EFA 期权链 iShares MSCI EAFE ETF
Cboe delayed options data · 截至 15:34 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 ±4.9% (101.83–112.28) · ATM IV 15.1% · P/C 未平仓量 2.21
| 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 | |
| 30.10 | 34.80 | 36.0% | 0.99 | 0.0012 | 0.000 | 75 | 0 | 1.95 | 67.5% | -0.01 | 0.0013 | -0.003 | ||||
| 29.00 | 33.80 | 0.99 | 0.0014 | 0.000 | 76 | 0 | 1.75 | 63.7% | -0.01 | 0.0014 | -0.003 | |||||
| 28.00 | 32.80 | 0.99 | 0.0015 | 0.000 | 77 | 0 | 2.20 | 65.6% | -0.01 | 0.0016 | -0.003 | |||||
| 27.05 | 31.85 | 0.99 | 0.0017 | 0.000 | 78 | 0 | 2.15 | 63.2% | -0.01 | 0.0017 | -0.003 | |||||
| 26.20 | 30.85 | 0.99 | 0.0019 | 0.000 | 79 | 0 | 1.76 | 58.1% | -0.01 | 0.0019 | -0.004 | |||||
| 25.10 | 29.85 | 0.99 | 0.0021 | -0.000 | 80 | 0 | 1.15 | 48.6% | -0.01 | 0.0022 | -0.004 | |||||
| 24.10 | 28.90 | 1 | 29.8% | 0.99 | 0.0024 | -0.001 | 81 | 0 | 1.75 | 54.4% | -0.01 | 0.0024 | -0.004 | |||
| 23.05 | 27.90 | 1 | 0.98 | 0.0027 | -0.001 | 82 | 0 | 1.15 | 45.3% | -0.01 | 0.0027 | -0.004 | ||||
| 22.20 | 26.95 | 1 | 25.2% | 0.98 | 0.0030 | -0.001 | 83 | 0 | 1.95 | 52.3% | -0.02 | 0.0030 | -0.005 | |||
| 21.15 | 25.95 | 1 | 30.4% | 0.98 | 0.0034 | -0.002 | 84 | 0.0200 | 0.4000 | 9,293 | 31.9% | -0.02 | 0.0034 | -0.005 | ||
| 20.50 | 24.85 | 3 | 0.98 | 0.0038 | -0.002 | 85 | 0 | 2.29 | 50.9% | -0.02 | 0.0038 | -0.005 | ||||
| 19.50 | 23.95 | 1 | 28.4% | 0.98 | 0.0043 | -0.003 | 86 | 0 | 1.87 | 46.2% | -0.02 | 0.0043 | -0.006 | |||
| 18.50 | 22.65 | 2 | 0.97 | 0.0048 | -0.003 | 87 | 0 | 1.89 | 44.6% | -0.03 | 0.0049 | -0.006 | ||||
| 17.55 | 21.95 | 2 | 32.3% | 0.97 | 0.0055 | -0.004 | 88 | 0 | 2.10 | 44.1% | -0.03 | 0.0056 | -0.006 | |||
| 16.70 | 21.25 | 7 | 25.8% | 0.97 | 0.0062 | -0.004 | 89 | 0 | 2.09 | 42.3% | -0.03 | 0.0063 | -0.007 | |||
| 15.60 | 20.10 | 2 | 28.5% | 0.96 | 0.0071 | -0.005 | 90 | 0 | 2.38 | 42.2% | -0.04 | 0.0072 | -0.007 | |||
| 14.50 | 19.00 | 1 | 0.96 | 0.0081 | -0.006 | 91 | 0 | 1.84 | 37.2% | -0.04 | 0.0082 | -0.008 | ||||
| 13.50 | 18.10 | 2 | 17.0% | 0.95 | 0.0092 | -0.006 | 92 | 0 | 2.43 | 38.8% | -0.05 | 0.0094 | -0.009 | |||
| 12.80 | 17.10 | 2 | 23.8% | 0.95 | 0.0106 | -0.007 | 93 | 0 | 2.10 | 35.2% | -0.05 | 0.0108 | -0.009 | |||
| 11.50 | 16.15 | 2 | 22.8% | 0.94 | 0.0121 | -0.008 | 94 | 0 | 2.18 | 1 | 33.8% | -0.06 | 0.0124 | -0.010 | ||
| 10.60 | 14.95 | 8 | 22.2% | 0.93 | 0.0140 | -0.009 | 95 | 0 | 2.18 | 32.0% | -0.07 | 0.0142 | -0.011 | |||
| 10.65 | 13.40 | 53 | 19.7% | 0.92 | 0.0161 | -0.010 | 96 | 0 | 1.90 | 28.8% | -0.08 | 0.0164 | -0.011 | |||
