FANG 期权链 Diamondback Energy, Inc.
Cboe delayed options data · 截至 18:34 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 ±9.6% (183.00–222.00) · ATM IV 34.2% · P/C 未平仓量 0.82
| 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 | |
| 67.20 | 71.20 | 0.99 | 0.0004 | 0.000 | 135 | 0 | 2.15 | 76.2% | -0.01 | 0.0004 | -0.006 | |||||
| 62.00 | 66.40 | 0.99 | 0.0006 | 0.000 | 140 | 0 | 0.8500 | 59.0% | -0.01 | 0.0006 | -0.008 | |||||
| 57.30 | 61.30 | 0.99 | 0.0010 | -0.001 | 145 | 0 | 0.9000 | 54.9% | -0.01 | 0.0010 | -0.011 | |||||
| 52.20 | 56.40 | 37.6% | 0.98 | 0.0014 | -0.005 | 150 | 0 | 0.9500 | 50.7% | -0.02 | 0.0014 | -0.014 | ||||
| 47.30 | 51.50 | 31.8% | 0.97 | 0.0020 | -0.011 | 155 | 0 | 1.15 | 9 | 47.9% | -0.03 | 0.0020 | -0.019 | |||
| 42.50 | 46.30 | 24.5% | 0.96 | 0.0027 | -0.018 | 160 | 0 | 1.20 | 3 | 43.7% | -0.04 | 0.0028 | -0.026 | |||
| 37.80 | 41.60 | 33.9% | 0.95 | 0.0038 | -0.027 | 165 | 0.3500 | 0.8000 | 101 | 37.8% | -0.05 | 0.0038 | -0.034 | |||
| 33.20 | 37.00 | 1 | 35.4% | 0.93 | 0.0051 | -0.037 | 170 | 0.8000 | 1.05 | 24 | 38.4% | -0.07 | 0.0052 | -0.043 | ||
| 29.20 | 32.40 | 37.2% | 0.90 | 0.0068 | -0.049 | 175 | 0.2000 | 2.00 | 1 | 58 | 35.3% | -0.10 | 0.0068 | -0.054 | ||
| 24.40 | 28.40 | 2 | 36.0% | 0.86 | 0.0087 | -0.062 | 180 | 1.20 | 3.20 | 3 | 65 | 37.9% | -0.14 | 0.0088 | -0.066 | |
| 20.80 | 24.00 | 2 | 36.0% | 0.81 | 0.0107 | -0.075 | 185 | 1.65 | 4.20 | 4 | 13 | 36.2% | -0.19 | 0.0108 | -0.079 | |
| 17.00 | 20.20 | 8 | 35.4% | 0.75 | 0.0128 | -0.087 | 190 | 2.10 | 6.20 | 8 | 17 | 35.8% | -0.26 | 0.0129 | -0.091 | |
| 13.80 | 15.50 | 1 | 8 | 32.9% | 0.68 | 0.0146 | -0.098 | 195 | 3.60 | 7.40 | 5 | 34.5% | -0.33 | 0.0148 | -0.101 | |
| 10.10 | 13.60 | 3 | 64 | 33.6% | 0.60 | 0.0159 | -0.105 | 200 | 5.70 | 9.60 | 2 | 23 | 34.9% | -0.41 | 0.0161 | -0.107 |
| 5.30 | 9.10 | 9 | 74 | 33.7% | 0.44 | 0.0163 | -0.106 | 210 | 10.90 | 14.80 | 57 | 34.4% | -0.57 | 0.0168 | -0.108 | |
| 2.55 | 4.50 | 169 | 146 | 31.5% | 0.29 | 0.0142 | -0.093 | 220 | 17.90 | 21.50 | 100 | 34.3% | -0.72 | 0.0148 | -0.094 | |
| 1.05 | 3.10 | 23 | 62 | 33.5% | 0.18 | 0.0108 | -0.073 | 230 | 26.50 | 29.80 | 77 | 36.1% | -0.84 | 0.0114 | -0.073 | |
| 0.1500 | 2.50 | 235 | 36.0% | 0.11 | 0.0075 | -0.052 | 240 | 35.10 | 39.20 | 1 | 37.0% | -0.91 | 0.0082 | -0.050 | ||
| 0.3000 | 1.55 | 45 | 38.9% | 0.06 | 0.0049 | -0.036 | 250 | 44.80 | 48.60 | 9 | 38.6% | -0.97 | 0.0066 | -0.041 | ||
| 0.1000 | 0.4500 | 106 | 41 | 35.4% | 0.04 | 0.0031 | -0.024 | 260 | 54.80 | 58.30 | 41.7% | -0.99 | 0.0023 | -0.034 | ||
| 0 | 1.15 | 45.3% | 0.02 | 0.0019 | -0.016 | 270 | 64.80 | 68.20 | 45.1% | -1.00 | 0.0000 | -0.034 | ||||
| 0 | 0.6500 | 45.4% | 0.01 | 0.0012 | -0.010 | 280 | 74.40 | 78.70 | -1.00 | 0.0000 | -0.034 | |||||
| 0 | 1.05 | 53.5% | 0.01 | 0.0008 | -0.007 | 290 | 84.40 | 88.70 | 56.3% | -1.00 | 0.0000 | -0.034 | ||||
| 0 | 2.05 | 65.0% | 0.01 | 0.0005 | -0.004 | 300 | 94.80 | 98.40 | 58.6% | -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。