KRE 期权链 State Street SPDR S&P Regional Banking ETF
Cboe delayed options data · 截至 15:40 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 ±5.7% (65.81–73.75) · ATM IV 21.7% · P/C 未平仓量 0.12
| 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 | |
| 28.40 | 32.00 | 101.2% | 0.99 | 0.0009 | 0.000 | 40 | 0 | 2.14 | 133.5% | -0.01 | 0.0009 | -0.003 | ||||
| 23.40 | 26.85 | 76.9% | 0.99 | 0.0018 | -0.002 | 45 | 0 | 1.85 | 106.1% | -0.01 | 0.0018 | -0.004 | ||||
| 18.45 | 21.90 | 62.3% | 0.98 | 0.0038 | -0.004 | 50 | 0 | 1.60 | 82.4% | -0.02 | 0.0038 | -0.006 | ||||
| 13.55 | 16.95 | 49.4% | 0.96 | 0.0083 | -0.009 | 55 | 0 | 2.23 | 2 | 71.2% | -0.04 | 0.0083 | -0.010 | |||
| 8.80 | 12.10 | 3 | 39.4% | 0.91 | 0.0189 | -0.015 | 60 | 0 | 1.46 | 2 | 45.2% | -0.08 | 0.0190 | -0.016 | ||
| 6.80 | 9.35 | 40.8% | 0.86 | 0.0310 | -0.020 | 63 | 0.3700 | 1.05 | 1 | 34.6% | -0.14 | 0.0312 | -0.021 | |||
| 6.10 | 8.55 | 34.9% | 0.84 | 0.0336 | -0.021 | 63.5 | 0.3900 | 1.07 | 33.3% | -0.16 | 0.0339 | -0.022 | ||||
| 5.70 | 8.45 | 37.0% | 0.83 | 0.0363 | -0.022 | 64 | 0.2200 | 2.65 | 42.3% | -0.17 | 0.0366 | -0.023 | ||||
| 4.70 | 8.05 | 32.1% | 0.81 | 0.0392 | -0.023 | 64.5 | 0.3000 | 0.9800 | 28.3% | -0.19 | 0.0396 | -0.024 | ||||
| 4.35 | 7.65 | 32.1% | 0.79 | 0.0423 | -0.024 | 65 | 0.6900 | 0.8400 | 2 | 28.6% | -0.21 | 0.0427 | -0.024 | |||
| 4.90 | 7.20 | 37.7% | 0.77 | 0.0455 | -0.025 | 65.5 | 0.6900 | 2.90 | 40.9% | -0.23 | 0.0459 | -0.025 | ||||
| 4.50 | 6.20 | 33.0% | 0.75 | 0.0487 | -0.025 | 66 | 0.7600 | 3.00 | 2 | 39.8% | -0.25 | 0.0492 | -0.026 | |||
| 4.15 | 5.35 | 29.6% | 0.73 | 0.0520 | -0.026 | 66.5 | 0.6600 | 1.30 | 26.2% | -0.27 | 0.0526 | -0.027 | ||||
| 3.90 | 4.65 | 27.9% | 0.70 | 0.0553 | -0.027 | 67 | 0 | 1.33 | 4 | 19.9% | -0.30 | 0.0559 | -0.028 | |||
| 3.55 | 4.00 | 50 | 25.7% | 0.68 | 0.0584 | -0.028 | 67.5 | 1.11 | 3.25 | 2 | 36.7% | -0.32 | 0.0592 | -0.028 | ||
| 3.15 | 3.65 | 20 | 25.0% | 0.65 | 0.0614 | -0.028 | 68 | 1.12 | 1.58 | 24.6% | -0.35 | 0.0623 | -0.029 | |||
| 2.88 | 3.30 | 24.9% | 0.62 | 0.0641 | -0.029 | 68.5 | 1.43 | 3.45 | 34.8% | -0.38 | 0.0651 | -0.029 | ||||
