EWZ 期权链 iShares MSCI Brazil ETF
Cboe delayed options data · 截至 15:36 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 ±17.1% (35.63–50.28) · ATM IV 43.9% · P/C 未平仓量 0.27
| 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 | |
| 21.00 | 21.30 | 451 | 81.5% | 0.99 | 0.0015 | 0.000 | 22 | 0.0300 | 0.0800 | 2,806 | 63.8% | -0.01 | 0.0024 | -0.002 | ||
| 20.05 | 20.30 | 2,671 | 78.5% | 0.99 | 0.0020 | -0.000 | 23 | 0.0400 | 0.1000 | 11.0K | 62.2% | -0.02 | 0.0030 | -0.003 | ||
| 19.05 | 19.30 | 141 | 73.2% | 0.99 | 0.0026 | -0.001 | 24 | 0.0700 | 0.1100 | 4 | 1,850 | 60.7% | -0.02 | 0.0038 | -0.004 | |
| 18.10 | 18.35 | 578 | 71.9% | 0.98 | 0.0034 | -0.001 | 25 | 0.0900 | 0.1400 | 12.8K | 59.2% | -0.03 | 0.0047 | -0.004 | ||
| 17.10 | 17.35 | 1,430 | 68.6% | 0.98 | 0.0044 | -0.002 | 26 | 0.1200 | 0.1800 | 930 | 58.2% | -0.03 | 0.0057 | -0.005 | ||
| 16.15 | 16.40 | 227 | 65.4% | 0.97 | 0.0057 | -0.003 | 27 | 0.1600 | 0.2200 | 4,312 | 56.9% | -0.04 | 0.0070 | -0.006 | ||
| 15.20 | 15.45 | 688 | 63.2% | 0.96 | 0.0072 | -0.004 | 28 | 0.2200 | 0.2800 | 18.1K | 56.3% | -0.05 | 0.0085 | -0.007 | ||
| 14.25 | 14.50 | 1,129 | 61.0% | 0.95 | 0.0090 | -0.006 | 29 | 0.2800 | 0.3500 | 30 | 1,417 | 55.3% | -0.06 | 0.0103 | -0.008 | |
| 13.35 | 13.55 | 24.2K | 59.4% | 0.94 | 0.0111 | -0.007 | 30 | 0.4100 | 0.4400 | 140 | 20.7K | 55.4% | -0.07 | 0.0123 | -0.009 | |
| 12.40 | 12.70 | 1,351 | 58.3% | 0.92 | 0.0134 | -0.009 | 31 | 0.4600 | 0.5500 | 4 | 5,792 | 53.8% | -0.09 | 0.0144 | -0.011 | |
| 11.50 | 11.80 | 1 | 918 | 56.7% | 0.91 | 0.0160 | -0.010 | 32 | 0.6000 | 0.6800 | 16.0K | 53.4% | -0.11 | 0.0168 | -0.012 | |
| 10.70 | 10.90 | 17.4K | 56.0% | 0.89 | 0.0186 | -0.012 | 33 | 0.7700 | 0.8400 | 1 | 22.0K | 53.1% | -0.13 | 0.0192 | -0.013 | |
| 9.75 | 10.15 | 1 | 2,725 | 54.7% | 0.86 | 0.0215 | -0.014 | 34 | 0.9200 | 1.01 | 1,181 | 52.1% | -0.15 | 0.0218 | -0.015 | |
| 9.00 | 9.20 | 10 | 13.0K | 53.6% | 0.84 | 0.0243 | -0.015 | 35 | 1.15 | 1.22 | 259 | 16.2K | 51.8% | -0.18 | 0.0244 | -0.016 |
| 8.20 | 8.40 | 41 | 5,134 | 52.4% | 0.81 | 0.0272 | -0.017 | 36 | 1.34 | 1.44 | 1 | 8,311 | 50.7% | -0.21 | 0.0271 | -0.017 |
| 7.40 | 7.60 | 1 | 6,626 | 50.4% | 0.78 | 0.0301 | -0.018 | 37 | 1.61 | 1.69 | 4 | 47.3K | 50.1% | -0.24 | 0.0298 | -0.018 |
| 6.70 | 6.90 | 202 | 43.7K | 50.0% | 0.74 | 0.0330 | -0.019 | 38 | 1.89 | 1.97 | 33 | 9,649 | 49.2% | -0.27 | 0.0324 | -0.019 |
