HYG 期权链 iShares iBoxx $ High Yield Corporate Bond ETF
Cboe delayed options data · 截至 13:03 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 ±4.1% (73.93–80.23) · ATM IV 6.7% · P/C 未平仓量 665.78
| 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 | |
| 34.50 | 39.45 | 62.5% | 1.00 | 0.0000 | 0.000 | 40 | 0 | 0.3700 | 3 | 47.2% | -0.01 | 0.0010 | -0.001 | |||
| 29.60 | 34.50 | 55.1% | 1.00 | 0.0000 | 0.000 | 45 | 0 | 0.2100 | 29 | 36.0% | -0.01 | 0.0017 | -0.002 | |||
| 24.60 | 29.45 | 44.3% | 1.00 | 0.0000 | 0.000 | 50 | 0 | 0.4100 | 33.0% | -0.02 | 0.0029 | -0.002 | ||||
| 19.60 | 24.40 | 34.5% | 1.00 | 0.0001 | 0.000 | 55 | 0 | 0.4200 | 10 | 26.5% | -0.03 | 0.0050 | -0.002 | |||
| 14.60 | 19.45 | 27.4% | 1.00 | 0.0004 | 0.000 | 60 | 0 | 0.5000 | 21.2% | -0.05 | 0.0090 | -0.003 | ||||
| 9.50 | 14.50 | 19.1% | 1.00 | 0.0035 | 0.000 | 65 | 0.0100 | 0.6100 | 41 | 16.0% | -0.08 | 0.0176 | -0.003 | |||
| 5.60 | 10.40 | 13.4% | 0.98 | 0.0168 | -0.001 | 69 | 0.0300 | 0.7700 | 31 | 11.9% | -0.14 | 0.0332 | -0.004 | |||
| 4.50 | 9.50 | 12.0% | 0.97 | 0.0254 | -0.002 | 70 | 0.0400 | 0.8600 | 251 | 11.0% | -0.16 | 0.0397 | -0.004 | |||
| 5.20 | 6.90 | 11.7% | 0.96 | 0.0381 | -0.003 | 71 | 0.1000 | 0.9300 | 10.1% | -0.19 | 0.0477 | -0.004 | ||||
| 2.90 | 7.45 | 11.8% | 0.93 | 0.0565 | -0.004 | 72 | 0.4200 | 1.07 | 35 | 50.0K | 10.2% | -0.22 | 0.0578 | -0.004 | ||
| 1.80 | 6.50 | 9.9% | 0.89 | 0.0850 | -0.005 | 73 | 0.5500 | 1.23 | 50 | 9.4% | -0.27 | 0.0700 | -0.004 | |||
| 2.24 | 3.70 | 0.83 | 0.1172 | -0.006 | 74 | 0.4700 | 1.52 | 2,257 | 8.2% | -0.34 | 0.0844 | -0.004 | ||||
| 1.28 | 2.92 | 6.0% | 0.73 | 0.1496 | -0.006 | 75 | 1.08 | 1.30 | 41 | 29.7K | 7.3% | -0.42 | 0.0997 | -0.004 | ||
| 0.7500 | 3.50 | 9.9% | 0.60 | 0.1688 | -0.006 | 76 | 0.8800 | 2.31 | 1 | 46.5K | 6.9% | -0.52 | 0.1133 | -0.004 | ||
| 0.7500 | 1.40 | 11 | 7.0% | 0.44 | 0.1633 | -0.004 | 77 | 1.15 | 3.00 | 5 | 50 | 6.4% | -0.65 | 0.1187 | -0.003 | |
| 0.0900 | 0.9600 | 3 | 5.9% | 0.28 | 0.1354 | -0.003 | 78 | 1.60 | 3.35 | 181 | 4.5% | -0.78 | 0.1043 | -0.002 | ||
| 0 | 0.5100 | 40 | 5.6% | 0.14 | 0.0938 | -0.002 | 79 | 1.00 | 5.00 | -0.89 | 0.0724 | -0.001 | ||||
| 0 | 0.0800 | 70 | 4.3% | 0.07 | 0.0535 | -0.001 | 80 | 2.00 | 6.50 | 21 | 4.2% | -0.94 | 0.0414 | -0.001 | ||
| 0 | 0.3500 | 55 | 7.1% | 0.04 | 0.0330 | -0.001 | 81 | 2.70 | 7.50 | -0.96 | 0.0261 | -0.000 | ||||
| 0.0100 | 0.3400 | 4 | 8.1% | 0.03 | 0.0219 | -0.001 | 82 | 3.55 | 8.40 | -0.97 | 0.0177 | -0.000 | ||||
| 0.0100 | 0.3100 | 10 | 8.8% | 0.02 | 0.0157 | -0.000 | 83 | 4.50 | 9.40 | -0.98 | 0.0130 | -0.000 | ||||
| 0 | 0.3500 | 1 | 9.9% | 0.02 | 0.0120 | -0.000 | 84 | 5.60 | 10.50 | -0.98 | 0.0101 | 0.000 | ||||
| 0 | 0.3300 | 10.6% | 0.01 | 0.0097 | -0.000 | 85 | 6.55 | 11.40 | -0.98 | 0.0083 | 0.000 | |||||
| 0 | 0.3400 | 11.5% | 0.01 | 0.0080 | -0.000 | 86 | 7.55 | 12.50 | -0.98 | 0.0070 | 0.000 | |||||
| 0 | 0.3400 | 12.3% | 0.01 | 0.0068 | -0.000 | 87 | 8.55 | 13.50 | -0.98 | 0.0060 | 0.000 | |||||
| 0 | 0.3400 | 13.1% | 0.01 | 0.0059 | -0.000 | 88 | 9.50 | 14.30 | -0.98 | 0.0052 | 0.000 | |||||
| 0 | 0.3200 | 13.7% | 0.01 | 0.0052 | -0.000 | 89 | 10.50 | 15.50 | -0.99 | 0.0046 | 0.000 | |||||
| 0 | 0.3200 | 14.5% | 0.01 | 0.0046 | -0.000 | 90 | 11.50 | 16.50 | -0.99 | 0.0041 | 0.000 | |||||
| 0 | 0.3300 | 15.3% | 0.01 | 0.0041 | -0.000 | 91 | 12.50 | 17.30 | -0.99 | 0.0037 | 0.000 | |||||
| 0 | 0.3300 | 16.0% | 0.01 | 0.0037 | -0.000 | 92 | 13.50 | 18.30 | -0.99 | 0.0033 | 0.000 | |||||
| 0 | 0.3300 | 16.8% | 0.01 | 0.0033 | -0.000 | 93 | 14.50 | 19.10 | -0.99 | 0.0030 | 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。