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 3.7% · 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 | |
| 6.15 | 6.55 | 0.98 | 0.0153 | 0.000 | 73 | 0 | 0.1400 | 13.0% | -0.04 | 0.0232 | -0.003 | |||||
| 5.55 | 6.25 | 12.9% | 0.98 | 0.0181 | 0.000 | 73.5 | 0 | 0.1500 | 12.2% | -0.04 | 0.0270 | -0.003 | ||||
| 5.05 | 5.75 | 11.9% | 0.97 | 0.0217 | 0.000 | 74 | 0 | 0.1800 | 11.8% | -0.05 | 0.0318 | -0.003 | ||||
| 4.55 | 5.25 | 10.9% | 0.97 | 0.0263 | 0.000 | 74.5 | 0 | 0.1600 | 10.6% | -0.06 | 0.0379 | -0.003 | ||||
| 4.00 | 4.80 | 9.9% | 0.96 | 0.0326 | 0.000 | 75 | 0 | 0.1700 | 9.8% | -0.07 | 0.0459 | -0.004 | ||||
| 3.55 | 4.25 | 8.9% | 0.96 | 0.0411 | -0.000 | 75.5 | 0 | 0.1800 | 8.9% | -0.08 | 0.0562 | -0.004 | ||||
| 3.05 | 3.60 | 0.95 | 0.0527 | -0.001 | 76 | 0 | 0.2000 | 8.2% | -0.09 | 0.0701 | -0.004 | |||||
| 2.51 | 3.10 | 0.93 | 0.0694 | -0.002 | 76.5 | 0 | 0.2400 | 7.5% | -0.12 | 0.0890 | -0.004 | |||||
| 2.04 | 2.77 | 6.1% | 0.91 | 0.0935 | -0.002 | 77 | 0 | 0.2500 | 6.5% | -0.14 | 0.1153 | -0.004 | ||||
| 1.63 | 2.27 | 6.1% | 0.88 | 0.1297 | -0.003 | 77.5 | 0 | 0.4500 | 6.7% | -0.19 | 0.1523 | -0.005 | ||||
| 1.13 | 1.79 | 5.1% | 0.83 | 0.1838 | -0.004 | 78 | 0 | 0.5200 | 5.8% | -0.25 | 0.2039 | -0.005 | ||||
| 0.7200 | 1.34 | 4.8% | 0.76 | 0.2620 | -0.005 | 78.5 | 0 | 0.4200 | 3.8% | -0.35 | 0.2716 | -0.005 | ||||
| 0.3000 | 0.7300 | 2 | 3.0% | 0.63 | 0.3628 | -0.005 | 79 | 0 | 0.9500 | 2 | 4.3% | -0.49 | 0.3479 | -0.005 | ||
| 0 | 0.4200 | 2.8% | 0.43 | 0.4637 | -0.004 | 79.5 | 0.3600 | 0.9100 | 3.0% | -0.70 | 0.3879 | -0.004 | ||||
| 0 | 0.2200 | 3.3% | 0.19 | 0.3636 | -0.003 | 80 | 0.7100 | 1.42 | 3.4% | -0.90 | 0.2313 | -0.001 | ||||
| 0 | 0.1000 | 4 | 3.5% | 0.10 | 0.1910 | -0.002 | 80.5 | 1.36 | 1.92 | 5.7% | -0.95 | 0.1197 | -0.000 | |||
| 0 | 0.0700 | 4.1% | 0.07 | 0.1166 | -0.002 | 81 | 1.84 | 2.37 | 6.2% | -0.96 | 0.0756 | 0.000 | ||||
| 0 | 0.0600 | 4.8% | 0.06 | 0.0809 | -0.002 | 81.5 | 2.34 | 2.87 | 7.3% | -0.97 | 0.0544 | 0.000 | ||||
| 0 | 0.0600 | 5.6% | 0.05 | 0.0610 | -0.002 | 82 | 2.83 | 3.40 | 8.5% | -0.97 | 0.0424 | 0.000 | ||||
| 0 | 0.0600 | 6.4% | 0.04 | 0.0484 | -0.002 | 82.5 | 3.30 | 3.90 | 9.1% | -0.97 | 0.0345 | 0.000 | ||||
| 0 | 0.0600 | 7.1% | 0.04 | 0.0398 | -0.002 | 83 | 3.85 | 4.25 | 8.7% | -0.98 | 0.0289 | 0.000 | ||||
| 0 | 0.0600 | 7.9% | 0.04 | 0.0335 | -0.002 | 83.5 | 4.30 | 4.75 | 8.5% | -0.98 | 0.0246 | 0.000 | ||||
| 0 | 0.2600 | 11.6% | 0.03 | 0.0288 | -0.002 | 84 | 4.80 | 5.35 | 11.2% | -0.98 | 0.0214 | 0.000 | ||||
| 0 | 0.1200 | 10.5% | 0.03 | 0.0250 | -0.002 | 84.5 | 5.30 | 5.85 | 12.1% | -0.98 | 0.0188 | 0.000 | ||||
| 0 | 0.1200 | 11.3% | 0.03 | 0.0220 | -0.002 | 85 | 5.80 | 6.35 | 13.0% | -0.98 | 0.0167 | 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。