EL 期权链 The Estée Lauder Companies Inc.
Cboe delayed options data · 截至 12:34 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 ±9.3% (91.70–110.60) · ATM IV 33.5% · P/C 未平仓量 1.06
| 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 | |
| 45.10 | 47.80 | 1 | 1.00 | 0.0003 | 0.000 | 55 | 0 | 0.3500 | 62 | 87.4% | -0.00 | 0.0003 | -0.002 | |||
| 40.10 | 43.60 | 200 | 85.1% | 1.00 | 0.0006 | 0.000 | 60 | 0 | 0.3500 | 131 | 76.3% | -0.00 | 0.0006 | -0.003 | ||
| 35.20 | 38.00 | 31 | 55.9% | 0.99 | 0.0011 | 0.000 | 65 | 0 | 0.7500 | 1,788 | 75.5% | -0.01 | 0.0011 | -0.005 | ||
| 30.00 | 32.90 | 43 | 0.99 | 0.0021 | -0.002 | 70 | 0 | 0.2000 | 557 | 51.7% | -0.01 | 0.0021 | -0.007 | |||
| 25.30 | 28.70 | 66 | 55.4% | 0.97 | 0.0038 | -0.007 | 75 | 0 | 0.2500 | 1,152 | 44.7% | -0.03 | 0.0038 | -0.012 | ||
| 20.70 | 23.10 | 60 | 42.1% | 0.95 | 0.0066 | -0.014 | 80 | 0 | 0.6000 | 615 | 42.9% | -0.05 | 0.0067 | -0.018 | ||
| 15.90 | 18.50 | 431 | 39.2% | 0.91 | 0.0113 | -0.023 | 85 | 0.2500 | 0.9000 | 219 | 39.7% | -0.09 | 0.0114 | -0.026 | ||
| 12.00 | 13.80 | 2 | 842 | 38.3% | 0.84 | 0.0182 | -0.034 | 90 | 0.7500 | 1.10 | 1 | 87 | 34.7% | -0.16 | 0.0184 | -0.036 |
| 8.10 | 9.20 | 845 | 33.4% | 0.73 | 0.0266 | -0.045 | 95 | 1.90 | 2.20 | 2 | 89 | 34.2% | -0.27 | 0.0269 | -0.046 | |
| 5.40 | 5.80 | 95 | 902 | 33.7% | 0.58 | 0.0331 | -0.051 | 100 | 3.70 | 4.00 | 242 | 191 | 33.3% | -0.42 | 0.0338 | -0.053 |
| 3.10 | 3.50 | 15 | 978 | 33.3% | 0.41 | 0.0339 | -0.050 | 105 | 6.30 | 6.70 | 1 | 115 | 32.5% | -0.60 | 0.0349 | -0.051 |
| 1.15 | 1.90 | 6 | 561 | 30.8% | 0.27 | 0.0284 | -0.043 | 110 | 9.40 | 10.30 | 1 | 33 | 30.4% | -0.75 | 0.0299 | -0.043 |
| 0.7500 | 1.00 | 14 | 247 | 32.7% | 0.16 | 0.0207 | -0.032 | 115 | 13.60 | 14.70 | 1 | 5 | 30.6% | -0.86 | 0.0223 | -0.033 |
| 0.3000 | 0.6500 | 41 | 281 | 34.0% | 0.10 | 0.0140 | -0.023 | 120 | 17.90 | 19.80 | 709 | 29.0% | -0.93 | 0.0159 | -0.022 | |
| 0.1500 | 0.3000 | 1 | 83 | 34.3% | 0.06 | 0.0092 | -0.017 | 125 | 21.70 | 25.20 | 10 | -0.98 | 0.0116 | -0.020 | ||
| 0 | 0.2500 | 1 | 15 | 35.6% | 0.04 | 0.0060 | -0.012 | 130 | 27.50 | 30.20 | 39.6% | -1.00 | 0.0032 | -0.018 | ||
| 0 | 0.2000 | 12 | 38.8% | 0.02 | 0.0040 | -0.008 | 135 | 32.50 | 35.20 | 44.5% | -1.00 | 0.0000 | -0.018 | |||
| 0 | 0.2000 | 4 | 42.9% | 0.02 | 0.0027 | -0.006 | 140 | 36.80 | 40.20 | -1.00 | 0.0000 | -0.018 | ||||
| 0 | 0.3500 | 7 | 50.8% | 0.01 | 0.0018 | -0.004 | 145 | 41.90 | 45.20 | 5 | -1.00 | 0.0000 | -0.018 | |||
| 0 | 0.7500 | 2 | 46.3% | 0.01 | 0.0013 | -0.003 | 150 | 46.80 | 50.20 | -1.00 | 0.0000 | -0.018 | ||||
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。