FXI 期权链 iShares China Large-Cap ETF
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 ±3.3% (33.95–36.25) · ATM IV 16.8% · 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 | |
| 15.30 | 15.85 | 1.00 | 0.0015 | -0.001 | 20 | 0 | 0.2600 | 15 | 155.9% | -0.00 | 0.0015 | -0.003 | ||||
| 11.30 | 11.85 | 0.99 | 0.0035 | -0.002 | 24 | 0 | 0.0600 | 88.3% | -0.01 | 0.0035 | -0.004 | |||||
| 10.45 | 10.80 | 26 | 0.99 | 0.0044 | -0.003 | 25 | 0 | 0.0600 | 688 | 80.2% | -0.01 | 0.0044 | -0.004 | |||
| 9.35 | 9.75 | 0.99 | 0.0055 | -0.003 | 26 | 0 | 0.0300 | 65.8% | -0.01 | 0.0055 | -0.004 | |||||
| 8.30 | 8.85 | 0.99 | 0.0070 | -0.003 | 27 | 0 | 0.0600 | 17 | 64.8% | -0.01 | 0.0070 | -0.004 | ||||
| 7.30 | 7.85 | 0.99 | 0.0091 | -0.003 | 28 | 0 | 0.0700 | 53 | 58.8% | -0.01 | 0.0091 | -0.004 | ||||
| 6.30 | 6.85 | 0.98 | 0.0119 | -0.004 | 29 | 0 | 0.0700 | 73 | 51.4% | -0.02 | 0.0120 | -0.004 | ||||
| 5.30 | 5.80 | 571 | 0.98 | 0.0162 | -0.004 | 30 | 0 | 0.0800 | 71.4K | 45.2% | -0.02 | 0.0163 | -0.005 | |||
| 4.85 | 5.35 | 0.98 | 0.0191 | -0.004 | 30.5 | 0 | 0.0800 | 41.6% | -0.02 | 0.0192 | -0.005 | |||||
| 4.50 | 4.80 | 2,878 | 0.97 | 0.0228 | -0.004 | 31 | 0 | 0.0500 | 17.9K | 35.0% | -0.03 | 0.0229 | -0.005 | |||
| 3.85 | 4.35 | 0.97 | 0.0276 | -0.004 | 31.5 | 0 | 0.0900 | 35.2% | -0.03 | 0.0277 | -0.005 | |||||
| 3.35 | 3.80 | 11.9K | 0.97 | 0.0340 | -0.004 | 32 | 0 | 0.0400 | 36 | 41.3K | 27.2% | -0.03 | 0.0342 | -0.005 | ||
| 2.89 | 3.40 | 0.96 | 0.0432 | -0.004 | 32.5 | 0 | 0.1100 | 6 | 29.1% | -0.04 | 0.0436 | -0.005 | ||||
| 2.50 | 2.90 | 1,007 | 15.8% | 0.95 | 0.0582 | -0.005 | 33 | 0.0100 | 0.0600 | 12 | 36.3K | 22.9% | -0.05 | 0.0588 | -0.005 | |
| 1.93 | 2.40 | 0.93 | 0.0850 | -0.006 | 33.5 | 0.0300 | 0.1200 | 3,522 | 23.2% | -0.07 | 0.0861 | -0.006 | ||||
| 1.57 | 1.92 | 10 | 7,391 | 16.8% | 0.89 | 0.1302 | -0.008 | 34 | 0.0600 | 0.1000 | 34 | 25.7K | 19.4% | -0.11 | 0.1320 | -0.008 |
| 0.9800 | 1.48 | 11.6% | 0.82 | 0.1927 | -0.011 | 34.5 | 0.1100 | 0.1700 | 83 | 3,056 | 18.4% | -0.18 | 0.1958 | -0.011 | ||
| 0.8100 | 0.9600 | 2 | 18.5K | 15.3% | 0.71 | 0.2593 | -0.014 | 35 | 0.2400 | 0.2900 | 1,064 | 62.8K | 18.4% | -0.29 | 0.2642 | -0.014 |
| 0.4900 | 0.7900 | 1 | 196 | 17.9% | 0.57 | 0.3055 | -0.016 | 35.5 | 0.3500 | 0.6200 | 611 | 983 | 19.3% | -0.44 | 0.3127 | -0.016 |
