HYG 期权链 iShares iBoxx $ High Yield Corporate Bond ETF
Cboe delayed options data · 截至 15:03 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 ±3.9% (73.86–79.91) · ATM IV 5.8% · P/C 未平仓量 3.80
| 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 | |
| 35.55 | 38.35 | 58.3% | 1.00 | 0.0000 | 0.000 | 40 | 0 | 0.2000 | 30.0K | 39.5% | -0.01 | 0.0012 | -0.001 | |||
| 29.85 | 34.00 | 1.00 | 0.0000 | 0.000 | 45 | 0 | 0.3400 | 35.7% | -0.02 | 0.0020 | -0.002 | |||||
| 24.85 | 29.05 | 37.4% | 1.00 | 0.0000 | 0.000 | 50 | 0 | 0.3600 | 29.6% | -0.02 | 0.0033 | -0.002 | ||||
| 19.90 | 24.05 | 32.0% | 1.00 | 0.0000 | 0.000 | 55 | 0 | 0.4000 | 4 | 24.1% | -0.03 | 0.0056 | -0.002 | |||
| 14.90 | 19.05 | 24.2% | 1.00 | 0.0002 | 0.000 | 60 | 0.0100 | 0.4700 | 5 | 19.2% | -0.05 | 0.0098 | -0.003 | |||
| 9.90 | 14.05 | 16.8% | 1.00 | 0.0026 | 0.000 | 65 | 0.0400 | 0.6000 | 14.7% | -0.09 | 0.0187 | -0.003 | ||||
| 6.90 | 11.05 | 12.3% | 0.99 | 0.0106 | 0.000 | 68 | 0.0600 | 0.7400 | 12.0% | -0.13 | 0.0292 | -0.004 | ||||
| 6.10 | 10.05 | 14.6% | 0.98 | 0.0169 | -0.001 | 69 | 0.0800 | 0.8100 | 26 | 11.2% | -0.15 | 0.0342 | -0.004 | |||
| 4.90 | 9.00 | 0.97 | 0.0268 | -0.001 | 70 | 0.3700 | 0.9100 | 70.0K | 11.4% | -0.18 | 0.0405 | -0.004 | ||||
| 3.90 | 8.00 | 0.96 | 0.0415 | -0.003 | 71 | 0.2300 | 1.01 | 20 | 9.9% | -0.21 | 0.0482 | -0.004 | ||||
| 4.30 | 5.80 | 10.0% | 0.93 | 0.0646 | -0.004 | 72 | 0.3400 | 1.17 | 80 | 9.3% | -0.24 | 0.0574 | -0.004 | |||
| 3.55 | 4.50 | 8.1% | 0.88 | 0.0944 | -0.005 | 73 | 0.5000 | 1.36 | 1 | 8.7% | -0.29 | 0.0686 | -0.004 | |||
| 2.65 | 3.65 | 8.0% | 0.81 | 0.1297 | -0.006 | 74 | 0.6900 | 1.62 | 15 | 8.2% | -0.35 | 0.0813 | -0.004 | |||
| 1.87 | 2.82 | 7.6% | 0.71 | 0.1512 | -0.006 | 75 | 0.9400 | 1.91 | 21.7K | 7.5% | -0.43 | 0.0947 | -0.004 | |||
| 1.14 | 2.10 | 6.9% | 0.58 | 0.1573 | -0.005 | 76 | 1.22 | 2.22 | 10 | 6.7% | -0.53 | 0.1065 | -0.003 | |||
| 0.4700 | 1.41 | 6.0% | 0.43 | 0.1486 | -0.004 | 77 | 1.59 | 2.57 | 80 | 5.5% | -0.65 | 0.1111 | -0.003 | |||
| 0.1000 | 0.8500 | 2 | 5.3% | 0.28 | 0.1294 | -0.003 | 78 | 2.15 | 3.15 | 244 | 4.6% | -0.78 | 0.0991 | -0.002 | ||
| 0 | 0.5000 | 1 | 5.2% | 0.15 | 0.0926 | -0.002 | 79 | 1.73 | 5.45 | 1 | 5.4% | -0.88 | 0.0703 | -0.001 | ||
| 0 | 0.1000 | 2,285 | 4.2% | 0.07 | 0.0555 | -0.001 | 80 | 2.66 | 6.55 | 5,009 | 6.8% | -0.94 | 0.0424 | -0.000 | ||
| 0.0200 | 0.3000 | 9,070 | 6.5% | 0.05 | 0.0355 | -0.001 | 81 | 3.60 | 7.45 | 7.3% | -0.96 | 0.0278 | 0.000 | |||
| 0 | 0.0400 | 22.0K | 5.0% | 0.03 | 0.0240 | -0.001 | 82 | 4.60 | 8.45 | 8.4% | -0.97 | 0.0191 | 0.000 | |||
| 0 | 0.0400 | 118 | 5.6% | 0.02 | 0.0172 | -0.000 | 83 | 5.55 | 9.35 | 8.8% | -0.97 | 0.0139 | 0.000 | |||
| 0 | 0.2900 | 8.8% | 0.02 | 0.0130 | -0.000 | 84 | 6.55 | 10.45 | 3 | 10.4% | -0.98 | 0.0107 | 0.000 | |||
| 0 | 0.2900 | 9.6% | 0.02 | 0.0104 | -0.000 | 85 | 7.50 | 11.45 | 11.3% | -0.98 | 0.0086 | 0.000 | ||||
| 0 | 0.2800 | 10.3% | 0.01 | 0.0086 | -0.000 | 86 | 8.45 | 12.45 | 12.1% | -0.98 | 0.0072 | 0.000 | ||||
| 0 | 0.2800 | 11.0% | 0.01 | 0.0073 | -0.000 | 87 | 9.80 | 12.50 | 1 | -0.98 | 0.0062 | 0.000 | ||||
| 0 | 0.2700 | 11.7% | 0.01 | 0.0064 | -0.000 | 88 | 10.40 | 14.45 | 7 | 14.0% | -0.98 | 0.0055 | 0.000 | |||
| 0 | 0.2800 | 12.4% | 0.01 | 0.0056 | -0.000 | 89 | 11.40 | 15.45 | 4 | 15.0% | -0.98 | 0.0048 | 0.000 | |||
| 0 | 0.2700 | 13.0% | 0.01 | 0.0049 | -0.000 | 90 | 12.35 | 16.45 | 5 | 15.8% | -0.98 | 0.0043 | 0.000 | |||
| 0 | 0.2700 | 13.7% | 0.01 | 0.0044 | -0.000 | 91 | 13.35 | 17.40 | 16.5% | -0.99 | 0.0039 | 0.000 | ||||
| 0 | 0.2800 | 14.4% | 0.01 | 0.0040 | -0.000 | 92 | 14.30 | 18.40 | 17.2% | -0.99 | 0.0035 | 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。