LQD 期权链 iShares iBoxx $ Investment Grade Corporate Bond ETF
Cboe delayed options data · 截至 00:40 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 ±4.9% (97.88–107.88) · ATM IV 14.1% · P/C 未平仓量 1.27
| 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 | |
| 20.80 | 25.75 | 45.4% | 1.00 | 0.0004 | 0.000 | 80 | 0 | 5.00 | 100.0K | 67.0% | -0.01 | 0.0025 | -0.002 | |||
| 15.80 | 20.75 | 36.4% | 1.00 | 0.0010 | 0.000 | 85 | 0 | 5.00 | 134 | 55.7% | -0.02 | 0.0046 | -0.003 | |||
| 10.80 | 15.75 | 27.6% | 0.99 | 0.0033 | 0.000 | 90 | 0 | 5.00 | 165 | 44.5% | -0.03 | 0.0099 | -0.004 | |||
| 9.80 | 14.75 | 25.8% | 0.99 | 0.0042 | 0.000 | 91 | 0 | 5.00 | 42.2% | -0.04 | 0.0118 | -0.004 | ||||
| 8.80 | 13.75 | 24.1% | 0.99 | 0.0057 | -0.000 | 92 | 0 | 5.00 | 40.0% | -0.04 | 0.0143 | -0.004 | ||||
| 7.35 | 12.30 | 0.99 | 0.0077 | -0.001 | 93 | 0 | 2.92 | 15.4% | -0.05 | 0.0174 | -0.005 | |||||
| 6.80 | 11.75 | 20.6% | 0.99 | 0.0108 | -0.001 | 94 | 0 | 5.00 | 20.0K | 35.4% | -0.06 | 0.0216 | -0.005 | |||
| 5.20 | 10.10 | 0.98 | 0.0154 | -0.002 | 95 | 0 | 1.56 | 10.0K | 12.8% | -0.07 | 0.0271 | -0.006 | ||||
| 4.80 | 9.70 | 16.8% | 0.97 | 0.0226 | -0.003 | 96 | 0 | 2.41 | 2 | 5,014 | 16.5% | -0.09 | 0.0345 | -0.006 | ||
| 3.75 | 8.40 | 14.7% | 0.95 | 0.0335 | -0.005 | 97 | 0 | 4.90 | 7,870 | 28.6K | 28.4% | -0.12 | 0.0444 | -0.007 | ||
| 3.05 | 7.95 | 15.7% | 0.92 | 0.0494 | -0.007 | 98 | 0 | 5.00 | 10.0K | 15.2K | 10.3% | -0.16 | 0.0570 | -0.008 | ||
| 1.81 | 6.75 | 18 | 11.7% | 0.88 | 0.0701 | -0.009 | 99 | 0 | 5.00 | 31.9K | 23.5% | -0.21 | 0.0723 | -0.009 | ||
| 0.5000 | 5.00 | 11 | 0.81 | 0.0924 | -0.011 | 100 | 0.3000 | 0.7900 | 10.5K | 56.1K | 8.9% | -0.28 | 0.0886 | -0.011 | ||
| 0.1000 | 5.00 | 7 | 9.7% | 0.71 | 0.1112 | -0.012 | 101 | 0 | 2.37 | 2 | 50.2K | 8.3% | -0.38 | 0.1030 | -0.011 | |
| 0 | 5.00 | 22.9K | 13.1% | 0.60 | 0.1232 | -0.013 | 102 | 0 | 5.00 | 3 | 33.1K | 15.2% | -0.48 | 0.1123 | -0.011 | |
| 0 | 5.00 | 1,990 | 190 | 16.2% | 0.48 | 0.1255 | -0.012 | 103 | 0 | 5.00 | 36 | 49.0K | 11.9% | -0.60 | 0.1127 | -0.011 |
| 0.3700 | 1.98 | 441 | 74.7K | 10.0% | 0.36 | 0.1162 | -0.011 | 104 | 0.1000 | 5.00 | 28.6K | 8.6% | -0.70 | 0.1015 | -0.009 | |
| 0 | 1.37 | 505 | 15.1K | 7.5% | 0.25 | 0.0976 | -0.009 | 105 | 0.1000 | 5.00 | 20.0K | -0.79 | 0.0835 | -0.008 | ||
