DAL 期权链 Delta Air Lines, Inc.
Cboe delayed options data · 截至 06:36 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 ±28.8% (53.24–96.39) · ATM IV 38.1% · P/C 未平仓量 0.94
| 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 | |
| 35.25 | 39.00 | 4 | 48.8% | 0.96 | 0.0028 | 0.000 | 40 | 0.6300 | 0.8500 | 10 | 47.3% | -0.05 | 0.0029 | -0.005 | ||
| 30.45 | 34.70 | 16 | 44.1% | 0.94 | 0.0042 | -0.002 | 45 | 0.8500 | 1.49 | 37 | 45.1% | -0.07 | 0.0043 | -0.006 | ||
| 26.70 | 29.65 | 3 | 40.7% | 0.91 | 0.0058 | -0.004 | 50 | 1.71 | 1.98 | 6 | 43.7% | -0.10 | 0.0060 | -0.008 | ||
| 23.75 | 25.80 | 20 | 43.1% | 0.86 | 0.0076 | -0.007 | 55 | 2.45 | 3.10 | 30 | 62 | 42.5% | -0.15 | 0.0079 | -0.010 | |
| 19.50 | 22.15 | 104 | 40.1% | 0.81 | 0.0095 | -0.009 | 60 | 3.65 | 4.80 | 341 | 42.6% | -0.20 | 0.0099 | -0.012 | ||
| 16.70 | 18.25 | 5 | 16 | 39.0% | 0.75 | 0.0113 | -0.011 | 65 | 5.00 | 5.90 | 36 | 40.1% | -0.26 | 0.0119 | -0.014 | |
| 13.85 | 16.00 | 2 | 49 | 39.9% | 0.69 | 0.0129 | -0.013 | 70 | 7.00 | 7.70 | 247 | 39.3% | -0.33 | 0.0137 | -0.015 | |
| 12.05 | 15.10 | 36 | 39.5% | 0.65 | 0.0136 | -0.014 | 72.5 | 7.80 | 9.80 | 104 | 40.2% | -0.37 | 0.0145 | -0.015 | ||
| 10.85 | 13.30 | 42 | 38.2% | 0.62 | 0.0141 | -0.014 | 75 | 8.90 | 10.10 | 191 | 38.0% | -0.41 | 0.0152 | -0.016 | ||
| 9.70 | 12.75 | 27 | 39.1% | 0.58 | 0.0146 | -0.015 | 77.5 | 10.20 | 11.30 | 64 | 37.6% | -0.44 | 0.0158 | -0.016 | ||
| 8.65 | 11.15 | 5 | 100 | 37.9% | 0.55 | 0.0149 | -0.015 | 80 | 12.10 | 12.65 | 72 | 79 | 37.9% | -0.48 | 0.0163 | -0.016 |
| 7.65 | 9.75 | 13 | 36.9% | 0.51 | 0.0151 | -0.015 | 82.5 | 12.80 | 14.20 | 330 | 36.7% | -0.52 | 0.0168 | -0.016 | ||
| 6.75 | 9.00 | 10 | 92 | 37.0% | 0.48 | 0.0152 | -0.015 | 85 | 15.05 | 16.75 | 461 | 39.5% | -0.56 | 0.0171 | -0.016 | |
| 6.95 | 7.25 | 73 | 36 | 36.9% | 0.45 | 0.0151 | -0.015 | 87.5 | 15.90 | 17.60 | 204 | 36.3% | -0.60 | 0.0174 | -0.016 | |
| 5.45 | 7.05 | 2 | 1,135 | 36.4% | 0.41 | 0.0149 | -0.015 | 90 | 17.55 | 19.35 | 144 | 35.9% | -0.64 | 0.0176 | -0.015 | |
| 4.70 | 7.05 | 62 | 37.4% | 0.38 | 0.0147 | -0.014 | 92.5 | 18.60 | 22.15 | 99 | 35.9% | -0.68 | 0.0177 | -0.015 | ||
| 4.15 | 6.00 | 596 | 36.5% | 0.35 | 0.0143 | -0.014 | 95 | 21.10 | 24.00 | 36.9% | -0.71 | 0.0178 | -0.015 | |||
| 3.95 | 4.95 | 145 | 38.0% | 0.30 | 0.0134 | -0.013 | 100 | 25.00 | 27.90 | 1 | 35.8% | -0.78 | 0.0179 | -0.014 | ||
| 2.83 | 3.80 | 1 | 33 | 36.7% | 0.25 | 0.0124 | -0.012 | 105 | 29.20 | 31.50 | -0.85 | 0.0178 | -0.013 | |||
| 2.50 | 3.00 | 17 | 37.2% | 0.21 | 0.0112 | -0.011 | 110 | 33.60 | 36.50 | 2 | -0.91 | 0.0182 | -0.013 | |||
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。