HYG 期权链 iShares iBoxx $ High Yield Corporate Bond ETF
Cboe delayed options data · 截至 21:51 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 ±1.2% (78.22–80.20) · ATM IV 4.0% · P/C 未平仓量 5.99
| 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 | |
| 33.95 | 34.45 | 20 | 1.00 | 0.0001 | 0.000 | 45 | 0 | 0.2100 | 1 | 78.7% | -0.00 | 0.0003 | -0.001 | |||
| 28.95 | 29.45 | 1.00 | 0.0002 | 0.000 | 50 | 0 | 0.2100 | 65.4% | -0.00 | 0.0004 | -0.001 | |||||
| 24.10 | 24.45 | 1.00 | 0.0004 | 0.000 | 55 | 0 | 0.2100 | 1 | 53.3% | -0.00 | 0.0008 | -0.001 | ||||
| 19.00 | 19.65 | 37.6% | 1.00 | 0.0007 | 0.000 | 60 | 0 | 0.2200 | 301 | 42.4% | -0.00 | 0.0015 | -0.001 | |||
| 14.15 | 14.65 | 33.2% | 1.00 | 0.0016 | 0.000 | 65 | 0 | 0.0700 | 1,489 | 26.4% | -0.01 | 0.0031 | -0.001 | |||
| 11.00 | 11.50 | 0.99 | 0.0029 | 0.000 | 68 | 0 | 0.1000 | 10 | 22.2% | -0.01 | 0.0055 | -0.002 | ||||
| 9.95 | 10.60 | 0.99 | 0.0037 | 0.000 | 69 | 0 | 0.2400 | 565 | 23.9% | -0.01 | 0.0068 | -0.002 | ||||
| 9.10 | 9.50 | 0.99 | 0.0047 | 0.000 | 70 | 0 | 0.0400 | 26.1K | 16.2% | -0.02 | 0.0086 | -0.002 | ||||
| 8.05 | 8.65 | 15.9% | 0.99 | 0.0062 | 0.000 | 71 | 0 | 0.0400 | 19.1K | 14.5% | -0.02 | 0.0111 | -0.002 | |||
| 7.05 | 7.55 | 0.99 | 0.0084 | 0.000 | 72 | 0.0100 | 0.2400 | 25 | 71.7K | 17.8% | -0.02 | 0.0147 | -0.002 | |||
| 6.00 | 6.55 | 0.99 | 0.0119 | 0.000 | 73 | 0.0200 | 0.0500 | 26.2K | 12.2% | -0.03 | 0.0202 | -0.003 | ||||
| 5.05 | 5.75 | 13.2% | 0.98 | 0.0176 | 0.000 | 74 | 0 | 0.0700 | 96.0K | 10.5% | -0.04 | 0.0288 | -0.003 | |||
| 4.05 | 4.75 | 11.1% | 0.97 | 0.0275 | 0.000 | 75 | 0 | 0.1200 | 1 | 181.3K | 9.6% | -0.06 | 0.0430 | -0.003 | ||
| 3.15 | 3.55 | 1 | 1 | 0.96 | 0.0461 | -0.000 | 76 | 0 | 0.1300 | 75 | 51.4K | 7.8% | -0.08 | 0.0682 | -0.004 | |
| 2.06 | 2.72 | 6.4% | 0.93 | 0.0853 | -0.002 | 77 | 0.1000 | 0.3300 | 2,527 | 163.4K | 8.3% | -0.13 | 0.1166 | -0.005 | ||
| 1.15 | 1.73 | 1 | 5.3% | 0.86 | 0.1798 | -0.003 | 78 | 0.1200 | 0.3200 | 5,234 | 183.8K | 5.6% | -0.24 | 0.2178 | -0.005 | |
| 0.4100 | 0.8400 | 2,217 | 4,394 | 4.5% | 0.64 | 0.3956 | -0.005 | 79 | 0.1800 | 0.5500 | 2,777 | 285.6K | 3.4% | -0.50 | 0.3787 | -0.005 |
| 0.0500 | 0.1300 | 3,901 | 111.2K | 3.3% | 0.20 | 0.3652 | -0.003 | 80 | 0.9500 | 1.12 | 10.2K | 70.0K | 2.3% | -0.89 | 0.2312 | -0.001 |
| 0 | 0.0100 | 10 | 25.7K | 3.2% | 0.02 | 0.0598 | -0.001 | 81 | 1.72 | 2.30 | 610 | -0.99 | 0.0268 | 0.000 | ||
| 0 | 0.0100 | 52.7K | 4.7% | 0.01 | 0.0274 | -0.001 | 82 | 2.87 | 3.35 | 224 | 8.5% | -0.99 | 0.0152 | 0.000 | ||
| 0 | 0.0900 | 10 | 8.4% | 0.01 | 0.0167 | -0.001 | 83 | 3.70 | 4.35 | 69 | 7.0% | -0.99 | 0.0101 | 0.000 | ||
| 0 | 0.1500 | 2,496 | 11.1% | 0.01 | 0.0115 | -0.001 | 84 | 4.85 | 5.40 | 29 | 12.8% | -0.99 | 0.0074 | 0.000 | ||
| 0 | 0.2200 | 29 | 13.9% | 0.01 | 0.0085 | -0.001 | 85 | 5.85 | 6.30 | 679 | 13.1% | -0.99 | 0.0057 | 0.000 | ||
| 0 | 0.2200 | 115 | 15.6% | 0.01 | 0.0066 | -0.001 | 86 | 6.85 | 7.35 | 78 | 15.8% | -1.00 | 0.0045 | 0.000 | ||
| 0 | 0.2100 | 17.1% | 0.01 | 0.0053 | -0.001 | 87 | 7.85 | 8.30 | 2 | 16.6% | -1.00 | 0.0037 | 0.000 | |||
| 0 | 0.2100 | 18.7% | 0.00 | 0.0044 | -0.001 | 88 | 8.85 | 9.30 | 1 | 18.3% | -1.00 | 0.0031 | 0.000 | |||
| 0 | 0.2100 | 20.3% | 0.00 | 0.0037 | -0.001 | 89 | 9.80 | 10.30 | 2 | 18.7% | -1.00 | 0.0026 | 0.000 | |||
| 0 | 0.2100 | 21.8% | 0.00 | 0.0031 | -0.001 | 90 | 10.80 | 11.35 | 21.6% | -1.00 | 0.0022 | 0.000 | ||||
| 0 | 0.2100 | 23.2% | 0.00 | 0.0027 | -0.001 | 91 | 11.60 | 12.30 | -1.00 | 0.0020 | 0.000 | |||||
| 0 | 0.2100 | 24.7% | 0.00 | 0.0024 | -0.001 | 92 | 12.80 | 13.35 | 4 | 24.8% | -1.00 | 0.0017 | 0.000 | |||
| 0 | 0.2100 | 26.1% | 0.00 | 0.0021 | -0.001 | 93 | 13.60 | 14.30 | -1.00 | 0.0015 | 0.000 | |||||
| 0 | 0.6100 | 35.6% | 0.00 | 0.0017 | -0.001 | 95 | 15.80 | 16.30 | 10 | 28.1% | -1.00 | 0.0012 | 0.000 | |||
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。