| 0.0600 | 0.9000 | 67.9K | 10.0% | 0.17 | 0.0760 | -0.007 | 106 | 1.91 | 6.85 | 25.8K | 10.9% | -0.86 | 0.0636 | -0.006 | ||
| 0 | 5.00 | 400 | 37.4K | 25.8% | 0.11 | 0.0548 | -0.005 | 107 | 2.71 | 7.65 | 19.5K | 10.6% | -0.91 | 0.0451 | -0.004 | |
| 0.0500 | 5.00 | 47.1K | 15.1% | 0.07 | 0.0377 | -0.004 | 108 | 3.40 | 8.30 | 102 | -0.94 | 0.0308 | -0.002 | |||
| 0 | 1.08 | 66.6K | 13.2% | 0.04 | 0.0263 | -0.003 | 109 | 4.00 | 8.90 | 25.2K | -0.96 | 0.0216 | -0.002 | |||
| 0 | 0.1500 | 90 | 78.6K | 10.2% | 0.03 | 0.0196 | -0.002 | 110 | 5.40 | 10.30 | 5,012 | 5.5% | -0.97 | 0.0162 | -0.001 | |
| 0 | 5.00 | 61 | 33.5% | 0.03 | 0.0155 | -0.002 | 111 | 5.90 | 10.80 | 100 | -0.97 | 0.0130 | -0.001 | |||
| 0 | 1.95 | 493 | 19.9% | 0.02 | 0.0127 | -0.002 | 112 | 6.95 | 11.90 | 5 | -0.98 | 0.0108 | -0.001 | |||
| 0 | 5.00 | 25 | 36.9% | 0.02 | 0.0106 | -0.002 | 113 | 7.95 | 12.90 | 7 | -0.98 | 0.0092 | -0.000 | |||
| 0 | 5.00 | 31 | 38.6% | 0.02 | 0.0090 | -0.002 | 114 | 9.40 | 14.35 | 8 | 13.9% | -0.98 | 0.0078 | -0.000 | ||
| 0 | 5.00 | 1 | 40.2% | 0.02 | 0.0078 | -0.002 | 115 | 9.95 | 14.90 | 6 | -0.98 | 0.0068 | 0.000 | |||
| 0 | 5.00 | 20 | 40.8% | 0.02 | 0.0067 | -0.002 | 116 | 10.85 | 15.80 | 6 | -0.98 | 0.0059 | 0.000 | |||
| 0 | 5.00 | 7 | 43.3% | 0.01 | 0.0058 | -0.002 | 117 | 11.85 | 16.80 | 9 | -0.99 | 0.0052 | 0.000 | |||
| 0 | 5.00 | 44.8% | 0.01 | 0.0052 | -0.002 | 118 | 12.90 | 17.80 | 7 | -0.99 | 0.0046 | 0.000 | ||||
| 0 | 5.00 | 46.2% | 0.01 | 0.0046 | -0.002 | 119 | 13.90 | 18.80 | 13 | -0.99 | 0.0041 | 0.000 | ||||
| 0 | 5.00 | 47.7% | 0.01 | 0.0040 | -0.002 | 120 | 15.15 | 20.10 | 12 | -0.99 | 0.0037 | 0.000 | ||||
| 0 | 5.00 | 49.1% | 0.01 | 0.0036 | -0.002 | 121 | 15.85 | 20.80 | 1 | -0.99 | 0.0033 | 0.000 | ||||
| 0 | 5.00 | 40.9% | 0.01 | 0.0032 | -0.001 | 122 | 17.30 | 22.25 | 1 | 18.0% | -0.99 | 0.0030 | 0.000 | |||
| 0 | 5.00 | 51.8% | 0.01 | 0.0029 | -0.001 | 123 | 17.85 | 22.80 | -0.99 | 0.0027 | 0.000 | |||||
| 0 | 5.00 | 53.2% | 0.01 | 0.0026 | -0.001 | 124 | 18.85 | 23.80 | 7 | -0.99 | 0.0024 | 0.000 | ||||
| 0 | 5.00 | 54.4% | 0.01 | 0.0024 | -0.001 | 125 | 20.05 | 25.00 | 1 | -0.99 | 0.0022 | 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。