LQD 期权链 iShares iBoxx $ Investment Grade Corporate Bond ETF
Cboe delayed options data · 截至 15:36 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% (101.20–110.23) · ATM IV 6.6% · P/C 未平仓量 812.51
| 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 | |
| 49.35 | 52.05 | 1.00 | 0.0000 | 0.000 | 55 | 0 | 0.0300 | 49.6K | 30.0% | -0.00 | 0.0003 | -0.000 | ||||
| 44.35 | 47.35 | 1.00 | 0.0000 | 0.000 | 60 | 0 | 0.0300 | 26.2% | -0.00 | 0.0004 | -0.000 | |||||
| 39.60 | 41.80 | 1.00 | 0.0000 | 0.000 | 65 | 0 | 0.0400 | 23.4% | -0.00 | 0.0007 | -0.001 | |||||
| 34.30 | 37.30 | 1.00 | 0.0000 | 0.000 | 70 | 0 | 0.0600 | 21.0% | -0.01 | 0.0011 | -0.001 | |||||
| 29.40 | 32.10 | 1.00 | 0.0000 | 0.000 | 75 | 0.0100 | 0.0900 | 18.9% | -0.01 | 0.0019 | -0.001 | |||||
| 24.40 | 27.10 | 1.00 | 0.0001 | 0.000 | 80 | 0.0400 | 0.1400 | 17.0% | -0.02 | 0.0032 | -0.001 | |||||
| 19.80 | 21.85 | 1.00 | 0.0006 | 0.000 | 85 | 0.0800 | 0.2000 | 14.8% | -0.03 | 0.0056 | -0.002 | |||||
| 14.75 | 16.85 | 0.99 | 0.0031 | 0.000 | 90 | 0.1500 | 0.2900 | 12.4% | -0.05 | 0.0103 | -0.002 | |||||
| 9.80 | 12.00 | 0.97 | 0.0142 | -0.001 | 95 | 0.2700 | 0.4300 | 9.9% | -0.09 | 0.0208 | -0.003 | |||||
| 9.05 | 10.65 | 0.96 | 0.0188 | -0.001 | 96 | 0.3200 | 0.4900 | 9.5% | -0.11 | 0.0242 | -0.003 | |||||
| 7.95 | 9.70 | 0.95 | 0.0249 | -0.002 | 97 | 0.4000 | 0.5600 | 9.2% | -0.13 | 0.0283 | -0.003 | |||||
| 7.25 | 8.75 | 7.2% | 0.93 | 0.0320 | -0.003 | 98 | 0.4900 | 0.6600 | 15 | 8.8% | -0.15 | 0.0330 | -0.004 | |||
| 6.90 | 7.35 | 8.2% | 0.90 | 0.0403 | -0.003 | 99 | 0.6100 | 0.7800 | 8.6% | -0.18 | 0.0382 | -0.004 | ||||
| 6.05 | 6.50 | 8.3% | 0.86 | 0.0487 | -0.004 | 100 | 0.7500 | 0.9300 | 150 | 8.2% | -0.21 | 0.0442 | -0.004 | |||
| 5.20 | 5.50 | 7.7% | 0.82 | 0.0572 | -0.004 | 101 | 0.9000 | 1.11 | 1 | 7.9% | -0.25 | 0.0504 | -0.004 | |||
| 4.35 | 4.65 | 7.4% | 0.77 | 0.0646 | -0.005 | 102 | 1.13 | 1.33 | 9 | 7.6% | -0.30 | 0.0569 | -0.005 | |||
| 3.60 | 3.90 | 7.3% | 0.70 | 0.0710 | -0.005 | 103 | 1.36 | 1.60 | 10.0K | 7.3% | -0.36 | 0.0629 | -0.005 | |||
| 2.89 | 3.20 | 7.0% | 0.64 | 0.0761 | -0.005 | 104 | 1.68 | 1.94 | 7.1% | -0.42 | 0.0680 | -0.005 | ||||
| 2.27 | 2.52 | 6.8% | 0.56 | 0.0795 | -0.005 | 105 | 2.04 | 2.35 | 250 | 6.9% | -0.49 | 0.0717 | -0.005 | |||
| 1.73 | 1.97 | 6.6% | 0.48 | 0.0807 | -0.005 | 106 | 2.49 | 2.84 | 1 | 6.7% | -0.56 | 0.0733 | -0.004 | |||
