EXC 期权链 Exelon Corporation
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 ±5.0% (40.81–45.11) · ATM IV 20.6% · 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 | |
| 9.50 | 11.00 | 46.2% | 1.00 | 0.0040 | -0.000 | 33 | 0 | 0.4000 | 21 | 60.9% | -0.01 | 0.0068 | -0.003 | |||
| 8.50 | 9.80 | 1.00 | 0.0060 | -0.001 | 34 | 0 | 0.4000 | 3 | 55.3% | -0.02 | 0.0094 | -0.004 | ||||
| 7.40 | 8.80 | 1 | 0.99 | 0.0090 | -0.002 | 35 | 0 | 0.4000 | 2 | 49.9% | -0.03 | 0.0132 | -0.004 | |||
| 6.60 | 7.80 | 0.98 | 0.0135 | -0.003 | 36 | 0 | 0.4000 | 1 | 44.5% | -0.04 | 0.0186 | -0.005 | ||||
| 5.50 | 6.70 | 0.97 | 0.0204 | -0.004 | 37 | 0.0500 | 0.1000 | 12 | 16 | 31.2% | -0.05 | 0.0266 | -0.007 | |||
| 4.70 | 5.60 | 2 | 0.95 | 0.0311 | -0.006 | 38 | 0.0500 | 0.1500 | 6 | 23 | 28.4% | -0.07 | 0.0382 | -0.008 | ||
| 3.70 | 4.60 | 0.93 | 0.0475 | -0.008 | 39 | 0.0500 | 0.2000 | 2 | 50 | 25.0% | -0.11 | 0.0549 | -0.010 | |||
| 3.00 | 3.70 | 106 | 22.3% | 0.88 | 0.0715 | -0.011 | 40 | 0.0500 | 0.4500 | 121 | 24.7% | -0.16 | 0.0785 | -0.013 | ||
| 2.20 | 2.75 | 171 | 21.6% | 0.81 | 0.1042 | -0.014 | 41 | 0.3500 | 0.4500 | 21 | 144 | 22.9% | -0.24 | 0.1093 | -0.015 | |
| 1.50 | 1.90 | 317 | 20.8% | 0.70 | 0.1410 | -0.017 | 42 | 0.5500 | 0.7000 | 16 | 193 | 20.9% | -0.36 | 0.1426 | -0.017 | |
| 1.05 | 1.20 | 3 | 1,177 | 21.3% | 0.55 | 0.1659 | -0.017 | 43 | 0.9500 | 1.10 | 20 | 166 | 19.9% | -0.51 | 0.1635 | -0.017 |
| 0.6000 | 0.7500 | 780 | 21.1% | 0.38 | 0.1604 | -0.016 | 44 | 1.30 | 1.90 | 113 | 19.1% | -0.67 | 0.1545 | -0.015 | ||
| 0.3500 | 0.4000 | 34 | 740 | 20.9% | 0.25 | 0.1283 | -0.013 | 45 | 2.00 | 2.70 | 65 | 18.8% | -0.80 | 0.1204 | -0.012 | |
| 0.0500 | 0.2500 | 4 | 77 | 19.3% | 0.15 | 0.0914 | -0.010 | 46 | 2.70 | 3.70 | 17.3% | -0.88 | 0.0828 | -0.009 | ||
| 0.0500 | 0.2500 | 26 | 23.6% | 0.10 | 0.0623 | -0.007 | 47 | 3.40 | 4.90 | 16.3% | -0.93 | 0.0540 | -0.006 | |||
| 0.0500 | 0.3500 | 5 | 22 | 29.8% | 0.06 | 0.0422 | -0.006 | 48 | 4.40 | 5.70 | -0.96 | 0.0349 | -0.004 | |||
| 0 | 0.4000 | 1 | 33.7% | 0.04 | 0.0289 | -0.004 | 49 | 5.30 | 6.70 | -0.98 | 0.0229 | -0.003 | ||||
| 0 | 0.4000 | 1 | 37.5% | 0.03 | 0.0202 | -0.003 | 50 | 6.30 | 7.70 | -0.99 | 0.0153 | -0.002 | ||||
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。