HYG 期权链 iShares iBoxx $ High Yield Corporate Bond ETF
Cboe delayed options data · 截至 20:03 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 ±1.4% (75.77–77.89) · ATM IV 5.3% · P/C 未平仓量 2.22
| 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 | |
| 31.75 | 32.00 | 2 | 84.7% | 1.00 | 0.0001 | 0.000 | 45 | 0 | 0.0100 | 2,001 | 62.4% | -0.00 | 0.0004 | -0.001 | ||
| 26.75 | 27.05 | 73.5% | 1.00 | 0.0002 | 0.000 | 50 | 0 | 0.0100 | 50.8% | -0.00 | 0.0007 | -0.002 | ||||
| 21.75 | 22.05 | 57.7% | 1.00 | 0.0004 | 0.000 | 55 | 0 | 0.0200 | 166 | 43.0% | -0.00 | 0.0013 | -0.002 | |||
| 16.75 | 17.05 | 6 | 43.2% | 1.00 | 0.0008 | 0.000 | 60 | 0.0100 | 0.0300 | 100.8K | 35.3% | -0.01 | 0.0026 | -0.002 | ||
| 11.75 | 12.00 | 1.00 | 0.0023 | 0.000 | 65 | 0.0100 | 0.0400 | 14 | 67.7K | 25.6% | -0.01 | 0.0061 | -0.003 | |||
| 10.75 | 11.00 | 1.00 | 0.0028 | 0.000 | 66 | 0.0200 | 0.0400 | 4 | 24.1% | -0.02 | 0.0074 | -0.003 | ||||
| 9.75 | 10.00 | 0.99 | 0.0037 | -0.000 | 67 | 0.0200 | 0.0500 | 74 | 802 | 22.5% | -0.02 | 0.0092 | -0.004 | |||
| 8.80 | 9.00 | 22.0% | 0.99 | 0.0050 | -0.000 | 68 | 0.0200 | 0.0500 | 8 | 20.3% | -0.02 | 0.0116 | -0.004 | |||
| 7.80 | 8.05 | 22.6% | 0.99 | 0.0068 | -0.001 | 69 | 0.0300 | 0.0600 | 6,487 | 18.9% | -0.03 | 0.0150 | -0.004 | |||
| 6.80 | 7.05 | 20.1% | 0.99 | 0.0096 | -0.001 | 70 | 0.0400 | 0.0700 | 36.0K | 17.3% | -0.03 | 0.0199 | -0.004 | |||
| 5.80 | 6.05 | 17.5% | 0.99 | 0.0146 | -0.002 | 71 | 0.0500 | 0.0800 | 32.1K | 15.6% | -0.04 | 0.0273 | -0.005 | |||
| 4.80 | 5.05 | 14.9% | 0.98 | 0.0228 | -0.003 | 72 | 0.0600 | 0.0900 | 220.4K | 13.6% | -0.06 | 0.0388 | -0.006 | |||
| 3.80 | 4.05 | 22 | 12.4% | 0.97 | 0.0384 | -0.004 | 73 | 0.0900 | 0.1100 | 47.3K | 12.0% | -0.08 | 0.0577 | -0.007 | ||
| 3.35 | 3.55 | 12.3% | 0.96 | 0.0510 | -0.004 | 73.5 | 0.1100 | 0.1300 | 11.2% | -0.10 | 0.0716 | -0.007 | ||||
| 2.88 | 3.05 | 11.4% | 0.94 | 0.0691 | -0.005 | 74 | 0.1200 | 0.1500 | 574 | 145.4K | 10.2% | -0.13 | 0.0900 | -0.008 | ||
| 2.39 | 2.53 | 9.8% | 0.92 | 0.0953 | -0.006 | 74.5 | 0.1700 | 0.1800 | 1 | 9.5% | -0.16 | 0.1148 | -0.008 | |||
| 1.92 | 2.04 | 10 | 8.8% | 0.89 | 0.1343 | -0.008 | 75 | 0.2000 | 0.2200 | 18.6K | 257.2K | 8.5% | -0.20 | 0.1483 | -0.009 | |
| 1.47 | 1.55 | 7.8% | 0.84 | 0.1911 | -0.009 | 75.5 | 0.2600 | 0.2900 | 59 | 3,102 | 7.7% | -0.27 | 0.1929 | -0.009 | ||
| 1.04 | 1.10 | 5,243 | 7.0% | 0.75 | 0.2698 | -0.010 | 76 | 0.3500 | 0.3900 | 19.2K | 244.0K | 6.9% | -0.36 | 0.2490 | -0.010 | |
| 0.6200 | 0.7000 | 6.1% | 0.63 | 0.3611 | -0.011 | 76.5 | 0.4900 | 0.5300 | 12.2K | 932 | 6.1% | -0.49 | 0.3103 | -0.009 | ||
