GRAB 期权链 Grab Holdings Limited
Cboe delayed options data · 截至 06:37 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 ±10.6% (2.58–3.19) · ATM IV 41.7% · P/C 未平仓量 0.71
| 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 | |
| 0.0100 | 1.95 | 23 | 0.98 | 0.0525 | -0.001 | 1.5 | 0 | 0.0500 | 146.1% | -0.02 | 0.0526 | -0.001 | ||||
| 0.8500 | 0.9500 | 11 | 485 | 81.8% | 0.94 | 0.1581 | -0.001 | 2 | 0 | 0.0300 | 59 | 80.3% | -0.06 | 0.1587 | -0.001 | |
| 0.4100 | 0.6500 | 4 | 94.5% | 0.82 | 0.5231 | -0.002 | 2.5 | 0.0200 | 0.0500 | 71 | 50.1% | -0.18 | 0.5261 | -0.002 | ||
| 0.1200 | 0.1300 | 532 | 17.3K | 50.6% | 0.43 | 0.9271 | -0.003 | 3 | 0.1100 | 0.2500 | 156 | 30.9K | 32.7% | -0.58 | 0.9411 | -0.003 |
| 0.0300 | 0.0400 | 22 | 57.6% | 0.15 | 0.4724 | -0.002 | 3.5 | 0.4000 | 0.6700 | 5 | -0.86 | 0.4930 | -0.002 | |||
| 0 | 0.0100 | 505 | 22.6K | 55.7% | 0.06 | 0.2100 | -0.001 | 4 | 1.08 | 1.31 | 5 | 193 | 106.4% | -0.95 | 0.2313 | -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。