| 0.2500 | 0.4200 | 291 | 35.5K | 15.7% | 0.42 | 0.3075 | -0.016 | 36 | 0.5000 | 0.8300 | 121.7K | 16.4% | -0.60 | 0.3167 | -0.016 | |
| 0.1400 | 0.3100 | 19 | 1,214 | 17.6% | 0.27 | 0.2626 | -0.013 | 36.5 | 0.8600 | 1.22 | 13 | 17.7% | -0.74 | 0.2725 | -0.014 | |
| 0.0400 | 0.3200 | 50 | 40.0K | 20.6% | 0.17 | 0.1938 | -0.010 | 37 | 1.27 | 1.62 | 10.1K | 17.9% | -0.85 | 0.2094 | -0.011 | |
| 0 | 0.1300 | 93 | 104 | 18.2% | 0.10 | 0.1318 | -0.007 | 37.5 | 1.77 | 2.26 | 25.9% | -0.92 | 0.1583 | -0.009 | ||
| 0.0100 | 0.0700 | 2,693 | 95.6K | 19.4% | 0.07 | 0.0888 | -0.006 | 38 | 2.21 | 2.68 | 12.6K | 25.8% | -0.97 | 0.1119 | -0.007 | |
| 0 | 0.0800 | 22.5% | 0.05 | 0.0618 | -0.005 | 38.5 | 2.75 | 3.25 | 33.1% | -0.99 | 0.0632 | -0.005 | ||||
| 0 | 0.0300 | 2 | 49.2K | 21.4% | 0.03 | 0.0449 | -0.004 | 39 | 3.30 | 3.60 | 12.5K | 33.3% | -0.99 | 0.0303 | -0.004 | |
| 0 | 0.0700 | 27.6% | 0.03 | 0.0341 | -0.003 | 39.5 | 3.75 | 4.25 | 40.5% | -1.00 | 0.0139 | -0.004 | ||||
| 0.0100 | 0.0200 | 132.5K | 26.4% | 0.02 | 0.0269 | -0.003 | 40 | 4.30 | 4.65 | 3,552 | 42.0% | -1.00 | 0.0071 | -0.004 | ||
| 0 | 0.0600 | 42.0K | 34.7% | 0.02 | 0.0184 | -0.003 | 41 | 5.25 | 5.75 | 50.5% | -1.00 | 0.0015 | -0.004 | |||
| 0 | 0.0600 | 18.8K | 39.6% | 0.01 | 0.0136 | -0.003 | 42 | 6.25 | 6.75 | 56.8% | -1.00 | 0.0000 | -0.004 | |||
| 0 | 0.0600 | 9,909 | 44.3% | 0.01 | 0.0107 | -0.003 | 43 | 7.25 | 7.75 | 62.7% | -1.00 | 0.0000 | -0.004 | |||
| 0 | 0.0200 | 4,358 | 42.0% | 0.01 | 0.0086 | -0.002 | 44 | 8.25 | 8.75 | 68.4% | -1.00 | 0.0000 | -0.004 | |||
| 0 | 0.0200 | 17.5K | 45.9% | 0.01 | 0.0072 | -0.002 | 45 | 9.30 | 9.70 | 73.9% | -1.00 | 0.0000 | -0.004 | |||
| 0 | 0.0600 | 96 | 57.4% | 0.01 | 0.0061 | -0.002 | 46 | 10.20 | 10.75 | 76.4% | -1.00 | 0.0000 | -0.004 | |||
| 0 | 0.0600 | 30.0K | 61.4% | 0.01 | 0.0053 | -0.002 | 47 | 11.25 | 11.75 | 84.2% | -1.00 | 0.0000 | -0.004 | |||
| 0 | 0.0600 | 260 | 65.3% | 0.01 | 0.0046 | -0.002 | 48 | 12.20 | 12.75 | 86.2% | -1.00 | 0.0000 | -0.004 | |||
| 0 | 0.0600 | 57 | 69.1% | 0.01 | 0.0041 | -0.002 | 49 | 13.20 | 13.75 | 90.9% | -1.00 | 0.0000 | -0.004 | |||
| 0 | 0.0600 | 282 | 72.8% | 0.01 | 0.0036 | -0.002 | 50 | 14.20 | 14.75 | 95.4% | -1.00 | 0.0000 | -0.004 | |||
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。