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 ±9.9% (45.27–55.24) · ATM IV 37.9% · P/C 未平仓量 0.48
| 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 | |
| 19.65 | 21.70 | 97.8% | 0.99 | 0.0028 | -0.003 | 30 | 0 | 0.2000 | 81.8% | -0.01 | 0.0028 | -0.005 | ||||
| 14.70 | 16.80 | 75.7% | 0.98 | 0.0056 | -0.005 | 35 | 0 | 0.5200 | 72.5% | -0.02 | 0.0056 | -0.006 | ||||
| 12.70 | 14.80 | 65.8% | 0.97 | 0.0076 | -0.006 | 37 | 0 | 0.5500 | 2 | 64.2% | -0.03 | 0.0077 | -0.007 | |||
| 11.75 | 13.80 | 62.2% | 0.97 | 0.0091 | -0.006 | 38 | 0 | 0.5500 | 58 | 59.7% | -0.03 | 0.0091 | -0.007 | |||
| 10.90 | 12.80 | 60.7% | 0.96 | 0.0109 | -0.007 | 39 | 0.0100 | 0.1000 | 2 | 32 | 40.4% | -0.04 | 0.0110 | -0.008 | ||
| 9.90 | 11.80 | 55.9% | 0.95 | 0.0134 | -0.008 | 40 | 0.0100 | 0.1500 | 2 | 42 | 39.4% | -0.05 | 0.0135 | -0.009 | ||
| 9.25 | 10.75 | 56.3% | 0.94 | 0.0168 | -0.009 | 41 | 0.0600 | 0.2200 | 12 | 2 | 40.0% | -0.06 | 0.0169 | -0.010 | ||
| 8.50 | 9.45 | 1 | 1 | 50.6% | 0.92 | 0.0211 | -0.011 | 42 | 0.0300 | 0.2700 | 2 | 4 | 36.8% | -0.08 | 0.0213 | -0.012 |
| 7.45 | 8.50 | 45.8% | 0.90 | 0.0264 | -0.014 | 43 | 0.0700 | 0.5200 | 3 | 39.0% | -0.10 | 0.0267 | -0.015 | |||
| 6.65 | 7.55 | 2 | 44.3% | 0.87 | 0.0324 | -0.017 | 44 | 0.2800 | 0.5600 | 2 | 38.8% | -0.13 | 0.0327 | -0.018 | ||
| 5.80 | 6.65 | 3 | 42.2% | 0.83 | 0.0388 | -0.020 | 45 | 0.4200 | 0.7700 | 6 | 38.7% | -0.17 | 0.0393 | -0.021 | ||
| 5.00 | 5.80 | 211 | 40.7% | 0.79 | 0.0453 | -0.023 | 46 | 0.7000 | 0.9800 | 2 | 39.1% | -0.21 | 0.0458 | -0.024 | ||
| 4.25 | 4.80 | 1 | 85 | 37.6% | 0.74 | 0.0515 | -0.026 | 47 | 0.6800 | 1.25 | 2 | 36.2% | -0.27 | 0.0521 | -0.027 | |
| 3.75 | 4.20 | 1 | 39.5% | 0.68 | 0.0568 | -0.028 | 48 | 1.26 | 1.54 | 1 | 7 | 38.1% | -0.32 | 0.0576 | -0.029 | |
| 3.10 | 3.50 | 2 | 13 | 38.3% | 0.62 | 0.0610 | -0.030 | 49 | 1.64 | 1.85 | 40 | 37.2% | -0.38 | 0.0620 | -0.031 | |
| 2.57 | 2.97 | 27 | 38.4% | 0.56 | 0.0637 | -0.031 | 50 | 2.09 | 2.34 | 37.4% | -0.45 | 0.0648 | -0.032 | |||
| 2.07 | 2.37 | 4 | 37.2% | 0.49 | 0.0645 | -0.031 | 51 | 2.62 | 2.82 | 6 | 37.0% | -0.51 | 0.0658 | -0.032 | ||
| 1.65 | 2.10 | 74 | 38.3% | 0.43 | 0.0636 | -0.031 | 52 | 3.15 | 3.45 | 60 | 36.9% | -0.58 | 0.0651 | -0.032 | ||
| 1.32 | 1.75 | 3 | 13 | 38.5% | 0.37 | 0.0612 | -0.030 | 53 | 3.85 | 4.05 | 36.8% | -0.64 | 0.0629 | -0.030 | ||
| 1.04 | 1.50 | 11 | 39.1% | 0.32 | 0.0575 | -0.028 | 54 | 4.55 | 4.80 | 37.1% | -0.69 | 0.0595 | -0.029 | |||
| 0.7900 | 1.13 | 2 | 24 | 38.1% | 0.26 | 0.0530 | -0.026 | 55 | 4.60 | 5.70 | 31.2% | -0.75 | 0.0552 | -0.026 | ||
| 0.6500 | 0.9300 | 1 | 48 | 38.8% | 0.22 | 0.0478 | -0.023 | 56 | 5.40 | 6.40 | 28.3% | -0.80 | 0.0503 | -0.024 | ||
| 0.3900 | 0.6700 | 36 | 36.8% | 0.18 | 0.0423 | -0.020 | 57 | 6.20 | 7.25 | -0.84 | 0.0451 | -0.021 | ||||
| 0.2500 | 0.7300 | 39.1% | 0.15 | 0.0368 | -0.018 | 58 | 7.05 | 8.15 | -0.88 | 0.0399 | -0.018 | |||||
| 0.1700 | 0.6100 | 1 | 39.5% | 0.12 | 0.0316 | -0.015 | 59 | 7.95 | 9.15 | -0.90 | 0.0349 | -0.016 | ||||
| 0.1100 | 0.4400 | 38.6% | 0.10 | 0.0271 | -0.014 | 60 | 8.80 | 10.00 | -0.93 | 0.0306 | -0.015 | |||||
| 0.0200 | 0.5000 | 40.7% | 0.08 | 0.0233 | -0.012 | 61 | 9.65 | 11.05 | -0.94 | 0.0264 | -0.013 | |||||
| 0.0100 | 0.5100 | 43.3% | 0.07 | 0.0202 | -0.011 | 62 | 10.55 | 12.10 | -0.96 | 0.0230 | -0.012 | |||||
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。