DIA 期权链 State Street SPDR Dow Jones Industrial Average ETF Trust
Cboe delayed options data · 截至 15:37 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 ±7.7% (479.53–560.03) · ATM IV 14.8% · P/C 未平仓量 1.67
| 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 | |
| 168.40 | 172.20 | 1 | 33.2% | 0.98 | 0.0005 | -0.002 | 355 | 0.8700 | 1.12 | 5 | 32.5% | -0.02 | 0.0005 | -0.019 | ||
| 163.55 | 167.35 | 32.4% | 0.98 | 0.0005 | -0.003 | 360 | 0.9300 | 1.18 | 20 | 31.8% | -0.03 | 0.0006 | -0.020 | |||
| 158.70 | 162.50 | 31.6% | 0.97 | 0.0006 | -0.004 | 365 | 0.9900 | 1.25 | 3 | 31.1% | -0.03 | 0.0006 | -0.021 | |||
| 153.85 | 157.65 | 1 | 30.9% | 0.97 | 0.0006 | -0.005 | 370 | 1.06 | 1.32 | 4 | 30.5% | -0.03 | 0.0006 | -0.022 | ||
| 149.05 | 152.85 | 30.3% | 0.97 | 0.0007 | -0.007 | 375 | 1.13 | 1.40 | 84 | 29.8% | -0.03 | 0.0007 | -0.022 | |||
| 144.20 | 147.95 | 29.5% | 0.97 | 0.0008 | -0.008 | 380 | 1.21 | 1.48 | 65 | 29.1% | -0.03 | 0.0008 | -0.023 | |||
| 139.40 | 143.05 | 28.7% | 0.96 | 0.0008 | -0.009 | 385 | 1.29 | 1.57 | 39 | 28.5% | -0.04 | 0.0008 | -0.024 | |||
| 134.60 | 138.40 | 3 | 28.3% | 0.96 | 0.0009 | -0.011 | 390 | 1.38 | 1.67 | 3 | 27.9% | -0.04 | 0.0009 | -0.025 | ||
| 129.75 | 133.40 | 27.3% | 0.96 | 0.0010 | -0.013 | 395 | 1.48 | 1.78 | 7 | 27.2% | -0.04 | 0.0010 | -0.026 | |||
| 124.95 | 128.80 | 3 | 26.9% | 0.96 | 0.0011 | -0.014 | 400 | 1.58 | 1.89 | 121 | 26.6% | -0.05 | 0.0011 | -0.028 | ||
| 120.15 | 123.95 | 26.2% | 0.95 | 0.0012 | -0.016 | 405 | 1.69 | 2.01 | 27 | 25.9% | -0.05 | 0.0012 | -0.029 | |||
| 115.35 | 119.10 | 1 | 25.4% | 0.95 | 0.0013 | -0.017 | 410 | 1.82 | 2.15 | 94 | 25.3% | -0.05 | 0.0013 | -0.030 | ||
| 110.60 | 114.50 | 18 | 25.1% | 0.94 | 0.0014 | -0.019 | 415 | 1.96 | 2.29 | 3 | 24.7% | -0.06 | 0.0014 | -0.031 | ||
| 105.85 | 109.75 | 24.4% | 0.94 | 0.0015 | -0.021 | 420 | 2.11 | 2.45 | 14 | 1,007 | 24.1% | -0.06 | 0.0016 | -0.033 | ||
| 101.10 | 105.00 | 23.8% | 0.93 | 0.0016 | -0.023 | 425 | 2.28 | 2.62 | 66 | 23.5% | -0.07 | 0.0017 | -0.034 | |||
| 96.40 | 100.15 | 6 | 23.0% | 0.93 | 0.0018 | -0.025 | 430 | 2.47 | 2.82 | 236 | 22.9% | -0.08 | 0.0019 | -0.035 | ||
| 91.70 | 95.35 | 5 | 22.4% | 0.92 | 0.0020 | -0.027 | 435 | 2.68 | 3.05 | 63 | 22.3% | -0.08 | 0.0020 | -0.037 | ||
| 87.05 | 90.90 | 4 | 22.0% | 0.91 | 0.0022 | -0.029 | 440 | 2.92 | 3.30 | 20 | 74 | 21.8% | -0.09 | 0.0022 | -0.039 | |
| 82.40 | 86.25 | 1 | 21.4% | 0.90 | 0.0024 | -0.031 | 445 | 3.20 | 3.60 | 10 | 44 | 21.2% | -0.10 | 0.0025 | -0.040 | |
| 77.75 | 81.65 | 2 | 20.8% | 0.90 | 0.0026 | -0.033 | 450 | 3.50 | 3.90 | 15 | 822 | 20.7% | -0.11 | 0.0027 | -0.042 | |
