EFA 期权链 iShares MSCI EAFE ETF
Cboe delayed options data · 截至 09:34 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 ±6.7% (99.89–114.22) · ATM IV 14.2% · P/C 未平仓量 2.15
| 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 | |
| 35.50 | 40.40 | 0.99 | 0.0015 | 0.000 | 70 | 0 | 4.80 | 3 | 69.8% | -0.02 | 0.0018 | -0.004 | ||||
| 30.60 | 35.50 | 0.98 | 0.0023 | 0.000 | 75 | 0 | 4.80 | 252 | 61.4% | -0.02 | 0.0027 | -0.004 | ||||
| 28.60 | 33.50 | 0.98 | 0.0028 | 0.000 | 77 | 0 | 4.80 | 58.1% | -0.03 | 0.0032 | -0.005 | |||||
| 27.60 | 32.50 | 0.98 | 0.0030 | 0.000 | 78 | 0 | 4.80 | 1 | 56.5% | -0.03 | 0.0035 | -0.005 | ||||
| 26.65 | 31.50 | 0.97 | 0.0033 | 0.000 | 79 | 0 | 4.80 | 54.9% | -0.03 | 0.0038 | -0.005 | |||||
| 25.65 | 30.50 | 0.97 | 0.0036 | 0.000 | 80 | 0 | 4.80 | 5 | 53.3% | -0.03 | 0.0041 | -0.006 | ||||
| 24.70 | 29.50 | 0.97 | 0.0040 | 0.000 | 81 | 0 | 4.80 | 51.8% | -0.04 | 0.0045 | -0.006 | |||||
| 23.70 | 28.50 | 0.97 | 0.0044 | 0.000 | 82 | 0 | 4.80 | 2 | 50.2% | -0.04 | 0.0049 | -0.006 | ||||
| 23.00 | 27.75 | 25.5% | 0.96 | 0.0048 | 0.000 | 83 | 0 | 4.80 | 1 | 48.7% | -0.04 | 0.0054 | -0.006 | |||
| 22.00 | 26.80 | 24.9% | 0.96 | 0.0053 | 0.000 | 84 | 0 | 4.80 | 47.1% | -0.05 | 0.0059 | -0.007 | ||||
| 21.00 | 25.80 | 2 | 23.5% | 0.96 | 0.0058 | 0.000 | 85 | 0 | 4.80 | 103 | 45.6% | -0.05 | 0.0065 | -0.007 | ||
| 20.00 | 24.85 | 22.9% | 0.95 | 0.0064 | 0.000 | 86 | 0 | 4.80 | 44.1% | -0.06 | 0.0071 | -0.007 | ||||
| 19.00 | 23.90 | 22.3% | 0.95 | 0.0070 | -0.000 | 87 | 0 | 4.80 | 42.6% | -0.06 | 0.0078 | -0.008 | ||||
| 18.00 | 22.90 | 21.0% | 0.94 | 0.0078 | -0.001 | 88 | 0 | 4.80 | 1 | 41.1% | -0.07 | 0.0086 | -0.008 | |||
| 17.00 | 21.95 | 20.3% | 0.94 | 0.0086 | -0.002 | 89 | 0 | 4.80 | 39.6% | -0.07 | 0.0094 | -0.008 | ||||
| 16.00 | 20.95 | 2 | 19.1% | 0.93 | 0.0095 | -0.002 | 90 | 0 | 4.80 | 12 | 38.1% | -0.08 | 0.0103 | -0.009 | ||
| 15.05 | 20.00 | 18.9% | 0.92 | 0.0104 | -0.003 | 91 | 0 | 4.80 | 36.6% | -0.09 | 0.0114 | -0.009 | ||||
| 14.10 | 19.00 | 18.2% | 0.92 | 0.0115 | -0.004 | 92 | 0 | 4.80 | 35.2% | -0.10 | 0.0125 | -0.010 | ||||
| 13.15 | 18.00 | 17.4% | 0.91 | 0.0128 | -0.004 | 93 | 0 | 4.80 | 1 | 33.7% | -0.11 | 0.0138 | -0.010 | |||
| 12.50 | 17.20 | 19.7% | 0.90 | 0.0141 | -0.005 | 94 | 0 | 4.80 | 48 | 32.2% | -0.12 | 0.0152 | -0.010 | |||
| 11.50 | 16.45 | 12 | 19.8% | 0.89 | 0.0156 | -0.006 | 95 | 0 | 4.80 | 14 | 30.7% | -0.13 | 0.0167 | -0.011 | ||
