3% | -0.85 | 0.0141 | -0.011 | ||
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。