GLD 期权链 SPDR Gold Shares
Cboe delayed options data · 截至 15:35 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 ±3.9% (397.05–429.55) · ATM IV 24.9% · P/C 未平仓量 —
| 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 | |
| 23.95 | 26.50 | 19.5% | 0.89 | 0.0088 | -0.125 | 389 | 0.0100 | 2.81 | 27.8% | -0.11 | 0.0089 | -0.139 | ||||
| 23.05 | 25.60 | 19.9% | 0.88 | 0.0093 | -0.132 | 390 | 0.0100 | 2.95 | 27.3% | -0.12 | 0.0094 | -0.146 | ||||
| 22.15 | 24.90 | 21.0% | 0.87 | 0.0099 | -0.140 | 391 | 0.4700 | 3.10 | 2 | 28.2% | -0.13 | 0.0100 | -0.153 | |||
| 22.00 | 24.00 | 23.6% | 0.86 | 0.0104 | -0.147 | 392 | 0.2600 | 3.25 | 27.3% | -0.14 | 0.0105 | -0.160 | ||||
| 20.40 | 23.45 | 22.3% | 0.85 | 0.0110 | -0.155 | 393 | 1.30 | 3.45 | 29.4% | -0.15 | 0.0111 | -0.167 | ||||
| 20.25 | 22.55 | 24.2% | 0.84 | 0.0116 | -0.163 | 394 | 1.41 | 3.60 | 29.2% | -0.16 | 0.0116 | -0.175 | ||||
| 18.70 | 21.50 | 21.8% | 0.83 | 0.0122 | -0.171 | 395 | 0.6300 | 3.80 | 26.8% | -0.17 | 0.0122 | -0.182 | ||||
| 18.65 | 20.50 | 23.4% | 0.82 | 0.0128 | -0.179 | 396 | 0.8500 | 2.76 | 24.0% | -0.18 | 0.0128 | -0.190 | ||||
| 17.85 | 19.65 | 23.4% | 0.81 | 0.0134 | -0.188 | 397 | 1.48 | 2.77 | 1 | 24.6% | -0.19 | 0.0135 | -0.198 | |||
| 17.00 | 18.90 | 23.4% | 0.79 | 0.0140 | -0.196 | 398 | 1.80 | 3.05 | 25.0% | -0.21 | 0.0141 | -0.205 | ||||
| 15.50 | 18.40 | 22.5% | 0.78 | 0.0146 | -0.204 | 399 | 2.28 | 4.70 | 28.3% | -0.22 | 0.0147 | -0.213 | ||||
| 14.70 | 17.65 | 22.5% | 0.76 | 0.0152 | -0.212 | 400 | 2.45 | 4.40 | 27.0% | -0.24 | 0.0152 | -0.221 | ||||
| 13.95 | 16.45 | 21.6% | 0.75 | 0.0157 | -0.220 | 401 | 2.31 | 3.90 | 1 | 24.8% | -0.25 | 0.0158 | -0.228 | |||
| 14.00 | 15.90 | 23.6% | 0.73 | 0.0162 | -0.227 | 402 | 2.70 | 4.10 | 1 | 24.8% | -0.27 | 0.0164 | -0.235 | |||
| 12.85 | 15.25 | 22.9% | 0.72 | 0.0168 | -0.235 | 403 | 3.20 | 5.35 | 26.9% | -0.29 | 0.0169 | -0.242 | ||||
| 13.10 | 14.40 | 24.3% | 0.70 | 0.0173 | -0.242 | 404 | 3.65 | 4.90 | 25.8% | -0.30 | 0.0174 | -0.249 | ||||
| 12.55 | 13.65 | 24.3% | 0.68 | 0.0177 | -0.248 | 405 | 3.85 | 4.65 | 41 | 24.6% | -0.32 | 0.0178 | -0.255 | |||
| 10.55 | 13.15 | 22.4% | 0.66 | 0.0181 | -0.255 | 406 | 3.80 | 5.50 | 24.7% | -0.34 | 0.0183 | -0.261 | ||||
| 11.00 | 12.45 | 24.1% | 0.64 | 0.0185 | -0.260 | 407 | 4.60 | 5.85 | 1 | 25.4% | -0.36 | 0.0186 | -0.266 | |||
| 10.55 | 11.75 | 24.2% | 0.63 | 0.0188 | -0.266 | 408 | 4.95 | 6.25 | 25.4% | -0.38 | 0.0190 | -0.271 | ||||
| 8.90 | 11.20 | 22.7% | 0.61 | 0.0191 | -0.270 | 409 | 5.40 | 6.90 | 9 | 25.8% | -0.40 | 0.0192 | -0.275 | |||
| 9.15 | 10.70 | 24.1% | 0.59 | 0.0193 | -0.274 | 410 | 5.60 | 7.25 | 1 | 25.3% | -0.42 | 0.0195 | -0.279 | |||
| 8.70 | 10.05 | 24.1% | 0.57 | 0.0195 | -0.278 | 411 | 6.35 | 7.15 | 1 | 25.0% | -0.44 | 0.0197 | -0.282 | |||
| 8.15 | 9.75 | 24.5% | 0.55 | 0.0196 | -0.280 | 412 | 6.50 | 8.75 | 26.2% | -0.46 | 0.0198 | -0.284 | ||||
| 7.70 | 9.15 | 10 | 24.5% | 0.53 | 0.0196 | -0.282 | 413 | 7.20 | 8.45 | 47 | 25.4% | -0.48 | 0.0199 | -0.286 | ||
| 7.15 | 8.50 | 24.2% | 0.51 | 0.0196 | -0.284 | 414 | 7.60 | 9.20 | 25.6% | -0.49 | 0.0199 | -0.287 | ||||
| 6.80 | 8.10 | 12 | 24.5% | 0.49 | 0.0196 | -0.284 | 415 | 8.15 | 9.50 | 25.3% | -0.51 | 0.0198 | -0.287 | |||
| 6.25 | 7.75 | 24.5% | 0.47 | 0.0195 | -0.285 | 416 | 8.70 | 10.05 | 12 | 25.3% | -0.53 | 0.0198 | -0.287 | |||
| 5.85 | 7.15 | 24.2% | 0.45 | 0.0194 | -0.284 | 417 | 9.30 | 10.60 | 25.3% | -0.55 | 0.0196 | -0.286 | ||||
| 5.45 | 6.75 | 2 | 24.3% | 0.43 | 0.0192 | -0.283 | 418 | 9.85 | 11.20 | 25.3% | -0.57 | 0.0195 | -0.285 | |||
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。