HYG 期权链 iShares iBoxx $ High Yield Corporate Bond ETF
Cboe delayed options data · 截至 18:35 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 ±4.3% (75.84–82.67) · ATM IV 5.1% · P/C 未平仓量 10.23
| 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 | |
| 37.00 | 41.75 | 53.2% | 1.00 | 0.0000 | 0.000 | 40 | 0 | 0.4600 | 10 | 38.3% | -0.02 | 0.0016 | -0.002 | |||
| 32.00 | 36.80 | 45.2% | 1.00 | 0.0000 | 0.000 | 45 | 0 | 0.4900 | 32.6% | -0.02 | 0.0024 | -0.002 | ||||
| 27.00 | 31.80 | 36.7% | 1.00 | 0.0000 | 0.000 | 50 | 0 | 0.5200 | 27.3% | -0.03 | 0.0037 | -0.002 | ||||
| 22.00 | 26.80 | 29.2% | 1.00 | 0.0001 | 0.000 | 55 | 0 | 0.5700 | 1 | 22.6% | -0.04 | 0.0058 | -0.002 | |||
| 17.00 | 21.85 | 23.6% | 1.00 | 0.0005 | 0.000 | 60 | 0.0100 | 0.6500 | 1 | 18.4% | -0.07 | 0.0094 | -0.003 | |||
| 12.30 | 16.45 | 1.00 | 0.0028 | 0.000 | 65 | 0.0100 | 0.8300 | 14.5% | -0.10 | 0.0159 | -0.003 | |||||
| 9.30 | 13.45 | 0.99 | 0.0070 | 0.000 | 68 | 0.0100 | 1.01 | 12.3% | -0.13 | 0.0228 | -0.003 | |||||
| 8.30 | 12.45 | 0.99 | 0.0095 | 0.000 | 69 | 0.0400 | 1.09 | 11.7% | -0.14 | 0.0260 | -0.003 | |||||
| 7.30 | 11.45 | 0.98 | 0.0127 | 0.000 | 70 | 0.5000 | 1.17 | 2,006 | 12.3% | -0.16 | 0.0298 | -0.003 | ||||
| 7.45 | 9.60 | 12.7% | 0.98 | 0.0172 | -0.000 | 71 | 0.1500 | 1.27 | 10.5% | -0.18 | 0.0344 | -0.003 | ||||
| 6.50 | 8.60 | 11.8% | 0.97 | 0.0238 | -0.001 | 72 | 0.2100 | 1.38 | 9.9% | -0.20 | 0.0400 | -0.003 | ||||
| 5.50 | 7.65 | 10.9% | 0.96 | 0.0334 | -0.001 | 73 | 0.3000 | 1.52 | 15 | 9.3% | -0.23 | 0.0467 | -0.003 | |||
| 4.70 | 6.10 | 0.94 | 0.0478 | -0.002 | 74 | 0.4500 | 1.70 | 6 | 8.8% | -0.27 | 0.0550 | -0.003 | ||||
| 3.75 | 5.15 | 6.5% | 0.91 | 0.0681 | -0.003 | 75 | 1.13 | 1.14 | 534 | 51.3K | 7.8% | -0.31 | 0.0649 | -0.003 | ||
| 2.85 | 4.25 | 6.9% | 0.86 | 0.0983 | -0.004 | 76 | 1.00 | 2.19 | 254 | 8.1% | -0.37 | 0.0762 | -0.003 | |||
| 2.02 | 3.45 | 6.8% | 0.79 | 0.1338 | -0.004 | 77 | 1.10 | 2.47 | 1 | 7.2% | -0.45 | 0.0885 | -0.003 | |||
| 1.22 | 2.61 | 1 | 6.1% | 0.68 | 0.1707 | -0.004 | 78 | 1.32 | 2.73 | 6.3% | -0.54 | 0.0995 | -0.002 | |||
| 0.4500 | 1.80 | 5.1% | 0.52 | 0.1869 | -0.004 | 79 | 1.59 | 2.98 | 7 | 5.1% | -0.65 | 0.1039 | -0.002 | |||
| 0.0100 | 1.16 | 4 | 4.6% | 0.35 | 0.1562 | -0.003 | 80 | 2.06 | 4.35 | 6.0% | -0.76 | 0.0929 | -0.001 | |||
| 0 | 0.7600 | 213 | 4.8% | 0.22 | 0.1090 | -0.002 | 81 | 1.58 | 5.75 | 4.5% | -0.84 | 0.0724 | -0.001 | |||
| 0 | 0.5500 | 5,015 | 5.2% | 0.16 | 0.0749 | -0.002 | 82 | 2.50 | 6.65 | 5.0% | -0.87 | 0.0558 | -0.001 | |||
| 0 | 0.4600 | 5.8% | 0.13 | 0.0561 | -0.002 | 83 | 3.45 | 7.60 | 5.6% | -0.88 | 0.0447 | -0.001 | ||||
| 0 | 0.4300 | 6.4% | 0.12 | 0.0444 | -0.002 | 84 | 4.40 | 8.60 | 6.4% | -0.89 | 0.0369 | -0.001 | ||||
| 0 | 0.4200 | 7.1% | 0.10 | 0.0365 | -0.001 | 85 | 5.35 | 9.55 | 7.0% | -0.90 | 0.0313 | -0.000 | ||||
| 0 | 0.4200 | 7.8% | 0.09 | 0.0309 | -0.001 | 86 | 6.35 | 10.50 | 7.7% | -0.91 | 0.0270 | -0.000 | ||||
| 0 | 0.4100 | 8.4% | 0.08 | 0.0266 | -0.001 | 87 | 7.30 | 11.50 | 8.5% | -0.92 | 0.0237 | -0.000 | ||||
| 0 | 0.4100 | 9.0% | 0.08 | 0.0234 | -0.001 | 88 | 8.25 | 12.45 | 9.0% | -0.92 | 0.0210 | -0.000 | ||||
| 0 | 0.4100 | 9.7% | 0.07 | 0.0207 | -0.002 | 89 | 9.25 | 12.20 | -0.92 | 0.0189 | 0.000 | |||||
| 0 | 0.4100 | 10.3% | 0.07 | 0.0185 | -0.002 | 90 | 10.20 | 14.35 | 10.1% | -0.93 | 0.0170 | 0.000 | ||||
| 0 | 0.4100 | 10.9% | 0.06 | 0.0168 | -0.002 | 91 | 11.15 | 15.35 | 10.8% | -0.93 | 0.0155 | 0.000 | ||||
| 0 | 0.4100 | 11.5% | 0.06 | 0.0153 | -0.002 | 92 | 12.10 | 16.30 | 11.2% | -0.93 | 0.0142 | 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。