| 2.51 | 3.10 | 24.9% | 0.59 | 0.0665 | -0.029 | 69 | 1.52 | 1.94 | 24.2% | -0.42 | 0.0676 | -0.029 | ||||
| 2.29 | 2.71 | 3 | 24.5% | 0.55 | 0.0684 | -0.029 | 69.5 | 1.87 | 2.36 | 25.9% | -0.45 | 0.0696 | -0.029 | |||
| 1.08 | 2.50 | 1 | 19.5% | 0.52 | 0.0697 | -0.029 | 70 | 1.96 | 2.39 | 23.8% | -0.49 | 0.0711 | -0.029 | |||
| 1.76 | 2.17 | 5 | 24.0% | 0.48 | 0.0704 | -0.029 | 70.5 | 2.37 | 2.72 | 25.0% | -0.52 | 0.0719 | -0.029 | |||
| 1.57 | 1.91 | 49 | 23.9% | 0.45 | 0.0704 | -0.028 | 71 | 2.29 | 2.91 | 22.4% | -0.56 | 0.0721 | -0.029 | |||
| 1.32 | 3.50 | 33.6% | 0.41 | 0.0698 | -0.028 | 71.5 | 2.79 | 3.20 | 23.4% | -0.59 | 0.0716 | -0.028 | ||||
| 1.15 | 1.55 | 23.7% | 0.38 | 0.0685 | -0.027 | 72 | 2.16 | 4.75 | 25.0% | -0.63 | 0.0705 | -0.027 | ||||
| 0.9800 | 3.25 | 34.5% | 0.35 | 0.0665 | -0.026 | 72.5 | 3.45 | 3.85 | 23.6% | -0.66 | 0.0687 | -0.026 | ||||
| 0.5500 | 1.24 | 2 | 21.9% | 0.31 | 0.0641 | -0.025 | 73 | 3.40 | 5.40 | 1 | 28.2% | -0.70 | 0.0665 | -0.026 | ||
| 0.5700 | 2.95 | 34.2% | 0.28 | 0.0612 | -0.024 | 73.5 | 3.65 | 5.75 | 27.5% | -0.73 | 0.0638 | -0.025 | ||||
| 0.6100 | 2.84 | 35.6% | 0.26 | 0.0580 | -0.023 | 74 | 4.10 | 6.05 | 27.6% | -0.76 | 0.0607 | -0.023 | ||||
| 0.3300 | 0.8900 | 22.8% | 0.23 | 0.0546 | -0.021 | 74.5 | 4.55 | 5.75 | 23.1% | -0.78 | 0.0575 | -0.022 | ||||
| 0 | 0.7800 | 1 | 20.5% | 0.21 | 0.0511 | -0.020 | 75 | 4.90 | 6.55 | 25.7% | -0.81 | 0.0541 | -0.021 | |||
| 0.3100 | 1.04 | 28.0% | 0.17 | 0.0441 | -0.018 | 76 | 5.65 | 7.55 | 26.4% | -0.85 | 0.0473 | -0.019 | ||||
| 0 | 1.57 | 32.4% | 0.13 | 0.0375 | -0.016 | 77 | 6.10 | 8.80 | 26.0% | -0.88 | 0.0410 | -0.016 | ||||
| 0 | 2.34 | 40.9% | 0.11 | 0.0316 | -0.014 | 78 | 7.05 | 10.30 | 33.0% | -0.91 | 0.0352 | -0.015 | ||||
| 0 | 2.29 | 43.2% | 0.09 | 0.0264 | -0.012 | 79 | 8.35 | 11.30 | 38.1% | -0.94 | 0.0301 | -0.013 | ||||
| 0 | 2.24 | 45.4% | 0.07 | 0.0221 | -0.010 | 80 | 9.00 | 12.30 | 37.3% | -0.95 | 0.0251 | -0.011 | ||||
| 0 | 1.85 | 44.8% | 0.06 | 0.0184 | -0.009 | 81 | 10.00 | 13.30 | 39.6% | -0.97 | 0.0221 | -0.010 | ||||
| 0 | 2.15 | 56.5% | 0.03 | 0.0090 | -0.005 | 85 | 14.00 | 17.30 | 48.3% | -1.00 | 0.0041 | -0.005 | ||||
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。