| 1.27 | 1.46 | 6.4% | 0.40 | 0.0792 | -0.005 | 107 | 2.89 | 3.40 | 6.2% | -0.63 | 0.0722 | -0.004 | ||||
| 0.8800 | 1.09 | 6.2% | 0.32 | 0.0746 | -0.004 | 108 | 3.60 | 4.05 | 25 | 6.3% | -0.71 | 0.0680 | -0.003 | |||
| 0.5800 | 0.7500 | 40 | 6.0% | 0.25 | 0.0669 | -0.003 | 109 | 4.25 | 4.75 | 6.0% | -0.78 | 0.0608 | -0.003 | |||
| 0.3600 | 0.5400 | 13 | 5.9% | 0.18 | 0.0568 | -0.003 | 110 | 5.05 | 5.55 | 6.0% | -0.83 | 0.0514 | -0.002 | |||
| 0.2300 | 0.4000 | 1 | 5.9% | 0.14 | 0.0463 | -0.002 | 111 | 5.90 | 6.40 | 6.0% | -0.87 | 0.0417 | -0.001 | |||
| 0.1500 | 0.3100 | 12 | 6.1% | 0.10 | 0.0370 | -0.002 | 112 | 6.45 | 8.30 | 8.1% | -0.90 | 0.0333 | -0.001 | |||
| 0.1000 | 0.2600 | 8 | 6.3% | 0.08 | 0.0297 | -0.002 | 113 | 7.50 | 9.30 | 9.1% | -0.92 | 0.0267 | -0.001 | |||
| 0.0700 | 0.2200 | 6.6% | 0.06 | 0.0241 | -0.002 | 114 | 8.30 | 10.15 | 9.0% | -0.94 | 0.0216 | -0.000 | ||||
| 0.0600 | 0.2000 | 7.0% | 0.05 | 0.0197 | -0.001 | 115 | 9.25 | 11.10 | 9.5% | -0.95 | 0.0178 | 0.000 | ||||
| 0.0400 | 0.1800 | 7.3% | 0.04 | 0.0164 | -0.001 | 116 | 10.10 | 12.15 | 9.9% | -0.96 | 0.0148 | 0.000 | ||||
| 0.0300 | 0.1600 | 7.6% | 0.04 | 0.0138 | -0.001 | 117 | 10.70 | 13.25 | 9.6% | -0.96 | 0.0125 | 0.000 | ||||
| 0.0200 | 0.1400 | 7.9% | 0.03 | 0.0117 | -0.001 | 118 | 11.90 | 14.20 | 10.9% | -0.97 | 0.0107 | 0.000 | ||||
| 0.0200 | 0.1300 | 8.2% | 0.03 | 0.0100 | -0.001 | 119 | 12.65 | 15.15 | 10.4% | -0.97 | 0.0094 | 0.000 | ||||
| 0.0100 | 0.1200 | 8.5% | 0.03 | 0.0088 | -0.001 | 120 | 13.70 | 16.10 | 11.2% | -0.97 | 0.0083 | 0.000 | ||||
| 0 | 0.1100 | 8.7% | 0.02 | 0.0077 | -0.001 | 121 | 14.60 | 17.20 | 11.9% | -0.98 | 0.0072 | 0.000 | ||||
| 0 | 0.1000 | 9.0% | 0.02 | 0.0068 | -0.001 | 122 | 15.65 | 18.00 | 11.9% | -0.98 | 0.0064 | 0.000 | ||||
| 0 | 0.0900 | 9.3% | 0.02 | 0.0061 | -0.001 | 123 | 15.80 | 19.10 | -0.98 | 0.0056 | 0.000 | |||||
| 0 | 0.0900 | 9.7% | 0.02 | 0.0054 | -0.001 | 124 | 18.00 | 20.10 | 15.3% | -0.98 | 0.0049 | 0.000 | ||||
| 0 | 0.0800 | 9.9% | 0.02 | 0.0049 | -0.001 | 125 | 18.50 | 21.10 | 1 | 13.7% | -0.99 | 0.0043 | 0.000 | |||
| 0 | 0.0600 | 11.4% | 0.01 | 0.0030 | -0.001 | 130 | 23.10 | 26.10 | 14.2% | -0.99 | 0.0024 | 0.000 | ||||
| 0 | 0.0400 | 12.6% | 0.01 | 0.0020 | -0.000 | 135 | 27.75 | 31.05 | -0.99 | 0.0014 | 0.000 | |||||
| 0 | 0.0300 | 13.7% | 0.01 | 0.0014 | -0.000 | 140 | 33.50 | 36.00 | 22.8% | -0.99 | 0.0008 | 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。