| 73.05 | 76.95 | 14 | 20.1% | 0.89 | 0.0029 | -0.035 | 455 | 3.85 | 4.25 | 3 | 79 | 20.2% | -0.12 | 0.0030 | -0.044 | |
| 68.70 | 72.45 | 3 | 19.7% | 0.87 | 0.0032 | -0.038 | 460 | 4.25 | 4.65 | 1 | 2,423 | 19.6% | -0.13 | 0.0033 | -0.046 | |
| 64.25 | 68.10 | 3 | 19.3% | 0.86 | 0.0035 | -0.040 | 465 | 4.70 | 5.05 | 65 | 126 | 19.1% | -0.14 | 0.0036 | -0.048 | |
| 59.80 | 63.65 | 12 | 18.8% | 0.85 | 0.0038 | -0.042 | 470 | 5.20 | 5.65 | 60 | 42 | 18.7% | -0.16 | 0.0040 | -0.050 | |
| 55.45 | 59.35 | 3 | 18.3% | 0.83 | 0.0042 | -0.045 | 475 | 5.85 | 6.30 | 1 | 97 | 18.3% | -0.18 | 0.0044 | -0.052 | |
| 51.20 | 53.90 | 11 | 17.2% | 0.81 | 0.0046 | -0.047 | 480 | 6.50 | 6.95 | 79 | 17.8% | -0.20 | 0.0048 | -0.054 | ||
| 47.00 | 50.05 | 8 | 17.0% | 0.79 | 0.0050 | -0.050 | 485 | 7.30 | 7.75 | 70 | 17.4% | -0.22 | 0.0052 | -0.057 | ||
| 42.95 | 46.00 | 11 | 16.6% | 0.77 | 0.0054 | -0.052 | 490 | 8.20 | 8.65 | 106 | 17.0% | -0.24 | 0.0057 | -0.059 | ||
| 39.00 | 41.70 | 15 | 16.1% | 0.74 | 0.0059 | -0.055 | 495 | 9.20 | 9.65 | 61 | 16.6% | -0.27 | 0.0062 | -0.061 | ||
| 35.20 | 38.20 | 87 | 15.8% | 0.71 | 0.0063 | -0.057 | 500 | 10.35 | 10.70 | 554 | 16.2% | -0.30 | 0.0067 | -0.063 | ||
| 31.35 | 34.45 | 57 | 15.4% | 0.68 | 0.0068 | -0.059 | 505 | 11.65 | 12.10 | 39 | 15.8% | -0.33 | 0.0072 | -0.065 | ||
| 27.85 | 30.60 | 35 | 14.9% | 0.65 | 0.0072 | -0.060 | 510 | 13.05 | 13.45 | 1,081 | 15.4% | -0.37 | 0.0077 | -0.066 | ||
| 25.40 | 27.15 | 4 | 16 | 14.9% | 0.62 | 0.0076 | -0.061 | 515 | 14.70 | 15.25 | 157 | 15.1% | -0.41 | 0.0082 | -0.067 | |
| 23.15 | 23.70 | 67 | 14.8% | 0.58 | 0.0079 | -0.062 | 520 | 16.60 | 17.05 | 2 | 1,923 | 14.8% | -0.45 | 0.0086 | -0.068 | |
| 20.20 | 20.75 | 63 | 14.6% | 0.54 | 0.0082 | -0.062 | 525 | 18.70 | 19.25 | 725 | 14.5% | -0.49 | 0.0090 | -0.068 | ||
| 17.50 | 18.00 | 130 | 14.3% | 0.50 | 0.0084 | -0.061 | 530 | 20.85 | 22.40 | 59 | 14.5% | -0.54 | 0.0093 | -0.068 | ||
| 15.05 | 15.30 | 392 | 14.0% | 0.46 | 0.0085 | -0.060 | 535 | 23.15 | 25.95 | 435 | 14.4% | -0.59 | 0.0095 | -0.066 | ||
| 12.80 | 13.20 | 294 | 13.8% | 0.41 | 0.0085 | -0.058 | 540 | 25.80 | 28.85 | 298 | 14.1% | -0.63 | 0.0096 | -0.065 | ||
| 10.80 | 11.35 | 66 | 13.7% | 0.37 | 0.0083 | -0.056 | 545 | 29.45 | 32.10 | 1,052 | 14.2% | -0.68 | 0.0098 | -0.063 | ||
| 9.05 | 9.35 | 361 | 13.4% | 0.33 | 0.0081 | -0.053 | 550 | 32.35 | 35.55 | 8 | 13.8% | -0.73 | 0.0099 | -0.062 | ||
| 7.55 | 8.05 | 59 | 13.4% | 0.29 | 0.0077 | -0.050 | 555 | 35.40 | 39.30 | 5 | 13.3% | -0.79 | 0.0100 | -0.062 | ||
| 6.25 | 6.65 | 2 | 33 | 13.3% | 0.26 | 0.0073 | -0.046 | 560 | 39.60 | 43.45 | 13.4% | -0.84 | 0.0106 | -0.061 | ||