| 10.50 | 15.35 | 18.0% | 0.87 | 0.0173 | -0.007 | 96 | 0 | 4.80 | 255 | 29.2% | -0.14 | 0.0184 | -0.011 | |||
| 9.50 | 14.45 | 17.3% | 0.86 | 0.0191 | -0.008 | 97 | 0 | 4.80 | 70 | 27.8% | -0.16 | 0.0202 | -0.012 | |||
| 8.55 | 13.50 | 16.4% | 0.84 | 0.0211 | -0.008 | 98 | 0 | 4.80 | 34 | 26.3% | -0.18 | 0.0222 | -0.012 | |||
| 8.00 | 12.65 | 17.4% | 0.83 | 0.0232 | -0.009 | 99 | 0 | 4.80 | 12 | 24.8% | -0.19 | 0.0244 | -0.013 | |||
| 7.00 | 11.80 | 16.5% | 0.81 | 0.0256 | -0.010 | 100 | 0 | 4.80 | 93 | 23.3% | -0.22 | 0.0266 | -0.013 | |||
| 6.00 | 10.95 | 15.6% | 0.78 | 0.0281 | -0.011 | 101 | 1.17 | 2.11 | 164 | 17.9% | -0.24 | 0.0291 | -0.013 | |||
| 5.50 | 10.10 | 1 | 16.1% | 0.76 | 0.0308 | -0.011 | 102 | 0.1500 | 5.00 | 238 | 21.0% | -0.27 | 0.0317 | -0.014 | ||
| 4.50 | 9.30 | 6 | 15.1% | 0.73 | 0.0336 | -0.012 | 103 | 0 | 4.80 | 94 | 18.6% | -0.30 | 0.0344 | -0.014 | ||
| 4.00 | 8.55 | 12 | 15.4% | 0.70 | 0.0364 | -0.013 | 104 | 0.1000 | 5.00 | 36 | 91 | 17.7% | -0.33 | 0.0371 | -0.014 | |
| 3.00 | 7.85 | 21 | 14.5% | 0.66 | 0.0392 | -0.013 | 105 | 1.89 | 5.00 | 4 | 19.8% | -0.36 | 0.0397 | -0.014 | ||
| 2.50 | 7.15 | 1 | 14.6% | 0.63 | 0.0419 | -0.013 | 106 | 0.5000 | 5.45 | 1 | 16.0% | -0.40 | 0.0423 | -0.014 | ||
| 1.56 | 6.40 | 2 | 13.4% | 0.58 | 0.0442 | -0.014 | 107 | 0.8700 | 5.50 | 46 | 15.0% | -0.44 | 0.0446 | -0.014 | ||
| 1.00 | 5.25 | 12.0% | 0.54 | 0.0462 | -0.014 | 108 | 1.00 | 5.90 | 14.1% | -0.49 | 0.0466 | -0.014 | ||||
| 0.5000 | 5.00 | 4 | 12.5% | 0.49 | 0.0475 | -0.014 | 109 | 1.55 | 6.45 | 4 | 14.1% | -0.54 | 0.0483 | -0.014 | ||
| 0.8600 | 4.70 | 9 | 14.4% | 0.45 | 0.0481 | -0.013 | 110 | 2.35 | 6.65 | 13.7% | -0.59 | 0.0497 | -0.013 | |||
| 0 | 4.80 | 2 | 14.4% | 0.40 | 0.0478 | -0.013 | 111 | 2.88 | 7.50 | 14.0% | -0.64 | 0.0507 | -0.013 | |||
| 0 | 4.80 | 15.9% | 0.35 | 0.0466 | -0.012 | 112 | 3.50 | 8.00 | 13.4% | -0.69 | 0.0517 | -0.012 | ||||
| 0 | 4.80 | 1 | 17.4% | 0.30 | 0.0445 | -0.011 | 113 | 4.45 | 9.00 | 14.6% | -0.75 | 0.0527 | -0.012 | |||
| 0 | 4.80 | 7 | 20.0% | 0.22 | 0.0384 | -0.010 | 115 | 6.10 | 10.50 | 14.8% | -0.86 | 0.0550 | -0.011 | |||
| 0.0500 | 5.00 | 633 | 26.5% | 0.09 | 0.0207 | -0.005 | 120 | 10.75 | 15.50 | 18.9% | -1.00 | 0.0000 | -0.034 | |||
| 0 | 4.80 | 6 | 31.1% | 0.04 | 0.0096 | -0.003 | 125 | 15.75 | 20.50 | 23.4% | -1.00 | 0.0000 | -0.034 | |||
| 0 | 4.80 | 1 | 35.7% | 0.02 | 0.0045 | -0.001 | 130 | 20.75 | 25.50 | 27.7% | -1.00 | 0.0000 | -0.034 | |||
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。