| 0.3000 | 0.3600 | 7,407 | 43.5K | 5.3% | 0.44 | 0.4235 | -0.009 | 77 | 0.7000 | 0.7600 | 1,514 | 368.8K | 5.3% | -0.67 | 0.3459 | -0.007 |
| 0.1000 | 0.1500 | 5,874 | 1,090 | 4.7% | 0.23 | 0.3323 | -0.006 | 77.5 | 0.9700 | 1.09 | 3.6% | -0.84 | 0.2626 | -0.005 | ||
| 0.0300 | 0.0600 | 325 | 152.6K | 4.6% | 0.10 | 0.1787 | -0.003 | 78 | 1.42 | 1.57 | 10 | 250.1K | -0.95 | 0.1245 | -0.002 | |
| 0.0100 | 0.0300 | 4.9% | 0.04 | 0.0781 | -0.001 | 78.5 | 1.89 | 2.08 | -0.99 | 0.0393 | -0.000 | |||||
| 0 | 0.0100 | 550 | 222.9K | 4.8% | 0.02 | 0.0396 | -0.001 | 79 | 2.35 | 2.57 | 1 | 144.4K | -0.99 | 0.0153 | 0.000 | |
| 0 | 0.0200 | 6.2% | 0.01 | 0.0264 | -0.001 | 79.5 | 2.85 | 3.10 | -1.00 | 0.0097 | 0.000 | |||||
| 0 | 0.0100 | 5,000 | 186.2K | 6.4% | 0.01 | 0.0200 | -0.001 | 80 | 3.40 | 3.60 | 76.4K | -1.00 | 0.0075 | 0.000 | ||
| 0 | 0.0200 | 7.9% | 0.01 | 0.0160 | -0.001 | 80.5 | 3.85 | 4.10 | -1.00 | 0.0062 | 0.000 | |||||
| 0 | 0.0100 | 244.3K | 8.0% | 0.01 | 0.0132 | -0.001 | 81 | 4.35 | 4.60 | 97 | -1.00 | 0.0053 | 0.000 | |||
| 0 | 0.0100 | 8.8% | 0.01 | 0.0111 | -0.001 | 81.5 | 4.80 | 5.10 | -1.00 | 0.0046 | 0.000 | |||||
| 0 | 0.0100 | 5,945 | 9.5% | 0.01 | 0.0094 | -0.001 | 82 | 5.35 | 5.60 | 180 | -1.00 | 0.0040 | 0.000 | |||
| 0 | 0.0100 | 10.3% | 0.01 | 0.0082 | -0.001 | 82.5 | 5.80 | 6.10 | -1.00 | 0.0035 | 0.000 | |||||
| 0 | 0.0100 | 10.0K | 11.0% | 0.01 | 0.0071 | -0.001 | 83 | 6.35 | 6.60 | 214 | -1.00 | 0.0031 | 0.000 | |||
| 0 | 0.0100 | 30.0K | 12.4% | 0.01 | 0.0056 | -0.001 | 84 | 7.30 | 7.60 | 228 | -1.00 | 0.0025 | 0.000 | |||
| 0 | 0.0100 | 13.9% | 0.00 | 0.0046 | -0.001 | 85 | 8.35 | 8.60 | 4 | 16 | -1.00 | 0.0020 | 0.000 | |||
| 0 | 0.0100 | 15.2% | 0.00 | 0.0038 | -0.001 | 86 | 9.35 | 9.60 | 25 | -1.00 | 0.0017 | 0.000 | ||||
| 0 | 0.0100 | 16.6% | 0.00 | 0.0032 | -0.001 | 87 | 10.30 | 10.60 | 3 | -1.00 | 0.0015 | 0.000 | ||||
| 0 | 0.0100 | 17.9% | 0.00 | 0.0027 | -0.001 | 88 | 11.30 | 11.60 | 2 | -1.00 | 0.0012 | 0.000 | ||||
| 0 | 0.0100 | 19.2% | 0.00 | 0.0023 | -0.001 | 89 | 12.35 | 12.60 | 1 | -1.00 | 0.0011 | 0.000 | ||||
| 0 | 0.0100 | 20.4% | 0.00 | 0.0020 | -0.001 | 90 | 13.35 | 13.60 | 127 | 1 | -1.00 | 0.0010 | 0.000 | |||
| 0 | 0.0100 | 21.7% | 0.00 | 0.0018 | -0.001 | 91 | 14.35 | 14.60 | 2 | -1.00 | 0.0008 | 0.000 | ||||
| 0 | 0.0100 | 22.9% | 0.00 | 0.0016 | -0.001 | 92 | 15.35 | 15.60 | 4 | -1.00 | 0.0008 | 0.000 | ||||
| 0 | 0.0100 | 26.5% | 0.00 | 0.0011 | -0.001 | 95 | 18.35 | 18.60 | -1.00 | 0.0005 | 0.000 | |||||
| 0 | 0.0100 | 32.1% | 0.00 | 0.0007 | -0.001 | 100 | 23.30 | 23.60 | -1.00 | 0.0003 | 0.000 | |||||
| 0 | 0.0100 | 37.3% | 0.00 | 0.0005 | -0.000 | 105 | 28.30 | 28.60 | -1.00 | 0.0002 | 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。