| 5.10 | 5.55 | 177 | 13.2% | 0.22 | 0.0068 | -0.042 | 565 | 43.95 | 47.70 | 13.3% | -0.89 | 0.0109 | -0.067 | |||
| 4.15 | 4.55 | 393 | 13.1% | 0.19 | 0.0062 | -0.038 | 570 | 48.75 | 52.40 | 13.7% | -0.95 | 0.0103 | -0.081 | |||
| 3.35 | 3.80 | 145 | 13.1% | 0.16 | 0.0057 | -0.035 | 575 | 53.55 | 57.25 | 14.2% | -0.98 | 0.0053 | -0.056 | |||
| 2.73 | 3.10 | 203 | 13.1% | 0.14 | 0.0051 | -0.031 | 580 | 58.60 | 62.20 | 1 | 15.1% | -1.00 | 0.0007 | -0.056 | ||
| 2.21 | 2.52 | 52 | 284 | 13.0% | 0.12 | 0.0045 | -0.028 | 585 | 63.30 | 67.20 | 15.2% | -1.00 | 0.0000 | -0.056 | ||
| 1.80 | 2.07 | 28 | 124 | 13.1% | 0.10 | 0.0040 | -0.025 | 590 | 68.25 | 72.20 | 15.8% | -1.00 | 0.0000 | -0.056 | ||
| 1.45 | 1.80 | 451 | 13.2% | 0.08 | 0.0035 | -0.022 | 595 | 73.30 | 77.20 | 16.8% | -1.00 | 0.0000 | -0.056 | |||
| 1.18 | 1.51 | 2,112 | 13.3% | 0.07 | 0.0031 | -0.019 | 600 | 78.30 | 82.20 | 17.6% | -1.00 | 0.0000 | -0.056 | |||
| 0.9600 | 1.28 | 590 | 13.4% | 0.06 | 0.0027 | -0.017 | 605 | 83.50 | 87.25 | 19.0% | -1.00 | 0.0000 | -0.056 | |||
| 0.7800 | 1.09 | 83 | 13.5% | 0.05 | 0.0024 | -0.015 | 610 | 88.50 | 92.20 | 19.6% | -1.00 | 0.0000 | -0.056 | |||
| 0.6500 | 0.9300 | 24 | 13.7% | 0.04 | 0.0021 | -0.014 | 615 | 93.55 | 97.25 | 20.6% | -1.00 | 0.0000 | -0.056 | |||
| 0.5400 | 0.8000 | 20 | 13.8% | 0.04 | 0.0018 | -0.012 | 620 | 98.50 | 102.20 | 21.1% | -1.00 | 0.0000 | -0.056 | |||
| 0.4500 | 0.6900 | 10 | 14.0% | 0.03 | 0.0016 | -0.011 | 625 | 103.40 | 107.25 | 21.7% | -1.00 | 0.0000 | -0.056 | |||
| 0.3800 | 0.6000 | 29 | 14.2% | 0.03 | 0.0014 | -0.010 | 630 | 108.30 | 112.25 | 22.1% | -1.00 | 0.0000 | -0.056 | |||
| 0.3200 | 0.5300 | 862 | 14.4% | 0.03 | 0.0012 | -0.009 | 635 | 113.30 | 117.25 | 22.8% | -1.00 | 0.0000 | -0.056 | |||
| 0.2700 | 0.4700 | 7 | 14.6% | 0.02 | 0.0011 | -0.008 | 640 | 118.50 | 122.25 | 24.1% | -1.00 | 0.0000 | -0.056 | |||
| 0.2300 | 0.4200 | 4 | 14.8% | 0.02 | 0.0010 | -0.008 | 645 | 123.45 | 127.20 | 24.5% | -1.00 | 0.0000 | -0.056 | |||
| 0.2000 | 0.3900 | 4 | 15.0% | 0.02 | 0.0009 | -0.007 | 650 | 128.40 | 132.25 | 25.2% | -1.00 | 0.0000 | -0.056 | |||
| 0.1700 | 0.3600 | 15.3% | 0.02 | 0.0008 | -0.006 | 655 | 133.55 | 137.25 | 26.2% | -1.00 | 0.0000 | -0.056 | ||||
| 0.1500 | 0.3300 | 15.5% | 0.01 | 0.0007 | -0.006 | 660 | 138.55 | 142.20 | 26.8% | -1.00 | 0.0000 | -0.056 | ||||
| 0.1300 | 0.3100 | 15.8% | 0.01 | 0.0006 | -0.006 | 665 | 143.50 | 147.20 | 27.3% | -1.00 | 0.0000 | -0.056 | ||||
| 0.1100 | 0.2900 | 2 | 16.0% | 0.01 | 0.0006 | -0.005 | 670 | 148.50 | 152.25 | 28.1% | -1.00 | 0.0000 | -0.056 | |||
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。