| 6.00 | 6.25 | 1,701 | 49.4% | 0.71 | 0.0358 | -0.020 | 39 | 2.17 | 2.28 | 830 | 48.1% | -0.31 | 0.0350 | -0.020 | ||
| 5.30 | 5.50 | 80 | 44.2K | 47.6% | 0.67 | 0.0384 | -0.021 | 40 | 2.53 | 2.61 | 17 | 15.9K | 47.2% | -0.34 | 0.0376 | -0.021 |
| 4.70 | 4.80 | 314 | 38.6K | 46.4% | 0.63 | 0.0408 | -0.021 | 41 | 2.87 | 2.98 | 953 | 46.0% | -0.38 | 0.0399 | -0.021 | |
| 4.05 | 4.20 | 85 | 19.5K | 45.1% | 0.59 | 0.0429 | -0.021 | 42 | 3.30 | 3.40 | 6 | 7,410 | 45.2% | -0.43 | 0.0420 | -0.021 |
| 3.50 | 3.60 | 169 | 20.1K | 43.8% | 0.54 | 0.0447 | -0.021 | 43 | 3.70 | 3.85 | 2,776 | 44.0% | -0.47 | 0.0438 | -0.021 | |
| 2.96 | 3.10 | 6 | 30.6K | 42.8% | 0.50 | 0.0460 | -0.021 | 44 | 4.15 | 4.35 | 1,104 | 42.8% | -0.51 | 0.0451 | -0.020 | |
| 2.49 | 2.59 | 102.7K | 109.4K | 41.5% | 0.45 | 0.0468 | -0.020 | 45 | 4.70 | 4.90 | 458 | 42.0% | -0.56 | 0.0459 | -0.019 | |
| 2.05 | 2.15 | 35 | 24.4K | 40.3% | 0.40 | 0.0469 | -0.019 | 46 | 5.15 | 5.55 | 10 | 40.6% | -0.61 | 0.0461 | -0.018 | |
| 1.66 | 1.76 | 206 | 24.6K | 39.2% | 0.35 | 0.0461 | -0.018 | 47 | 5.85 | 6.15 | 7 | 40.0% | -0.66 | 0.0455 | -0.017 | |
| 1.34 | 1.43 | 834 | 79.9K | 38.3% | 0.31 | 0.0445 | -0.016 | 48 | 6.50 | 6.85 | 16 | 39.2% | -0.70 | 0.0440 | -0.015 | |
| 1.05 | 1.15 | 2 | 37.5K | 37.4% | 0.26 | 0.0421 | -0.015 | 49 | 7.25 | 7.60 | 214 | 38.8% | -0.75 | 0.0417 | -0.014 | |
| 0.8200 | 0.9000 | 102.5K | 191.2K | 36.5% | 0.22 | 0.0391 | -0.013 | 50 | 8.15 | 8.35 | 576 | 39.1% | -0.79 | 0.0387 | -0.012 | |
| 0.6400 | 0.7000 | 46 | 37.7K | 35.9% | 0.18 | 0.0356 | -0.011 | 51 | 8.95 | 9.20 | 39.0% | -0.82 | 0.0352 | -0.011 | ||
| 0.4800 | 0.5500 | 130 | 12.6K | 35.3% | 0.15 | 0.0319 | -0.010 | 52 | 9.80 | 10.00 | 1 | 38.4% | -0.85 | 0.0314 | -0.009 | |
| 0.3700 | 0.4200 | 150 | 9,418 | 34.8% | 0.12 | 0.0281 | -0.008 | 53 | 10.65 | 10.90 | 2 | 38.3% | -0.88 | 0.0275 | -0.007 | |
| 0.2700 | 0.3500 | 31.5K | 34.7% | 0.10 | 0.0244 | -0.007 | 54 | 11.60 | 11.80 | 10 | 38.9% | -0.90 | 0.0238 | -0.006 | ||
| 0.2000 | 0.2600 | 101 | 137.2K | 34.2% | 0.08 | 0.0208 | -0.006 | 55 | 12.50 | 12.70 | 503 | 38.6% | -0.92 | 0.0202 | -0.005 | |
| 0.0400 | 0.0800 | 272 | 33.8% | 0.03 | 0.0090 | -0.003 | 60 | 17.25 | 17.50 | 40.5% | -0.97 | 0.0082 | -0.001 | |||
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。