EFA 期权链 iShares MSCI EAFE ETF
Cboe delayed options data · 截至 09:36 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 ±2.7% (100.05–105.69) · ATM IV 32.6% · P/C 未平仓量 1.14
| 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 | |
| 35.95 | 39.95 | 1 | 1.00 | 0.0001 | 0.000 | 65 | 0 | 2.13 | 321.8% | -0.00 | 0.0001 | -0.001 | ||||
| 31.45 | 34.30 | 2 | 1.00 | 0.0001 | 0.000 | 70 | 0 | 2.13 | 279.7% | -0.00 | 0.0001 | -0.001 | ||||
| 26.95 | 29.35 | 1 | 1.00 | 0.0002 | 0.000 | 75 | 0 | 1.55 | 3 | 220.9% | -0.00 | 0.0002 | -0.001 | |||
| 21.95 | 24.35 | 1 | 1.00 | 0.0004 | 0.000 | 80 | 0 | 2.14 | 6 | 202.2% | -0.00 | 0.0004 | -0.002 | |||
| 17.25 | 19.35 | 1 | 97.3% | 1.00 | 0.0009 | -0.001 | 85 | 0 | 2.15 | 31 | 165.8% | -0.00 | 0.0009 | -0.003 | ||
| 12.25 | 14.35 | 1 | 72.1% | 1.00 | 0.0026 | -0.005 | 90 | 0 | 0.0200 | 23 | 52.1% | -0.00 | 0.0026 | -0.006 | ||
| 8.75 | 11.50 | 0.99 | 0.0055 | -0.009 | 93 | 0 | 0.1500 | 302 | 17 | 54.6% | -0.01 | 0.0055 | -0.010 | |||
| 8.75 | 10.25 | 67.2% | 0.99 | 0.0073 | -0.011 | 94 | 0 | 0.4800 | 362 | 14 | 63.7% | -0.01 | 0.0073 | -0.012 | ||
| 7.45 | 9.40 | 56.9% | 0.98 | 0.0098 | -0.014 | 95 | 0 | 0.0700 | 7 | 179 | 39.6% | -0.02 | 0.0099 | -0.015 | ||
| 6.10 | 8.75 | 0.98 | 0.0115 | -0.015 | 95.5 | 0 | 0.1100 | 4 | 13 | 40.4% | -0.02 | 0.0116 | -0.016 | |||
| 5.70 | 8.45 | 0.98 | 0.0136 | -0.017 | 96 | 0 | 0.9500 | 6 | 63.9% | -0.02 | 0.0137 | -0.018 | ||||
| 5.00 | 7.90 | 0.98 | 0.0162 | -0.019 | 96.5 | 0 | 0.8700 | 123 | 59.0% | -0.02 | 0.0162 | -0.020 | ||||
| 5.55 | 7.40 | 1 | 48.3% | 0.97 | 0.0193 | -0.022 | 97 | 0 | 0.9000 | 133 | 56.5% | -0.03 | 0.0194 | -0.022 | ||
| 4.20 | 6.45 | 1 | 1 | 0.97 | 0.0233 | -0.024 | 97.5 | 0 | 0.1300 | 30 | 79 | 32.3% | -0.03 | 0.0234 | -0.025 | |
| 4.70 | 5.65 | 1 | 2 | 0.96 | 0.0282 | -0.028 | 98 | 0 | 0.2600 | 12 | 85 | 34.9% | -0.04 | 0.0285 | -0.028 | |
| 4.30 | 5.45 | 1 | 34.5% | 0.95 | 0.0346 | -0.031 | 98.5 | 0 | 0.3000 | 39 | 43 | 33.4% | -0.05 | 0.0349 | -0.032 | |
| 3.20 | 5.40 | 2 | 27.3% | 0.94 | 0.0426 | -0.036 | 99 | 0 | 0.6300 | 2,691 | 38.3% | -0.06 | 0.0432 | -0.036 | ||
| 3.25 | 4.75 | 34.3% | 0.93 | 0.0531 | -0.041 | 99.5 | 0 | 0.3900 | 87 | 71 | 30.1% | -0.07 | 0.0538 | -0.042 | ||
| 2.86 | 4.05 | 29.4% | 0.91 | 0.0667 | -0.046 | 100 | 0 | 0.3300 | 100 | 177 | 25.8% | -0.09 | 0.0677 | -0.048 | ||
| 2.20 | 3.65 | 25.0% | 0.88 | 0.0844 | -0.053 | 100.5 | 0 | 0.9100 | 3 | 54 | 33.2% | -0.12 | 0.0859 | -0.054 | ||
| 1.96 | 2.86 | 16 | 21.3% | 0.85 | 0.1073 | -0.061 | 101 | 0 | 0.4000 | 5 | 266 | 21.2% | -0.15 | 0.1096 | -0.062 | |
| 1.26 | 2.30 | 129 | 12.8% | 0.81 | 0.1364 | -0.069 | 101.5 | 0.0300 | 0.4700 | 79 | 2,706 | 19.6% | -0.20 | 0.1399 | -0.071 | |
| 0.8400 | 2.05 | 2 | 24 | 15.7% | 0.74 | 0.1715 | -0.077 | 102 | 0.0100 | 0.5900 | 500 | 2,051 | 22.0% | -0.26 | 0.1765 | -0.080 |
| 0 | 3.15 | 149 | 41 | 27.6% | 0.66 | 0.2087 | -0.084 | 102.5 | 0.1400 | 1.00 | 6 | 22 | 20.2% | -0.35 | 0.2156 | -0.087 |
| 0 | 2.85 | 8 | 78 | 30.6% | 0.55 | 0.2378 | -0.087 | 103 | 0 | 2.80 | 4,200 | 152 | 34.6% | -0.46 | 0.2465 | -0.091 |
