DVN 期权链 Devon Energy Corporation
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 ±8.5% (45.96–54.55) · ATM IV 40.6% · P/C 未平仓量 0.42
| 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 | |
| 19.60 | 21.55 | 116.4% | 0.99 | 0.0027 | -0.005 | 30 | 0 | 0.4600 | 117.8% | -0.01 | 0.0027 | -0.008 | ||||
| 14.60 | 16.35 | 74.6% | 0.98 | 0.0054 | -0.007 | 35 | 0 | 0.4900 | 88.8% | -0.02 | 0.0054 | -0.009 | ||||
| 12.60 | 14.40 | 66.7% | 0.97 | 0.0074 | -0.008 | 37 | 0 | 0.5100 | 3 | 78.2% | -0.03 | 0.0074 | -0.010 | |||
| 11.65 | 13.40 | 63.9% | 0.97 | 0.0087 | -0.009 | 38 | 0 | 0.5300 | 12 | 73.4% | -0.03 | 0.0087 | -0.011 | |||
| 10.65 | 12.40 | 58.7% | 0.97 | 0.0103 | -0.009 | 39 | 0 | 0.5400 | 10 | 68.2% | -0.03 | 0.0104 | -0.011 | |||
| 9.70 | 11.40 | 55.6% | 0.96 | 0.0124 | -0.010 | 40 | 0 | 0.5300 | 7 | 62.5% | -0.04 | 0.0125 | -0.011 | |||
| 8.90 | 10.40 | 56.7% | 0.95 | 0.0152 | -0.011 | 41 | 0.0100 | 0.2000 | 67 | 46.7% | -0.05 | 0.0153 | -0.012 | |||
| 8.00 | 9.35 | 52.6% | 0.94 | 0.0191 | -0.012 | 42 | 0.0100 | 0.2600 | 14 | 44.4% | -0.06 | 0.0193 | -0.014 | |||
| 7.05 | 8.30 | 47.2% | 0.92 | 0.0245 | -0.015 | 43 | 0.0100 | 0.4800 | 11 | 45.9% | -0.08 | 0.0247 | -0.016 | |||
| 6.35 | 7.25 | 46.9% | 0.90 | 0.0315 | -0.018 | 44 | 0.1500 | 0.4500 | 4 | 43.2% | -0.10 | 0.0318 | -0.020 | |||
| 5.70 | 6.35 | 1 | 48.5% | 0.86 | 0.0399 | -0.023 | 45 | 0.3200 | 0.5500 | 10 | 42.7% | -0.14 | 0.0401 | -0.024 | ||
| 4.70 | 5.50 | 251 | 44.3% | 0.82 | 0.0487 | -0.028 | 46 | 0.5400 | 0.6000 | 38 | 41.0% | -0.19 | 0.0491 | -0.029 | ||
| 4.10 | 4.70 | 3 | 45.1% | 0.76 | 0.0572 | -0.033 | 47 | 0.7800 | 0.8700 | 2 | 10 | 41.3% | -0.24 | 0.0577 | -0.034 | |
| 3.40 | 3.70 | 186 | 41.3% | 0.70 | 0.0646 | -0.037 | 48 | 1.06 | 1.27 | 342 | 41.9% | -0.31 | 0.0652 | -0.038 | ||
| 2.83 | 3.10 | 37 | 41.9% | 0.63 | 0.0702 | -0.040 | 49 | 1.44 | 1.52 | 34 | 31 | 40.5% | -0.38 | 0.0709 | -0.041 | |
| 2.28 | 2.40 | 1 | 29 | 40.4% | 0.55 | 0.0735 | -0.042 | 50 | 1.90 | 2.01 | 3 | 40.9% | -0.45 | 0.0744 | -0.042 | |
| 1.82 | 1.93 | 32 | 26 | 40.5% | 0.48 | 0.0741 | -0.042 | 51 | 2.42 | 2.55 | 40.9% | -0.53 | 0.0752 | -0.043 | ||
| 1.42 | 1.51 | 120 | 40.3% | 0.41 | 0.0723 | -0.041 | 52 | 3.00 | 3.15 | 40.7% | -0.60 | 0.0735 | -0.042 | |||
| 1.09 | 1.18 | 189 | 40.3% | 0.34 | 0.0682 | -0.039 | 53 | 3.55 | 3.80 | 39.2% | -0.67 | 0.0696 | -0.039 | |||
| 0.8400 | 0.9100 | 3 | 112 | 40.6% | 0.28 | 0.0624 | -0.036 | 54 | 4.35 | 4.60 | 40.7% | -0.73 | 0.0640 | -0.036 | ||
| 0.6300 | 0.7100 | 2 | 211 | 40.9% | 0.23 | 0.0556 | -0.032 | 55 | 4.60 | 5.35 | 32.3% | -0.78 | 0.0574 | -0.032 | ||
| 0.4600 | 0.6500 | 160 | 42.5% | 0.18 | 0.0484 | -0.028 | 56 | 5.45 | 6.20 | 30.3% | -0.83 | 0.0502 | -0.028 | |||
| 0.3000 | 0.5600 | 43.1% | 0.15 | 0.0413 | -0.025 | 57 | 6.30 | 7.10 | -0.87 | 0.0432 | -0.025 | |||||
| 0.0900 | 0.4500 | 12 | 41.2% | 0.12 | 0.0350 | -0.022 | 58 | 7.15 | 8.10 | -0.89 | 0.0370 | -0.022 | ||||
| 0.0300 | 0.4500 | 6 | 43.5% | 0.10 | 0.0297 | -0.020 | 59 | 8.00 | 9.15 | -0.92 | 0.0318 | -0.020 | ||||
| 0.0100 | 0.4700 | 2 | 46.8% | 0.08 | 0.0254 | -0.018 | 60 | 8.85 | 10.10 | -0.93 | 0.0274 | -0.018 | ||||
| 0.0100 | 0.4900 | 50.5% | 0.07 | 0.0220 | -0.017 | 61 | 9.75 | 11.15 | -0.94 | 0.0238 | -0.017 | |||||
| 0.0100 | 0.5100 | 54.2% | 0.06 | 0.0192 | -0.016 | 62 | 10.70 | 12.70 | -0.95 | 0.0208 | -0.016 | |||||
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。