| 8.85 | 13.10 | 6 | 17.3% | 0.91 | 0.0186 | -0.011 | 97 | 0 | 2.15 | 4 | 4 | 28.2% | -0.09 | 0.0190 | -0.012 | |
| 7.90 | 12.15 | 8 | 16.7% | 0.89 | 0.0214 | -0.012 | 98 | 0 | 1.29 | 1,161 | 22.1% | -0.11 | 0.0220 | -0.013 | ||
| 6.80 | 11.35 | 2 | 18.9% | 0.88 | 0.0248 | -0.013 | 99 | 0 | 2.48 | 230 | 26.0% | -0.12 | 0.0254 | -0.014 | ||
| 6.95 | 9.55 | 192 | 16.7% | 0.86 | 0.0286 | -0.014 | 100 | 0 | 2.79 | 8,902 | 25.4% | -0.14 | 0.0293 | -0.015 | ||
| 5.80 | 8.85 | 69 | 15.9% | 0.83 | 0.0331 | -0.015 | 101 | 0 | 1.07 | 1 | 27 | 16.1% | -0.17 | 0.0339 | -0.016 | |
| 5.10 | 8.65 | 2 | 18.9% | 0.81 | 0.0380 | -0.016 | 102 | 0.4600 | 1.20 | 2 | 2,227 | 17.0% | -0.20 | 0.0392 | -0.017 | |
| 4.10 | 7.10 | 14.8% | 0.77 | 0.0436 | -0.017 | 103 | 0 | 3.10 | 2 | 1,542 | 20.5% | -0.23 | 0.0450 | -0.018 | ||
| 3.50 | 6.25 | 14.9% | 0.73 | 0.0495 | -0.018 | 104 | 0.2500 | 1.71 | 442 | 14.4% | -0.28 | 0.0514 | -0.019 | |||
| 2.57 | 5.50 | 13.9% | 0.68 | 0.0557 | -0.019 | 105 | 0.3500 | 3.30 | 4,253 | 17.8% | -0.32 | 0.0582 | -0.020 | |||
| 1.87 | 4.75 | 1 | 13.4% | 0.63 | 0.0616 | -0.019 | 106 | 1.12 | 5.00 | 28 | 22.9% | -0.38 | 0.0649 | -0.021 | ||
| 2.11 | 3.10 | 3 | 12.6% | 0.57 | 0.0667 | -0.019 | 107 | 1.59 | 3.65 | 4 | 17.5% | -0.45 | 0.0709 | -0.021 | ||
| 0.5900 | 2.85 | 18 | 10.5% | 0.50 | 0.0701 | -0.019 | 108 | 2.11 | 3.85 | 16.7% | -0.52 | 0.0756 | -0.021 | |||
| 0.4800 | 2.24 | 5 | 10.9% | 0.43 | 0.0711 | -0.018 | 109 | 2.45 | 4.20 | 15.3% | -0.60 | 0.0781 | -0.020 | |||
| 0 | 3.90 | 1 | 16.8% | 0.36 | 0.0692 | -0.017 | 110 | 2.68 | 5.20 | 17 | 15.9% | -0.68 | 0.0779 | -0.019 | ||
| 0 | 1.47 | 30 | 10.2% | 0.29 | 0.0645 | -0.015 | 111 | 3.25 | 6.80 | 17 | 14.1% | -0.76 | 0.0748 | -0.018 | ||
| 0 | 2.70 | 9,135 | 17.1% | 0.23 | 0.0576 | -0.014 | 112 | 3.05 | 7.35 | 13.8% | -0.83 | 0.0679 | -0.016 | |||
| 0 | 2.49 | 170 | 18.1% | 0.18 | 0.0496 | -0.012 | 113 | 3.65 | 8.50 | 1 | 15.2% | -0.89 | 0.0652 | -0.013 | ||
| 0 | 0.7300 | 1,061 | 11.4% | 0.14 | 0.0415 | -0.010 | 114 | 4.85 | 9.50 | 15.5% | -0.95 | 0.0660 | -0.017 | |||
| 0 | 2.25 | 1,915 | 20.5% | 0.11 | 0.0339 | -0.008 | 115 | 6.00 | 10.50 | 20.1% | -0.99 | 0.0240 | -0.012 | |||
| 0 | 2.19 | 21.9% | 0.08 | 0.0274 | -0.007 | 116 | 6.80 | 11.50 | 20.2% | -1.00 | 0.0000 | -0.012 | ||||
| 0 | 2.16 | 23.3% | 0.06 | 0.0217 | -0.006 | 117 | 7.50 | 12.20 | 17.9% | -1.00 | 0.0000 | -0.012 | ||||
| 0 | 2.14 | 1 | 24.6% | 0.05 | 0.0173 | -0.005 | 118 | 8.70 | 13.15 | 20.9% | -1.00 | 0.0000 | -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。