| 0.2200 | 0.7500 | 37 | 141 | 14.3% | 0.43 | 0.2437 | -0.084 | 103.5 | 0.0500 | 1.40 | 5 | 139 | 12.6% | -0.59 | 0.2530 | -0.087 |
| 0.1700 | 0.5000 | 878 | 108 | 15.1% | 0.32 | 0.2204 | -0.075 | 104 | 0.0100 | 1.48 | 29 | -0.71 | 0.2285 | -0.078 | ||
| 0.0800 | 0.2200 | 130 | 2,210 | 13.4% | 0.22 | 0.1798 | -0.063 | 104.5 | 1.17 | 1.93 | 108 | 15.5% | -0.80 | 0.1869 | -0.065 | |
| 0.0500 | 0.3700 | 20 | 1,627 | 18.6% | 0.16 | 0.1379 | -0.051 | 105 | 1.37 | 2.42 | 10 | -0.87 | 0.1466 | -0.053 | ||
| 0 | 0.2000 | 62 | 17.1% | 0.11 | 0.1030 | -0.041 | 105.5 | 1.87 | 2.93 | 36 | -0.92 | 0.1116 | -0.042 | |||
| 0 | 0.3000 | 1 | 9 | 22.1% | 0.08 | 0.0764 | -0.033 | 106 | 2.31 | 4.45 | 36.0% | -0.95 | 0.0816 | -0.033 | ||
| 0 | 0.1000 | 1 | 18.9% | 0.06 | 0.0570 | -0.026 | 106.5 | 2.42 | 4.50 | 22.6% | -0.97 | 0.0564 | -0.028 | |||
| 0 | 0.3700 | 3 | 1,245 | 29.0% | 0.04 | 0.0428 | -0.021 | 107 | 2.92 | 4.95 | 22.8% | -0.98 | 0.0368 | -0.024 | ||
| 0 | 0.5300 | 45 | 35.2% | 0.03 | 0.0326 | -0.017 | 107.5 | 3.10 | 5.15 | -0.99 | 0.0235 | -0.022 | ||||
| 0 | 0.0500 | 986 | 22.4% | 0.03 | 0.0250 | -0.014 | 108 | 3.60 | 5.65 | -0.99 | 0.0145 | -0.021 | ||||
| 0 | 0.0200 | 85 | 21.3% | 0.02 | 0.0194 | -0.011 | 108.5 | 4.50 | 5.90 | -1.00 | 0.0085 | -0.020 | ||||
| 0 | 0.0200 | 161 | 22.9% | 0.02 | 0.0152 | -0.009 | 109 | 4.60 | 6.65 | -1.00 | 0.0052 | -0.020 | ||||
| 0 | 0.0200 | 107 | 24.6% | 0.01 | 0.0121 | -0.008 | 109.5 | 4.55 | 7.40 | -1.00 | 0.0028 | -0.020 | ||||
| 0 | 0.0200 | 711 | 26.2% | 0.01 | 0.0097 | -0.007 | 110 | 5.90 | 7.35 | -1.00 | 0.0017 | -0.020 | ||||
| 0 | 0.0200 | 139 | 27.9% | 0.01 | 0.0078 | -0.006 | 110.5 | 6.40 | 7.85 | -1.00 | 0.0010 | -0.020 | ||||
| 0 | 0.0200 | 167 | 29.5% | 0.01 | 0.0063 | -0.005 | 111 | 6.90 | 8.45 | -1.00 | 0.0005 | -0.019 | ||||
| 0 | 0.0200 | 11 | 32.6% | 0.00 | 0.0043 | -0.004 | 112 | 7.90 | 9.45 | -1.00 | 0.0002 | -0.019 | ||||
| 0 | 0.0200 | 41 | 35.7% | 0.00 | 0.0030 | -0.003 | 113 | 8.90 | 11.35 | 63.4% | -1.00 | 0.0000 | -0.019 | |||
| 0 | 0.0200 | 38.7% | 0.00 | 0.0021 | -0.002 | 114 | 9.85 | 12.35 | 66.2% | -1.00 | 0.0000 | -0.019 | ||||
| 0 | 0.0200 | 5 | 41.7% | 0.00 | 0.0015 | -0.002 | 115 | 10.25 | 12.85 | -1.00 | 0.0000 | -0.019 | ||||
| 0 | 0.0200 | 44.6% | 0.00 | 0.0011 | -0.001 | 116 | 11.05 | 13.80 | -1.00 | 0.0000 | -0.019 | |||||
| 0 | 0.0200 | 47.5% | 0.00 | 0.0008 | -0.001 | 117 | 12.95 | 14.45 | -1.00 | 0.0000 | -0.019 | |||||
| 0 | 0.0200 | 1 | 50.3% | 0.00 | 0.0006 | -0.001 | 118 | 13.90 | 15.60 | -1.00 | 0.0000 | -0.019 | ||||
| 0 | 0.0200 | 53.1% | 0.00 | 0.0005 | -0.001 | 119 | 14.80 | 16.90 | 1 | -1.00 | 0.0000 | -0.019 | ||||
| 0 | 0.0200 | 55.9% | 0.00 | 0.0004 | -0.001 | 120 | 15.70 | 17.85 | 2 | -1.00 | 0.0000 | -0.019 | ||||
| 0 | 0.0200 | 58.6% | 0.00 | 0.0003 | -0.000 | 121 | 16.15 | 19.70 | 1 | 71.2% | -1.00 | 0.0000 | -0.019 | |||
| 0 | 2.13 | 141.0% | 0.00 | 0.0002 | -0.000 | 122 | 17.50 | 20.70 | 98.4% | -1.00 | 0.0000 | -0.019 | ||||
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。